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
FOREX historical data sources
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- michal.kreslik
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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
http://www.regisdata.co.uk/orderdata.htm
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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.
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.
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How to use in NT?
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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- michal.kreslik
- rank: 1000+ posts
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Re: FOREX historical data sources
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
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
Re: FOREX historical data sources
check out Barchart's Free Forex Market data api
http://freemarketdataapi.barchartondemand.com
http://freemarketdataapi.barchartondemand.com
Re: FOREX historical data sources
michal.kreslik wrote:].
Hi Michal,
I have recently registered in your Site and on June 30 I have sent you a private message but perhaps you have not arrived because
it ended up in the Outbox;
therefore, I ask you if I have committed some errors:
after logging in, I clicked on: Send private messagge, under your profile (see image 1), and after entering
the: Subject and wrote the message (in image 2 is just an example), I clicked on the: Submit button, and then the words appeared:
This messagge has been sent successfully (see image 3), but the message ended up in the Outbox instead of the Sent messages box.
Could you explain me where I went wrong?
I look forward to your reply and thank you in advance.
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