FX tick data for currency pairs

Trading Tech and Tools
1

Hi guys,

I downloaded EUR/USD tick data (EURUSD_201702) from somewhere and wrote my Python programs. Now I need more data but forgot where I found it. It was a CSV file with the following format -

20170201 000000390 1.07907 1.07912 0
20170201 000000640 1.0791 1.07914 0
20170201 000000877 1.07909 1.07914 0

If anyone knows where to download historical tick data with exactly the same format, please let me know.

Thank you so much

2

Hi mate
i think i spoke to you about this before, if i’m not mistaken

to jog your memory
we discussed

Tickstory Lite
Dukascopy
and i believe (that other guy, who’s name i won’t mention) recommended Birts Tick Data Suite

but it’s my understanding that both come from Dukoscopy anyway.
also there is TRUEFX i think we also spoke about this

does this help at all

[EDIT : Changed the spelling of Dukascopy from “Dukoscopy” to the correct spelling “DUKASCOPY”, My apoolgy for any confusing caused.]

3

When you’re looking for “Dukoscopy” - spell it “Dukascopy” - it will work better !

I got 1 minute data from them back to 2000, but it is not that good, There are a lot of “Minutes” missing. That you can find by subtracting the “390” in your example from the next - ie the “640” and so on down the list. The answer should be a constant - however in the “Tick data” the flow is by volume not by time, so that method will not work.

[Edit - I haven’t been on dukascopy for a while, but as I remember, there is a modest charge for tick data, and I have not used it, so it is purely from memory a) that they do tick data and b) that there is a charge for “Tick” ]

4

@Falstaff
Sorry mate, My Bad
You’re right it’s dukascopy

Me and a mate always pronounced it quickly as DukoScopy
i guess it became a habit and i thought it was correct
i’ll edit my post

thanks for the bringing that to my attention

5

I found this site histdata.com that has historical tick data with the same format. Thanks.

6

cool, i’m glad you found that, thanks for letting me know

8

I’m not a coder but would love to know what exactly is the tick data and what do you use it for? It’s never too bad to learn something new especially if it’s about your trade right?

9

Probably, Dukascopy is the only one retail broker offering tick historical data for free.

Anyway, if you need quality data, you will have to buy it and it is very expensive.