-
Продукты и услугиНазад
- Бизнес страницы
- Контакты
Every single price change, bid, ask, and volume fluctuation is recorded. This is essential for scalping strategies and high-frequency trading (HFT).
While the data is free and accurate, downloading it directly from Dukascopy’s raw servers comes with a few technical hurdles. 1. File Structure and Compression
: Data typically stretches back to 2003–2006, depending on the currency pair. Modeling Quality : Using tick data allows for 99% modeling quality
With the rise of LLMs and AI trading bots, high-quality historical data is more valuable than ever. Reinforcement Learning models require billions of tick data points to train.
Most free historical data sources only provide the "Bid" price or a "Mid" price, forcing traders to simulate or guess the spread. Dukascopy saves both the Bid and Ask prices for every tick. This feature is critical for understanding the true cost of trading during high-volatility events, such as news releases or market opens. Massive Asset Coverage
👇 Drop your experience below — or share your favorite tool for cleaning tick data before feeding it into a model.
Choose your timeframe (Tick, M1, H1, Daily), select the date range, and export to a .csv or .bin file. Method 2: Third-Party Downloader Tools
There are many places to get historical data (Yahoo Finance, FXCM, OANDA), but Dukascopy holds a unique position for three specific reasons.
. It is primarily used by quantitative traders and developers to backtest strategies with extreme precision, often reaching 99.9% modeling quality in MetaTrader. 📊 Data Specifications & Coverage Dukascopy's historical feed is unique because it includes bid and ask prices
Tick data consumes enormous amounts of disk space. A single year of tick data for a volatile pair like EUR/USD can easily take up several gigabytes when uncompressed. Fast SSD storage is highly recommended. The Swiss Franc (CHF) Peg Exception
: Available from tick-by-tick data to monthly bars, with custom timeframes like 3-minute bars available through specific tools.
While Dukascopy historical data is exceptional, you should keep a few limitations in mind:
Every single price change, bid, ask, and volume fluctuation is recorded. This is essential for scalping strategies and high-frequency trading (HFT).
While the data is free and accurate, downloading it directly from Dukascopy’s raw servers comes with a few technical hurdles. 1. File Structure and Compression
: Data typically stretches back to 2003–2006, depending on the currency pair. Modeling Quality : Using tick data allows for 99% modeling quality
With the rise of LLMs and AI trading bots, high-quality historical data is more valuable than ever. Reinforcement Learning models require billions of tick data points to train.
Most free historical data sources only provide the "Bid" price or a "Mid" price, forcing traders to simulate or guess the spread. Dukascopy saves both the Bid and Ask prices for every tick. This feature is critical for understanding the true cost of trading during high-volatility events, such as news releases or market opens. Massive Asset Coverage
👇 Drop your experience below — or share your favorite tool for cleaning tick data before feeding it into a model.
Choose your timeframe (Tick, M1, H1, Daily), select the date range, and export to a .csv or .bin file. Method 2: Third-Party Downloader Tools
There are many places to get historical data (Yahoo Finance, FXCM, OANDA), but Dukascopy holds a unique position for three specific reasons.
. It is primarily used by quantitative traders and developers to backtest strategies with extreme precision, often reaching 99.9% modeling quality in MetaTrader. 📊 Data Specifications & Coverage Dukascopy's historical feed is unique because it includes bid and ask prices
Tick data consumes enormous amounts of disk space. A single year of tick data for a volatile pair like EUR/USD can easily take up several gigabytes when uncompressed. Fast SSD storage is highly recommended. The Swiss Franc (CHF) Peg Exception
: Available from tick-by-tick data to monthly bars, with custom timeframes like 3-minute bars available through specific tools.
While Dukascopy historical data is exceptional, you should keep a few limitations in mind:
