Dukascopy Historical Data

Dukascopy has been storing this data for over a decade. You can retrieve forex tick data dating back to 2003. This long-term depth allows for multi-market cycle analysis (e.g., testing a trend-following strategy through the 2008 Financial Crisis, the 2014 Swiss Franc crash, and COVID-19 volatility).

Users can visit the Dukascopy website to select their desired instrument, timeframe (ticks, minutes), and date range, then download the data in CSV format. 2. Programmatic Downloaders (e.g., Duka)

Grouping ticks into set intervals (e.g., 5-minute, 1-hour).

When analyzing historical data, look out for January 15, 2015. The Swiss National Bank suddenly removed the CHF peg, causing massive, unprecedented liquidity gaps. While Dukascopy data accurately reflects this anomaly, it can skew standard volatility metrics in backtesting. Formatting Dukascopy Data for Popular Platforms

Time (GMT), Open, High, Low, Close, Volume 2023-01-02 00:00:00, 1.0698, 1.0705, 1.0692, 1.0701, 1234 2023-01-02 00:01:00, 1.0701, 1.0710, 1.0698, 1.0708, 987 dukascopy historical data

Dukascopy publishes their data directly, ensuring it reflects their market-driven liquidity provider rates.

S&P 500 (USA500), DAX (GER30), FTSE 100 (UK100), and more.

All historical bar data is formed based on Coordinated Universal Time (UTC) by default, ensuring a consistent global reference point. When you download data in CSV format from the website, you can choose your desired timeframe, ranging from tick-by-tick to monthly.

Dukascopy stands out by offering deep market depth and high precision that most retail brokers lack. Dukascopy has been storing this data for over a decade

Dukascopy provides high-precision historical data for 1,600+ instruments

For the retail trader who cannot afford Bloomberg or Reuters data feeds ($2,000+/month), Dukascopy is the undisputed king of free historical data.

While primarily famous for Forex, Dukascopy’s data repository spans multiple asset classes, including:

Export the data to CSV, MetaTrader 4 (FXT/HST), or MetaTrader 5 formats. Method 2: Python Scripting (TickDataDownloader / Tools) Users can visit the Dukascopy website to select

Dukascopy’s proprietary trading platform, JForex, allows users to export historical data directly through its built-in Development Environment. You can write simple Java strategies designed solely to request historical bars or ticks and print them straight to local CSV files. Preparing Data for Backtesting Platforms

Because raw .bi5 files are not directly readable by platforms like MetaTrader, TradingView, or Python pandas, you must use a tool to download and convert them into standard formats like CSV or FXT. Top Tools to Download Dukascopy Data

These contain the actual tick simulation data and go into the tester/history folder. Step 4: Run the Backtest

The Dukascopy Historical Data Feed allows manual downloads of financial data.