Quantdle

Frequently Asked Questions (FAQ)

Last updated: October 2023

1. WHAT IS QUANTDLE?

Quantdle is a platform that offers high-quality, cleansed M1 data ready for backtesting in MT5. Additionally, we offer an Expert Advisor to automatically update your MT5 Custom Symbol data each time you download new data, minimizing the need for manual processes.

2. WHICH IS THE DATA FORMAT?

Data is downloaded in CSV format, meaning you can use it not only in MT5 but also with other tools like Python, R, and any other software that supports this format.

3. WHICH ARE THE COLUMNS IN THE DOWNLOADED CSV?

As data is MT5-Ready, the CSV files have no header. The columns, in order, are as follows: date, time, open, high, low, close, tickvol, volume and spread.

4. WHICH IS THE SPREAD PRESENT IN THE DOWNLOADED DATA?

The spread in the data is the one present at the opening of the bar. This ensures that the spread at which you would’ve executed at the bar opening is actually the one you would have encountered in real-time, helping you achieve more realistic backtests.

5. WHICH IS THE TIMEZONE OF THE DOWNLOADED DATA?

The downloaded data is in UTC+2 (US-DST) to match the NY close. This is done in that way to match the server time of almost every MT4/MT5 platform. But even more importantly, to ensure daily data has 5 bars per week.

6. WHEN IS THE DATA AVAILABLE FROM?

The specific historical availability depends on the instrument but, in general terms, you can expect to find FX and Metals data from 2004, Indices from 2011 and Energies from 2013.

7. CAN I DOWNLOAD THE FULL HISTORICAL DATA IN M1 WITHOUT RESTRICTIONS?

Yes. In Quantdle you can download the full historical data range in minute resolution. This means we don’t impose restrictions on the available data depth depending on the download starting date. The only restriction you might encounter is if you have already consumed the (generous) monthly bandwidth of your subscription plan.

8. WHICH DATA CAN I GET WITH THE FREE VERSION?

We recommend creating a free Trial Account to explore the data quality. You will have access to pre-defined datasets for the most popular instruments, at full minute resolution, from 01/01/2020 to 31/12/2021 (two full years of minute bars). We think this is a representative sample that allows you to assess the quality of our data before making a purchase.

9. HOW DOES QUANTDLE ENSURE DATA QUALITY?

We use advanced data-cleansing algorithms to transform raw tick-data into reliable, high-precision information. This ensures that errors in the data do not affect the accuracy of your backtests.

10. IF I DON'T USE MT5, CAN I BENEFIT FROM QUANTDLE?

Absolutely! Although the most straightforward integration we offer is with MT5, data in CSV format is compatible with other platforms and tools like Python, R, and other platforms.

11. HOW CAN I IMPORT THE DATA INTO MT5?

Once you've downloaded the data, we provide an EA (Expert Advisor) that will allow you to automatically import and organize the data into your MT5 Custom Symbols, or create them if they don't exist.

12. WHICH INSTRUMENTS ARE AVAILABLE IN QUANTDLE?

We offer a wide range of over 40 trading instruments, from FX and Indices to Commodities and Energies. The full list of instruments is as follows: AUS200, AUDCAD, AUDCHF, AUDJPY, AUDNZD, AUDUSD, CADCHF, CADJPY, CHFJPY, EURAUD, EURCAD, EURCHF, EURGBP, EURJPY, EURNZD, EURUSD, FCHI, GBPAUD, GBPCAD, GBPCHF, GBPJPY, GBPUSD, GDAXIm, NI225, NDXm, NZDCAD, NZDCHF, NZDJPY, NZDUSD, SP500, STOXX50E, UK100, USDCAD, USDCHF, USDJPY, USDNOK, USDSEK, WS30, XAGUSD, XAUUSD, XNGUSD and XTIUSD.