Historic Spreads

Posted By: ags

Historic Spreads - 03/17/20 11:23

Hi Colleagues,
considering the actual extremely high volatile times, i would like to check the last weeks historic spreads of my provider (Dukascopy). This can be done downloading some tick history, converting to csv and analyzing with R or Phyton. Is there any script in Zorro to directly analyse spreads / graph a few days of them?

Any suggestion or incomplete coding is most welcome.
Posted By: Smon

Re: Historic Spreads - 04/03/20 10:26

https://strategyquant.com/quantdatamanager/

You can export custom *.csv files with this.
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