Historical data

Beginner Questions
1

This is an extremely noobish question. But where would be the best source to obtain historical data for the forex market? I am looking for (ideally) CSV formatted, complete tick by tick history for a single trading pair from whenever records first started to today. Google shows either free sources, or sources that seem a bit…shady or don’t offer what I need. And I do realize the size of the data will be quite large.

2

Metatrader, some brokers will give you more data than others, I remember this being debated before, if you search the forums I’m sure you’ll find which are the best, but this can change all the time, download a few and give them a go.

3

Metatrader appears to be a nice program, but it looks like it’s limited to exporting at 1 minute intervals and it doesn’t seem to have the ability to output several years of CSV data at once. So unfortunately that’s a no-go. I suppose I could technically export the CSV files one at a time and merge them, but that would take a significant amount of time.

I also already checked the forums/searching the site for ‘historical csv’, historical, and a few other phrases. And found limited information. One thread ( 301 Moved Permanently ) had some semi-helpful links. But the most promising link was to gain capital. Their records seem, incomplete at best. With some spaces between updates lasting almost a minute. And many triple if not quadruple updates for the exact same second.

I have no qualms with paying, though many services seem to want a bit more than seems right, or they seem to not be specific on their data provided.

4

You get tick by tick data from Metatrader, all you need to do is run a EA that will write to file/database when you run the strategy tester.

5

hi apatato,

did you have any luck finding a nice data source?

best,

PT

6

Forex Tester Software - Data Sources

…about 9 years of 1M data from a single consistent source and it is NOT indicative.

Downloading the history through MT4 history’s “download” button will give you very mixed results. The data will often be indicative (that is averaged between many brokers), and sometimes, even smoothed (easy to spot if the # of gaps doesn’t increase as you go farther back).

7

@this barb,

thanks,

I found a 1m source for Alpari data from 2001 (which the’ve removed from their own website)… I might compare it to this one… the (russian) source, forexite, sound kinda obscure I must say.

pm if you’d like the link to the alpari data, i can’t post links yet.

best