Dukascopy Historical Data Exclusive !new! [RECOMMENDED]
Why go through the trouble of acquiring ? Here are three real-world quantitative strategies that require this granularity.
Integer value. To get the actual price, divide by a point factor (typically 100,000 for FX).
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If you use standard 1-minute data, your backtesting platform must make assumptions about what happened inside that minute. It draws a straight or randomized line from the Open to the High, Low, and Close prices. dukascopy historical data exclusive
Floating-point or integer representation of liquidity available at the Bid. Methods to Download and Export the Data
Here is a quick guide on why this data is considered "exclusive" and how you can actually use it. Why Dukascopy Data?
, including Forex, Commodities, Cryptocurrencies, Stocks, and Indices. Extended History Why go through the trouble of acquiring
Dukascopy’s historical data is unique because it is intimately tied to its proprietary . Unlike MetaTrader 4 (MT4), where historical data is often an afterthought or corrupted by broker-specific gaps, JForex was built from the ground up for tick analysis. The platform allows users to export raw historical data in CSV format for any timeframe—from 1-tick to 1-month—going back to 2003 for major pairs.
While the data is high-quality, the raw format can be cumbersome. Here are the three primary ways professionals handle it: The Manual Method (JForex)
Analyze actual variable spreads from a Swiss ECN marketplace. To get the actual price, divide by a
By analyzing tick data, you can study market microstructure and liquidity. You can examine how spreads vary across different times of day and around news events, analyze volatility patterns, and identify periods of thin liquidity that could be problematic for a strategy.
: Most platforms offer M1 (1-minute) bars. Dukascopy provides the individual ticks, allowing you to see the "micro-movements" within a single candle.