Where good tick data actually comes from

[Amanhasnoname]

Quality tick history is the foundation of any realistic scalping test, and sourcing it takes some care.

Broker-provided history is limited. Most platforms hold only a few months of ticks, and the older data is built from bars. Third-party providers offer longer records. Dukascopy's historical feed is widely used, with bid and ask ticks going back many years. Some paid vendors offer cleaned, multi-source data with variable spreads.

Each source has quirks. Dukascopy reflects its own liquidity pool. Others may have gaps, spikes that never traded, or timestamps with limited precision.

A basic cleaning step helps: remove obvious bad ticks, check for gaps over a few seconds during active hours, and verify that spreads look realistic for the time of day.

Ideally, test on data from the broker that will be used live, even if only a few months are available, and use longer third-party history to check robustness.

Which data source do you rely on, and has cleaning made a difference?