Dukascopy Historical Data Exclusive ((hot)) -
If you are serious about backtesting, you’ve likely realized that the quality of your data is just as important as the logic of your strategy.
Common file formats and delivery
- ZIP archives with CSV files (CSV is the most common).
- CSV columns typically: timestamp (ISO or Unix ms), bid, ask, [volume].
- Filenames encode instrument and timeframe (e.g., EURUSD_ticks_YYYYMMDD.zip or EURUSD_M1.zip).
Access to years of data across FX, Commodities, and Indices. How to Get It (The Pro Way) dukascopy historical data exclusive
, this data feed offers a level of transparency and granularity that most retail brokers simply cannot match Why "Exclusive" Data Matters What makes Dukascopy’s data truly stand out is its tick-by-tick precision If you are serious about backtesting, you’ve likely
What Dukascopy historical data contains
- Tick, 1‑minute, 1‑hour, and daily price data for FX pairs, metals, cryptocurrencies, indices, and some CFDs.
- Bid and ask where available; many files include both or only one depending on instrument/type.
- Volume (tick/quote counts) and spread information in some datasets.
- Timestamps usually in UTC.
9. Quick Reference: Symbol Mapping
| Instrument | Symbol in Dukascopy | |------------|----------------------| | EUR/USD | EURUSD | | Gold (spot) | XAUUSD | | Bitcoin | BTCUSD | | US 30 Index | US30 | | Apple stock | AAPL (limited history) | ZIP archives with CSV files (CSV is the most common)
5. Working with Exclusive Fields
Spread analysis example
df['spread_pips'] = df['spread'] * 10000 # for EURUSD
print("Avg spread (ticks):", df['spread_pips'].mean())
print("Spread std dev:", df['spread_pips'].std())
2. Data Access Methods
Method A: Official Dukascopy Historical Data Feed (JForex)
Exclusive for funded accounts / API users
