Historical Data Mine - FF Red Folder News and Impact

Hi,

Would anyone know of a resource or data mine where action on a forex pair could be correlated with Red Folder news on Forex Factory?

The idea being we can look at a currency pair last month (and the previous etc) and see what influence a particular news announcement had on a particular pair. We know NFP is a biggie, but other Red Folder news has its own impact and a database of historical data would be insightful.

Any ideas anyone?

HP

I think I saw somewhere here on FF historical datas for the FF calendar. So based on this, you should see on chart historical vertical line on each news for analysis.

I follow the news very close and can say that some of the top-tier data releases are more important than other red-flagged data.. as a central bank could have said they're watching CPI and Unemployment rates to factor in for their next rate decision. If that happens, then large traders will almost ignore a Retail Sales data, yet it shows up on the here the same tier as NFP. Red-flagged but not change overall market sentiment.

You'll have to keep up with market rhetoric at that time to know which data is being watching by a majority of traders.

That’s a great idea, but I don’t think Forex Factory provides a ready-made database that ties price action directly to their Red Folder events. A couple of options you might find useful:

1. Forex Factory calendar export: You can download the calendar history in CSV format (going back many years) which includes all the Red/Orange/Yellow news events with actual/forecast/previous values.
2. Pair with market data: You’d need to line this up with tick/minute data from your broker or sources like Dukascopy, HistData, or TrueFX. Once aligned, you can run event studies around release timestamps.
3. Commercial datasets: Providers like Eikon, Bloomberg, or Macrobond already have structured “event study” datasets, but they’re expensive.
4. DIY approach: Many quants simply build a pipeline: import FF calendar → align timestamps with OHLC data → compute pre/post announcement returns or volatility spikes to measure impact.

So short answer: there isn’t a free plug-and-play database, but you can create your own fairly reliably by merging Forex Factory’s calendar CSV with historical price feeds.