EUR/USD - Historical data | Forex Factory

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EUR/USD - Historical data

  • #1
  • First Post: Edited 3:34pm Dec 3, 2012 12:26pm | Edited 3:34pm
I'm looking for historical data on EUR/USD showing the open, high, low, close and volume in an excel spreadsheet.

Anyone knows where I can find this?
Not all sins are created equal
  • #2
  • Dec 3, 2012 12:43pm Dec 3, 2012 12:43pm
Quoting Jay Walker
I'm looking for historical data on EUR/USD showing the open, high, low, close and volume in an excel spreadsheet.

Anyone knows where I can find this?
google historical eur/usd data.....



I'm serious not being condescending


here is one i found http://fxhistoricaldata.com/EURUSD/
AVT INVENIAM VIAM AVT FACIAM
  • #3
  • Dec 3, 2012 12:51pm Dec 3, 2012 12:51pm
Quoting the redlion
google historical eur/usd data.....



I'm serious not being condescending


here is one i found http://fxhistoricaldata.com/EURUSD/
Thanks Redlion. The problem is twofold.

Firstly, that site doesn't seem to have the data downloadable in an excel spreadsheet.

Secondly, I saw some sites that have the data available on spreadsheets but there is a discrepancy in the data. It would be normal if the price closes at say 1.3058 today on EURUSD that it says 1.3058 from all sources.
Not all sins are created equal
  • #4
  • Dec 3, 2012 12:56pm Dec 3, 2012 12:56pm
Quoting Jay Walker
Thanks Redlion. The problem is twofold.

Firstly, that site doesn't seem to have the data downloadable in an excel spreadsheet.

Secondly, I saw some sites that have the data available on spreadsheets but there is a discrepancy in the data. It would be normal if the price closes at say 1.3058 today on EURUSD that it says 1.3058 from all sources.
it is downloadable click on download.....for some reason on google chrome I have been having probs....try i.e

well...that is a problem because it all depends where they want to close and open.....open wellington close NY?
the way I see it is if you use them to extrapolate prices you should stick with them.....or stick with the one you used rather. ..... at least your results are consistent.

but hey ......here is a better idea

download R

go to library(tseries) or library(quantmod)


on tseries= get.hist.quote("Eur/Usd", start= "", end="", provider="oanda")

or quantmod = getQuotes("Eur/Usd",src="oanda")


you can take the log.returns, simple returns, standard deviations, random number generator, geometric mean, simple mean, summary of quantiles......

even linear models, and plots in seconds.

you can calculate 100,000 variables in seconds
AVT INVENIAM VIAM AVT FACIAM
  • #5
  • Dec 3, 2012 1:03pm Dec 3, 2012 1:03pm
here is a daily price excel file upto yesterday

Attached File(s)
File Type: csv EURUSD_day.csv   160 KB | 4,015 downloads
AVT INVENIAM VIAM AVT FACIAM
  • #6
  • Dec 3, 2012 1:14pm Dec 3, 2012 1:14pm
Quoting the redlion
here is a daily price excel file upto yesterday

Attachment
You are awesome! Thank you!
Not all sins are created equal
  • #7
  • Dec 3, 2012 1:20pm Dec 3, 2012 1:20pm
Hello Jay

You can download tickdata from DukasCopy and convert it into CSV which can be access in Excel. The below site provide a free tool to download tick data.

http://www.strategyquant.com/

Hope it helps
  • #8
  • Dec 4, 2012 12:14pm Dec 4, 2012 12:14pm
[quote=Jay Walker;6257643]Thanks Redlion. The problem is twofold.

It would be normal if the price closes at say 1.3058 today on EURUSD that it says 1.3058 from all sources.

No normal is many different closes on the spot only the futures market has uniformity i pricing
  • #9
  • Dec 6, 2012 5:58am Dec 6, 2012 5:58am
Quoting Jay Walker
I'm looking for historical data on EUR/USD showing the open, high, low, close and volume in an excel spreadsheet.

Anyone knows where I can find this?
Ctrl+S in an open mt4 window and TF of which you want to save data for.
.
  • #10
  • Oct 17, 2013 12:38pm Oct 17, 2013 12:38pm
Quoting the redlion
here is a daily price excel file upto yesterday {file}
I was able to download the historical data from fxhistoricaldata/EURUSD but would you or anyone know the data is from which Market? ie, NY/London/Asia ? I looked everywhere on the website but it just did not say any other extra info about the data.

I actually assume that it's from the NY market, but I'd like to make sure, I do not want to assume.

Thanks very much for the time.
  • #11
  • Oct 17, 2013 11:20pm Oct 17, 2013 11:20pm
I also have another question, for whoever who see this and is willing to spare sometime in asnwering me, that is: for all those who extracted historical data from the web or whenever, does it not matter from which market does the data belong to?

If let say one is usually trading the Asia Market, I would think that he/she would want to extract the Asia Market Historical Data for his/her usage, espeically for Day Hi/Lo/Open/Close. There is bound to be a closing point as reference, for example, Day Close/Day Open.

I have looked through some threads re historical data on this forum and found out that some even took the trouble to extract data as far back as from the 80's. Or can I just assume that they simply extract round-the -clock data? Meaning, 24/5 market tickers as long as the market is opened?

My apology cos as a new member I could not open my own thread and it may be silly questions but I just don't want to spend all the time for all those data only to find myself barking at the wrong tree in the end.

Please share and I appreciate your input. Thanks.
  • #12
  • Oct 30, 2013 3:33pm Oct 30, 2013 3:33pm
Quoting chloecsl
{quote} I was able to download the historical data from fxhistoricaldata/EURUSD but would you or anyone know the data is from which Market? ie, NY/London/Asia ? I looked everywhere on the website but it just did not say any other extra info about the data. I actually assume that it's from the NY market, but I'd like to make sure, I do not want to assume. Thanks very much for the time.
First time posting on here but I thought I could answer your question. It is actually London time used. I had trouble finding out since their website is pretty much only data but if you pull up 5 minute data on a pair and go to the most recent time it will say for me 20:30 when for me it is 13:30 in California. This is for EUR/USD only, not too sure about the others

So, for those Googling, EUR/USD data on fxhistoricaldata.com is London time based.
  • #13
  • Mar 24, 2016 9:06am Mar 24, 2016 9:06am
For your back trading experiments, you can down load FREE daily to monthly FX data into an Xcel sheet for the Close, High and Low for many currencies for decades here: http://www.global-view.com/forex-tra...ory/index.html
  • #14
  • Jul 23, 2016 3:35am Jul 23, 2016 3:35am
hi folks i want euro usd historic ohlc daily ., weekly ., monthly data from 1800 to present year !! is it possible ????
  • #15
  • Jan 11, 2017 8:56pm Jan 11, 2017 8:56pm
The dude's link above has HLC data. Just missing open, which you can approx using previous close. not bad considering it runs back to 1800.

Any recommendations for free & regularly updated OHLC H1 H4 data for simple scrapping off the web? I'm looking for a solution that does not require API programming skills. fxhistoricaldata is so-so, as it breaksdown in updates often.
  • #16
  • Jan 16, 2017 5:29pm Jan 16, 2017 5:29pm
Hi, I am looking for data for backtesting. I am using Oanda, but they never return my requests to buy historical data from them. So if anyone has Oanda data that they would like to sell to me, I am willing to buy it. I need 3 years of eurusd 5 minute data from Oanda's historical database. If you have access to it, and are willing to sell, let me know. Thanks.
  • #17
  • Last Post: Dec 30, 2017 10:38am Dec 30, 2017 10:38am
  •  nerd
  • | Joined Jul 2008 | Status: Fate loves the fearless. | 48 Posts
Quoting TradingGuy
Hi, I am looking for data for backtesting. I am using Oanda, but they never return my requests to buy historical data from them. So if anyone has Oanda data that they would like to sell to me, I am willing to buy it. I need 3 years of eurusd 5 minute data from Oanda's historical database. If you have access to it, and are willing to sell, let me know. Thanks.
I am not sure if you're still looking for data, but if yes, then you can probably find Oanda's historical data at www.forexpricedata.com. I have compared it to Oanda's MT4 and it seems to be good. Cheers.
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