In the world of algorithmic trading, backtesting, and quantitative analysis, the quality of your output is directly proportional to the quality of your input. If your historical price data is full of gaps, errors, or "bad ticks," your trading strategy is built on a foundation of sand.
For over a decade, one name has stood out among retail and institutional traders as the gold standard for archival tick data: Dukascopy. dukascopy historical data
Swiss-based Dukascopy Bank is renowned not just for its ECN (Electronic Communication Network) brokerage services but specifically for its Historical Data Feed, often accessed via the Dukascopy JForex platform. Whether you are a quantitative hedge fund manager or a retail trader learning Python, understanding how to harvest and utilize this data is a game-changer. In the world of algorithmic trading, backtesting, and
This article is a deep dive into everything you need to know about Dukascopy Historical Data: what it is, how to get it, its quality, limitations, and how to use it for professional backtesting. Dukascopy's feed includes "bid/ask" spreads
Dukascopy's feed includes "bid/ask" spreads. Over weekends, the market is closed. However, sometimes you will see strange "Monday open" spikes that aren't real. Always filter your data by removing weekends (Friday 5 PM EST to Sunday 5 PM EST).
Before we discuss how to get the data, we must understand why it is valuable. There are three primary sources of historical Forex data: Banks (Interbank), Brokers (Retail), and Aggregators (Dukascopy/TrueFX).
Dukascopy falls into the aggregator category with a specific advantage: