Dukascopy Historical Data Exclusive Exclusive -
For direct access, you can use the Dukascopy Historical Data Feed to select your instrument and export the required data range . Forex Historical Data Feed :: Dukascopy Bank SA
: You can access data spanning back over a decade for major pairs like EUR/USD, providing a vast playground for long-term trend analysis and stress testing. Why Quality Data Matters for Your Strategy
At the core of Dukascopy's offering is its , a level of granularity that is a gold standard for rigorous backtesting. While many brokers provide daily or hourly data, Dukascopy gives you the raw tick-by-tick history, including the bid/ask prices and corresponding volumes . This data, sourced from their LIVE environment for historical records, allows you to simulate market conditions with near-perfect accuracy, a critical advantage for strategies sensitive to slippage, order book dynamics, and high-frequency movements. Beyond forex, the data covers a wide spectrum of assets including commodities, indices, bonds, crypto, and ETFs, making it a holistic resource for multi-asset quantitative research. dukascopy historical data exclusive
The archive spans back to 2007 for major currency pairs. The asset catalog includes: Major, minor, and exotic currency pairs.
Precious metals (Gold, Silver), Energy (Crude Oil, Natural Gas), and agriculture. For direct access, you can use the Dukascopy
Dukascopy operates the SWFX (Swiss FX Marketplace). This decentralized, institutional liquidity network pools price feeds from dozens of tier-1 banks. When you download their historical data, you receive real trade volumes and actual market liquidity depth, not simulated numbers. Variable Spread Realism
: This is Dukascopy’s native environment where the data lives. It allows for direct export and strategy testing. While many brokers provide daily or hourly data,
Dukascopy compresses its data into raw binary files stored on public servers. The files are organized by asset, year, month, day, and hour. Each file represents exactly of tick data. The data is stored in big-endian format.
This comprehensive guide explores the unique value of Dukascopy’s exclusive market data, why it is vital for precision backtesting, and how you can seamlessly extract and format it for your trading pipeline.
Unlike many brokers that only provide bar data (M1, H1), Dukascopy offers tick-by-tick quotations . This allows for a 99.9% modeling quality in backtests, which is critical for scalping or high-frequency strategies .