Dukascopy+historical+data | [hot]
Technical Analysis of Dukascopy Historical Data: Characteristics, Accessibility, and Applications in Algorithmic Trading
How to Access Dukascopy Historical Data
There are three primary methods:
- Tick Data: Every single ask/bid change. Timestamps down to the millisecond.
- 1-Minute Data: OHLC (Open, High, Low, Close) of the minute.
- 5-Minute, 15-Minute, 30-Minute, 1-Hour, 4-Hour, Daily, Weekly, Monthly.
- Pros: The timestamps are precise, and the bid/ask separation allows you to model realistic slippage and commission costs accurately.
- Cons: On more exotic pairs or cross-exotics, there are occasional gaps, particularly around 2008-2010 era data, but for majors, it is robust.
Most retail brokers provide "M1" (one-minute) data, which aggregates price movement into 60-second chunks. Dukascopy, a Swiss regulated bank, provides tick-level data. This means every single price change and liquidity shift is recorded. dukascopy+historical+data
- Instrument: GBP/JPY
- Period: 1 Minute (M1)
- Date: Start: Jan 1, 2015 / End: Jan 1, 2020
- Format: CSV (Comma Separated)
- For Algo traders: Always shift your Dukascopy time series to UTC+0 using a script before backtesting.
- For Manual traders: Build your charts in the JForex platform, which handles the timezone natively. Do not convert to MT4 without using a timezone conversion tool.