Historical forex data for 28 currency pairs is available for 9 years, 1-minute time frame, in both ASCII and Amibroker format.
- 1 I do not trade in Forex. How is this data useful for me?
- 2 Specifications of Historical Forex Data?
- 3 What’s unique about this data?
- 4 Can I use this data in MT4/NinjaTrader/Excel/other software?
- 5 Is Volume data also included?
- 6 How about the reliability of this historical forex data?
- 7 How do I get this historical forex data?
I do not trade in Forex. How is this data useful for me?
First, to verify your’s/other’s strategies. A lot of strategies given free over internet have repainting signals and use future-looking indicators. This means that the signals are manipulated to show unrealistic results. Backtesting/paper trading on this historical forex data allows you to get rid of such strategies.
Secondly, to learn algo trading. The concepts in alpha genenration and order execution are quite similar for all liquid markets. You can use this data for your learning phase, before you risk any real money for trading.
Specifications of Historical Forex Data?
We maintain on google drive 10 years of OHLC data (2008-2016), Time Frame 1-minute, in both ASCII format and Amibroker format. Data is available for the following 27 pairs:
EUR/USD, EUR/CHF, EUR/GBP, EUR/JPY, EUR/AUD, USD/CAD, USD/CHF, USD/JPY, GBP/CHF, GBP/JPY, GBP/USD, AUD/JPY, AUD/USD, CHF/JPY, NZD/JPY, NZD/USD, EUR/CAD, AUD/CAD, CAD/JPY, EUR/NZD, NZD/CAD, AUD/CHF, NZD/CHF, GBP/AUD, GBP/NZD, AUD/NZD, CAD/CHF, GBP/CAD
Total database size in compressed format is: 400MB for Amibroker Database, 165MB for ASCII Database. All timestamps in the data are given in Eastern Standard Time without adjustment for daylight saving.
What’s unique about this data?
First, the quality of this data is better than (almost) any other free source. Secondly, you can download the entire database in a single-click. You do not need to download month-by-month or symbol-by-symbol.
Can I use this data in MT4/NinjaTrader/Excel/other software?
Yes, since data is already available in ASCII format, you can import it into the software of your choice.
Is Volume data also included?
Forex is not a centralized marketplace. There is no central exchange for trading in currency pairs. So, trading volume cannot be aggregated for every minue data. Broker-specific volume has been removed from data, because it provides incomplete (and sometimes incorrrect) information.
How about the reliability of this historical forex data?
We are providing the data for free, so there cannot be any warranties. You have to analyze and use data at your own risk. However, as per the feedback from our members, the data is good enough to validate any non-latency-sensitive strategy.
How do I get this historical forex data?