So, how do you get your hands on this exclusive resource? Dukascopy has built a robust infrastructure for data delivery.
Dukascopy does not provide a simple "Download CSV" button for the entire dataset. Access is segregated by the intended use case:
df['imbalance'] = df['bid_vol'] - df['ask_vol']
df['imbalance_signal'] = df['imbalance'].apply(lambda x: 1 if x > 0 else (-1 if x < 0 else 0))
In the high-stakes world of algorithmic trading and quantitative finance, data is not just power—it is profit. Every pip, every tick, and every millisecond of price action holds a clue to the market’s next move. For serious traders, developers, and financial analysts, the name Dukascopy has become synonymous with institutional-grade tick data. But there is a crucial distinction that separates winning strategies from backtesting failures: obtaining Dukascopy Historical Data Exclusive access versus relying on standard, filtered, or incomplete datasets.
Dukascopy makes tick data publicly accessible through their HTTP data server (unofficial but widely used).
URL pattern:
https://datafeed.dukascopy.com/datafeed/instrument/year/month/day/hourh_ticks.bi5
Example: EUR/USD ticks, 2023-06-01, 12:00
https://datafeed.dukascopy.com/datafeed/EURUSD/2023/06/01/12h_ticks.bi5
Decoding .bi5:
Let’s look at a common scenario. Trader A wants to build a Scalping EA for EUR/USD.
This is the power of exclusivity. You cannot see what you are not looking for.