The liquidity available at the Ask price (measured in millions).
AI responses may include mistakes. For financial advice, consult a professional. Learn more Forex Historical Data Feed :: Dukascopy Bank SA
If you need 5-minute or hourly data, aggregate it from the M1 (1-minute) data to ensure consistency. Conclusion dukascopy historical data
A highly popular Windows application that downloads Dukascopy tick data, decompresses it, and formats it directly into files compatible with MetaTrader 4 (MT4), MetaTrader 5 (MT5), NinjaTrader, and Amibroker. The standard version is free, while a paid version offers faster download speeds and instant updates.
Tick data is incredibly heavy. One year of tick history for a single volatile currency pair can easily consume 2 to 5 GB of uncompressed storage. Use binary formats like Parquet or HDF5 if you are managing data locally in Python. The liquidity available at the Ask price (measured
This article provides a definitive guide to Dukascopy's historical data services. It explores the depth and quality of the data available, details the official and third-party tools for accessing it, and outlines best practices for integrating this data into professional quantitative workflows.
Backtesting a trading robot (Expert Advisor or EA) on poor data leads to the "garbage in, garbage out" dilemma. Standard broker data often provides only M1 (one-minute) bars, forcing backtesting software to simulate tick movements artificially. This simulation completely ignores real-world market microstructure. Using sub-optimal historical data introduces severe risks: Learn more Forex Historical Data Feed :: Dukascopy
: When using the Dukascopy demo account, real-time tick data is generated specifically for the demo environment and can differ from live market data. This is done to facilitate BID/OFFER order testing on the demo platform. However, the historical data on the demo platform is sourced from the LIVE environment to ensure accurate historical backtesting.
A popular free GUI software that downloads Dukascopy data, handles timezone shifts, and exports directly to CSV, MetaTrader 4 (.fxt/.hst), or MetaTrader 5 formats.