Unlike many brokers who "smooth" their data, Dukascopy provides a true historical price feed directly from their SWFX Swiss FX Marketplace liquidity pool.
Dukascopy offers true tick-by-tick data. Every row contains a precise timestamp, the bid price, the ask price, and the available liquidity (volume) for both sides. Massive Asset Coverage
QuantDataManager (by StrategyQuant) is a popular free desktop application designed specifically for downloading, managing, and exporting Dukascopy data. Download and install . Select Dukascopy as your data source. Choose your desired instrument and date range. Click Download .
To upgrade your MetaTrader backtesting from the default, low-quality history to Dukascopy's premium data, follow this general workflow using a tool like Tickstory or QuantDataManager: dukascopy historical data
Access history for over 60 Forex pairs, plus gold, silver, and major global stock indices.
: Some instrument data traces back to the 1990s, allowing for long-term market cycle studies.
💡 Using Dukascopy historical data eliminates "curve-fitting" risks caused by poor data quality. It ensures that the results you see in your strategy tester are as close to real-world execution as possible. To help you get started with this data, tell me: Which trading platform do you use (MT4, MT5, Python)? Do you need help with converting .bi5 files into CSV? Unlike many brokers who "smooth" their data, Dukascopy
Here is informative content about , covering what it is, its key features, how to access it, and its practical applications for traders and analysts.
If you’ve ever dug into forex or CFD backtesting, you’ve probably heard of — but not everyone realizes just how powerful (and unique) it really is. Here’s why it stands out:
Traders prefer Dukascopy historical data for several key reasons: Choose your desired instrument and date range
Dukascopy's commitment to transparency is reflected in its provision of historical price data. The bank states that "transparency of historical prices is an essential element for strategy development," and it provides a consistent historical data stream for strategy development and back-testing with full access to tick-by-tick quotations. This approach is designed to ensure high reliability for backtesting and to eliminate any possibility of price manipulation by the broker.
Includes the exact timestamp (to the millisecond), bid price, ask price, bid volume, and ask volume.
Dukascopy Bank is widely regarded by algorithmic traders as one of the most reliable sources for free, high-quality historical market data. Unlike many retail brokers that provide filtered "bar" data, Dukascopy offers raw , providing a level of precision essential for high-frequency trading and scalping strategy development. Why Traders Use Dukascopy Data
While Dukascopy data is highly accurate, you should account for a few caveats during your backtesting phase:
Dukascopy Bank's historical data feed provides price data for a variety of financial instruments, including forex pairs, commodities, indices, and cryptocurrencies. The data is available for free through Dukascopy's Historical Data Export tool and can be downloaded in different timeframes, ranging from tick-by-tick data up to monthly aggregates.