Even though Dukascopy provides true variable spreads (the difference between Ask and Bid), historical data cannot perfectly replicate the slippage you experience during high-impact news events. Always add a conservative slippage penalty to your backtest configurations to keep your results realistic.
Dukascopy's historical data feed boasts impressive breadth. You can access data for over , making it a one-stop shop for cross-asset analysis. The supported asset classes include:
Dukascopy hosts this data publicly on their servers. Anyone can access and download it without maintaining an active live trading account. Understanding the Raw Data Format and Challenges dukascopy historical data
For JavaScript/TypeScript developers and command-line users, dukascopy-node provides an elegant solution. It supports over 800 instruments including stocks, crypto, commodities, bonds, currencies, CFDs, and ETFs.
Data spans over a decade for many pairs, crucial for long-term backtesting. Even though Dukascopy provides true variable spreads (the
Accurate historical data is the foundation of any successful algorithmic trading strategy. In the financial markets, poor data leads to "garbage in, garbage out" results, costing traders thousands of dollars in failed live execution. For Forex and CFD traders, Geneva-based stands out as one of the most reliable, high-quality providers of free historical tick data.
Unlike brokers that only offer 1-minute (M1) bars, Dukascopy provides true tick data. Each tick contains the exact bid price, ask price, and the liquidity volume available at that millisecond. You can access data for over , making
Includes the exact timestamp (to the millisecond), bid price, ask price, bid volume, and ask volume.
Installation:
A highly popular Windows application that downloads Dukascopy tick data, decompresses it, and formats it directly into files compatible with MetaTrader 4 (MT4), MetaTrader 5 (MT5), NinjaTrader, and Amibroker. The standard version is free, while a paid version offers faster download speeds and instant updates.