FOREX historical data sources

realtime data feed providers, historical data databases

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michal.kreslik
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FOREX historical data sources

Postby michal.kreslik » Wed Jun 21, 2006 3:20 pm

Free

GAIN capital data:
http://ratedata.gaincapital.com/
I'm using the above source in my SQL Forex tick history engine. Currently as of Feb/8/2007, the history engine conatains 255 million+ ticks for 16 FX pairs.

FOREXite:
http://www.forexite.com/free_forex_quot ... arhiv.html

Dukascopy:
http://www.dukascopy.com/swiss/english/ ... data_feed/
free datafeed

Finam:
http://www.fin-rus.com/analysis/export/ ... efault.asp

Alpari:
http://www.alpari-idc.com/en/dc/databank.html

Akmos:
http://www.akmos.com/software/afmidle/

[hr]
Paid

Olsen:
http://www.olsendata.com/
Olsen is by no means the best historical data provider. There's also no doubt it is the most pricey one

Forex dataHQ:
http://forex.datahq.com.au/

CQG:
http://www.cqg.com/
[hr]
I'll be updating this list regularly.
last update: 2/8/2007

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Oli
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Postby Oli » Thu Mar 22, 2007 1:37 pm

full level I (that means includes BID and ASK?) for FOREX historical tick data: one month of data for GBP4.50 (the trades only is cheaper):

http://www.regisdata.co.uk/orderdata.htm

Richard Dale
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Postby Richard Dale » Tue Sep 09, 2008 4:53 am

Another paid source:

Premium Data:
http://www.premiumdata.net/products/forex
EOD daily data for 82 currency pairs back to 1991.

Also has EOD daily FX futures on CME in the futures product:
http://www.premiumdata.net/products/datatools

Disclosure: I am one of the owners of Premium Data.

vladv
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Postby vladv » Mon Oct 13, 2008 2:45 pm

Many many thanks for sharing those data feeds!I never heard of some until now ,thanks again kreslik.

libyanballa
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How to use in NT?

Postby libyanballa » Sat Jul 25, 2009 2:21 am

Hi thankyou for the gain data feed. How would one go about using that on Ninjatrader. Could I use the files directly from GAIN or ddoes one have to use some type of application for the data to be readily usable in Ninjatrader???

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JESGPY
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Postby JESGPY » Sat Jul 25, 2009 3:29 pm

HI Michal.

Can I use the data provided in this sites, to test an EA i have coded for Metatrader?
If that is possible can you help do it.

Thanks

JUAN

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michal.kreslik
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Re: FOREX historical data sources

Postby michal.kreslik » Tue May 12, 2015 3:39 pm

Hi,

today I've been asked by a systematic trader where to get historical tick data with a reasonable quality and the possibility to hook up to the same feed in real-time.

Check out the following link:

http://truefx.com/?page=downloads

However, always remember that the more sensitive your system is to the price, the more you need to make sure you test on data you can also deal on.

M

jack1215
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Re: FOREX historical data sources

Postby jack1215 » Thu Jul 30, 2015 7:13 pm

check out Barchart's Free Forex Market data api
http://freemarketdataapi.barchartondemand.com

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