Dukascopy+historical+data
: Most currency pair data begins around 2003–2006 , with some instruments dating back to 1990–2000.
Like most retail brokers, Dukascopy closes trading from Friday 10 PM GMT to Sunday 10 PM GMT. Tick data will have artificial gaps where no prices exist. dukascopy+historical+data
Most retail brokers provide data in M1 (one-minute) intervals, which hides the volatility occurring within that minute. Dukascopy provides true tick data, capturing every single price change and the associated liquidity (volume). : Most currency pair data begins around 2003–2006
The data feed covers a broad range of instruments beyond standard currency pairs: Most retail brokers provide data in M1 (one-minute)
If you require the full depth of market (DOM) or need aggregated data without the hassle of downloading 500GB of files manually, Dukascopy offers a "Big Data" service where they ship a pre-loaded hard drive or USB stick.
There are two ways to get this data, and the user experience varies wildly.
Data for major pairs often stretches back to 2003.