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Historical Currency Data

  • #1
  • First Post: May 24, 2008 6:00pm May 24, 2008 6:00pm
Anyone know where to get historical price data on currency futures? Looking to get a couple years worth of data for individual currencies (ie. GBP, JPY, EUR etc.)
  • #2
  • Last Post: May 24, 2008 7:51pm May 24, 2008 7:51pm
For free data (but worth what you pay for it), you can try:
http://ratedata.gaincapital.com/ - Free tick data going back to 2001 for some pairs. Has some issues to check it before using it.
http://www.alpari-idc.ru/en/quote-archives/ - Alpari 1 minute and 1 day Metatrader data going back to 2004. Pretty good data, clean, but may be a couple of months old.
http://www.dukascopy.com/swiss/engli...v_data_export/ - Haven't tried this feed

Pay data
http://www.olsendata.com/ - Same folks and OandA.com. Expensive but real market data.

Some more sources
http://www.goforex.net/forex-directory/forex-data.htm

You can also download data using Metatrader. Go to the Tools>History panel and click (I think) download (big button at bottom right).
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