FOREX Historical Data

[Malohkan]

I unfortunately am not wealthy enough to qualify for any of the "free" services mentioned on this forum. However I would like to work with some computerized strategies of my own using historical data. I haven't had any luck getting any quality data online and I was wondering if any of you could suggest to me an option.

Ideally I would like to work with a full stream of recorded data, like tick for tick or minute for minute. Every 5 minutes would even be nice I suppose. Does anyone have a suggestion for me for how I might get data to use?

[thomsonfx]

Hi Malohkan, have you got your desired data yet ?
There are lots of entries when I search by
http://search.yahoo.com/search?p=Forex+Historical+Data&fr=FP-tab-web-t-315&toggle=1&cop=&ei=UTF-8
Are you going to make trend lines with these historical data ? Actually can you place it inside FXCM and how do you make the more recent ones ? How can you continuously update the historical data ?

[Malohkan]

Oh yes there are certainly a lot of search results :) However few of those links seem to have any data available. Most of the sites refer to an applet provided by Dukascopy. Actually unless they're explicitly selling data on CD's, they almost certainly refer to that applet. The applet unfortunately doesn't work well at all, and when it does work it often gives you a file with no data in it, or if you get any data, it's for a different time period than you specify and with a lot less data than you'd hope for. I did find a site that will give me 5 years of 5-minute data for $100 and I think I'm going to find a way to be able to afford that to give me a start. I don't think anyone's giving that sort of data away for free :)

[lameyering]

I unfortunately am not wealthy enough to qualify for any of the "free" services mentioned on this forum. However I would like to work with some computerized strategies of my own using historical data. I haven't had any luck getting any quality data online and I was wondering if any of you could suggest to me an option.

Ideally I would like to work with a full stream of recorded data, like tick for tick or minute for minute. Every 5 minutes would even be nice I suppose. Does anyone have a suggestion for me for how I might get data to use?

Hi,

Here are some that you can try - they are free.
http://www.alpari-idc.com/en/dc/databank.php
http://www.fin-rus.com/analysis/export/_eng_/default.asp
http://www.forexite.com/default.html?85

The last one is in Russian - their date format is day/month/year - that page should give you the data from the start of the year in TradeStation format.

Larry

[FX42n]

I'm not sure what you mean, but

1. FXCM offers a demo account (30 days) without any financial obligation.
http://www.fxcm.com/open-free-100k.jsp

2. FXCM's FX TradeStation 2.0 allows you to retrieve data tables in variable periods and timeframes. Just download the free platform and charting plug-in and use your free demo account info to log in.
http://www.fxcorporate.com/FXCM/FXTS2Install.EXE
http://www.fxcorporate.com/FXCM/FXChartInstall.EXE

Once you sign up for free, and dl/install the free platform & charting plug-in, you can retrieve data from, say, 2006-0202 (February 2, 2006) in 1 minute periods or greater. However, FXCM's platform connections are down on weekends.

[aplfx]

A request to FXCM. Could you add the price data retrieval functionallity of the Trade Station Chart Plugin to the next release of Order2Go API. This would be a great help in allowing our apps direct access to historic data for improved decision making and custom chart generation. In my case the data would be all that was necessary as I would be generating my own charts.

Thanks.

[FXCM Help]

We have a separate SDK that is used for retrieval of historical data from our price servers. However, this is separate from Order2Go and only permitted to commercial product developers. You can find more information and the requirements needed at:
http://www.fxprogrammers.com/forum/showthread.php?t=22

[mjanak]

Can someone advise what format is the data on the foll. website & what does one need to do to convert it to csv/ txt format?

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

Thanks.


Hi,

Here are some that you can try - they are free.
http://www.alpari-idc.com/en/dc/databank.php
http://www.fin-rus.com/analysis/export/_eng_/default.asp
http://www.forexite.com/default.html?85

The last one is in Russian - their date format is day/month/year - that page should give you the data from the start of the year in TradeStation format.

Larry

[lameyering]

Can someone advise what format is the data on the foll. website & what does one need to do to convert it to csv/ txt format?

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

Thanks.

They supply data in four formats - DC - MT4 - XPO - and MetaStock.

DC is Alpari Data Server format.
MT4 is MetaTrader format.
XPO is TradeStation format.
MetaStock is Equis format.

I only use XPO and there are converters for that format. Just run a search on "convert XPO to ASCII" and / or try http://www.hypertrader.it/htools.shtml for their free converter.

Larry

[pmsfx]

Press F2 from MT4 to read HST data from Alpari, then Export (on same page) to CSV, then u get TXT format.

[DarthFader]

Although its not free ... E-Signal can provide historical price data using:

EUR@FXCM A0-FXCM .... maybe you could subscribe just to generate the historical cache of FXCM data. This data is the best becasue it is FXCM data. You can then use the DDE feed to keep it fed after you establish the database.