Dukascopy: Historical Data
: Offers data down to the individual tick, showing Bid/Ask prices and respective volumes.
At the heart of the API is the , which provides methods for accessing historical bars, ticks, order history, and feed history.
Because the .bi5 format is proprietary, the open-source community built tools like (by npersist) and Dukascopy Data Downloader (on GitHub). These tools scrape the official Dukascopy servers even faster than JForex.
If you are building a machine learning model to predict the next 1-minute move, Dukascopy is arguably the best free source of training data available to the public. dukascopy historical data
Here’s a comprehensive write-up covering , its features, access methods, use cases, and limitations.
Spot Gold (XAU/USD), Silver (XAG/USD), Crude Oil, and Natural Gas.
Unlike many brokers who provide 1-minute data or "sampled" tick data, Dukascopy provides raw tick data. This includes: : Offers data down to the individual tick,
Leveraging Dukascopy historical data elevates your quantitative trading from amateur guessing to systematic rigor. By bypassing restrictive broker data limits and integrating institutional-grade Swiss tick feeds, you ensure your backtesting environments mirror real-market realities as closely as possible. Whether you choose plug-and-play tools like Tickstory or build custom data pipelines in Python, clean historical data remains your primary edge.
Historical records for many instruments go back over a decade, allowing for extensive backtesting across different market regimes. Why Choose Dukascopy for Historical Data?
To get the most out of your data and build robust trading models, consider these best practices: These tools scrape the official Dukascopy servers even
I can provide step-by-step instructions to get your backtesting environment configured.
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4.5/5
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