Forums ProRealTime English forum General trading discussions Average Spreads – Data Source Reply To: Average Spreads – Data Source

#87784

Being able to set different spreads for different times would be an excellent feature.

@OSCARDAX  I can assure you data import by users will never happen on platform like PRT – it would destroy platform data integrity.

As a related side there are limitations with the IG API for customers when it comes to historical data but in our case with PRT it could or should be different. I bring up the limitations because I don’t believe IG would provide this data to clients and I’m sure I’ve tried to get access with no success. Also I think IG spread data varies depending on what platform you are using PRT, (maybe MT4) and their level 2 platform or whatever it is called have different spreads. I’m not aware of any brokers that provide historical spread data in a meaningful way except for maybe dukascopy? Oanda has a graph of spread data.

PRT can only display whatever data is provided to them. If the broker (IG) do not provide historical tick by tick data of spreads then PRT can not provide it to us for back testing.

I don’t agree with @Vonasi’s above statement because IG “provides” spread data in realtime on their platform furthermore spread is always the difference between the Bid/Sell AND Ask/Buy value. The question should be: can PRT use and store it, and/or add this much needed feature of spread time variation?