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Dukascopy historic data

  • #1
  • First Post: Jun 29, 2014 3:13pm Jun 29, 2014 3:13pm
Dukascopy seems to be a really good data provider for historical data. You can download everything from tick data to monthly data dating back quite some years. You even can define the period yourself and choose some custom periods like 3 minute bars etc..
Today I tried to download some data again but I can not choose the .hist setting (tried on firefox as well as chrome). Do you guys face the same problem and is it the fault of the site or is something wrong with my computer?

http://www.dukascopy.com/swiss/engli...ch/historical/


Any workarounds or alternative sources you can suggest?
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  • #2
  • Jun 30, 2014 9:58am Jun 30, 2014 9:58am
freestockcharts.com
  • #3
  • Jul 1, 2014 7:31am Jul 1, 2014 7:31am
i checked it now.

you can use down arrow in the cursor keys so you can choose hst file. (my chrome was ok)

also alpari give us historical data from 2011/06/07 in csv file (1m and daily only). though i have never checked its reliability.
  • #4
  • Jul 1, 2014 7:34am Jul 1, 2014 7:34am
Quoting Kilian19
Dukascopy seems to be a really good data provider for historical data. You can download everything from tick data to monthly data dating back quite some years. You even can define the period yourself and choose some custom periods like 3 minute bars etc.. Today I tried to download some data again but I can not choose the .hist setting (tried on firefox as well as chrome). Do you guys face the same problem and is it the fault of the site or is something wrong with my computer? http://www.dukascopy.com/swiss/engli...ch/historical/...
What about Tickstory? http://www.tickstory.com/

The data is from Dukascopy and has a HST feature, not sure if it's affected.
  • #5
  • Jul 2, 2014 3:12pm Jul 2, 2014 3:12pm
Check this out: http://ticks.alpari.org/
Note two weeks delay.
  • #6
  • Jul 2, 2014 4:20pm Jul 2, 2014 4:20pm
Quoting Kilian19
Any workarounds or alternative sources you can suggest?
If you can code in java have a look at JForex SDK http://www.dukascopy.com/wiki
Their API is straightforward and only requires a demo account to be used. The bandwidth is really good (+200K ticks per second).
Beware, ticks and 1min data have bad ticks especially in the beginning of the historical data.
(Their tick history is 70Go on my disk)
No greed. No fear. Just maths.
  • #7
  • Jul 3, 2014 1:55pm Jul 3, 2014 1:55pm
Quoting PipMeUp
{quote} If you can code in java have a look at JForex SDK http://www.dukascopy.com/wiki Their API is straightforward and only requires a demo account to be used. The bandwidth is really good (+200K ticks per second). Beware, ticks and 1min data have bad ticks especially in the beginning of the historical data. (Their tick history is 70Go on my disk)
How long is the trial period with Dukascopy demo account currently? Some time ago it was two weeks and asking for trial extension every two weeks was annoying so I gave up. Quite unacceptable for a JAVA developer.
  • #8
  • Jul 3, 2014 3:43pm Jul 3, 2014 3:43pm
It is still 14 days. No clue why they do this. Creating a new account takes 2 minutes. For a one off download it is OK.
No greed. No fear. Just maths.
  • #9
  • Jul 10, 2014 1:22pm Jul 10, 2014 1:22pm
It's good enough.
http://www.strategyquant.com/tickdatadownloader/
And even you have a old build like 406, you can use real spread.
  • #10
  • Jul 10, 2014 10:26pm Jul 10, 2014 10:26pm
Quoting Halley
{quote} How long is the trial period with Dukascopy demo account currently? Some time ago it was two weeks and asking for trial extension every two weeks was annoying so I gave up. Quite unacceptable for a JAVA developer.

You can get an unlimited DEMO account. When you go to the site create a user account in the Community area of the site. This is just a user account on the site, not an actual trading account
http://www.dukascopy.com/fxcomm/

After that on that page select the "Extended Validity DEMO Account" It has no expiration
  • #11
  • Jul 12, 2014 2:30pm Jul 12, 2014 2:30pm
Quoting Sherpa
{quote} You can get an unlimited DEMO account. When you go to the site create a user account in the Community area of the site. This is just a user account on the site, not an actual trading account http://www.dukascopy.com/fxcomm/ After that on that page select the "Extended Validity DEMO Account" It has no expiration
Good to know. I'll try. Thanks for the tip
No greed. No fear. Just maths.
  • #12
  • Jul 21, 2014 7:19pm Jul 21, 2014 7:19pm
Quoting Kilian19
Dukascopy seems to be a really good data provider for historical data. You can download everything from tick data to monthly data dating back quite some years. You even can define the period yourself and choose some custom periods like 3 minute bars etc.. Today I tried to download some data again but I can not choose the .hist setting (tried on firefox as well as chrome). Do you guys face the same problem and is it the fault of the site or is something wrong with my computer? http://www.dukascopy.com/swiss/engli...ch/historical/...
Hi Killian,

Hope you've had some success with data. In the past I've downloaded the data using the PHP scripts from http://eareview.net/tick-data. The bi5 files you get from the process are LZMA compressed binary fillea. I've written a C++ library to process the files into CSV or any format you can dream up. For me this is a flat binary file and a BSON datastore (MongoDB in this case) - I haven't got around to publishing the extensions but the core library can be found here:

https://github.com/ninety47/dukascopy

There are code examples in the test folder.

  1. test_read.cpp has Boost unit tests
  2. test_read_bin.cpp has examples on how to read Dukascopy binary files
  3. test_read_bi5.cpp has examples on how to read LZMA Ccomposed Dukascopy binary files

Let me know if you have any questions and I hope you find it helpful.



Regards,

ninety47

  • #13
  • Jul 21, 2014 11:02pm Jul 21, 2014 11:02pm
Quoting PipMeUp
{quote} Good to know. I'll try. Thanks for the tip
I forgot to mention. It is an unlimited time account but you do have to login once every 2 weeks to keep it active
  • #14
  • Jul 22, 2014 12:21am Jul 22, 2014 12:21am
Quoting 9047
{quote} Hi Killian, Hope you've had some success with data. In the past I've downloaded the data using the PHP scripts from http://eareview.net/tick-data. The bi5 files you get from the process are LZMA compressed binary fillea. I've written a C++ library to process the files into CSV or any format you can dream up. For me this is a flat binary file and a BSON datastore (MongoDB in this case) - I haven't got around to publishing the extensions but the core library can be found here: https://github.com/ninety47/dukascopy There...
I was actually looking for something like that, because I had troubles to get csv data from the site. Thanks.
I am not a C/C++ programmer, and it seems to me that easylzma library is not included. Is it something standard to get?
  • #15
  • Jul 22, 2014 1:26am Jul 22, 2014 1:26am
Quoting Sherpa
{quote} I forgot to mention. It is an unlimited time account but you do have to login once every 2 weeks to keep it active
You need to open/close a trade within the 15 days. Just login isn't enough. (That's what they write in the email you get with the credentials.)
No greed. No fear. Just maths.
  • #16
  • Jul 22, 2014 8:13am Jul 22, 2014 8:13am
Quoting Halley
{quote} I was actually looking for something like that, because I had troubles to get csv data from the site. Thanks. I am not a C/C++ programmer, and it seems to me that easylzma library is not included. Is it something standard to get?
Hi Halley,

Did you clone the repository? The easylzma dependency is included as a submodule. If you cloned the repo at the command line (git console or git bash if your on windows) you just need to run:

Inserted Code
git submodule update --init

The submodule refrences this fork of the original repository: https://github.com/ninety47/easylzma

I modified the build scripts to fit my library, you can see my changes here: https://github.com/ninety47/easylzma/compare/ninety47

I do have some unfinished nodejs and python bindings that I need to finish.....especially because I seem to be using node and python for almost everything these days

if you have a go at building it and run into trouble let me know and I'll see if I can help.

Regards,

ninety47
  • #17
  • Jun 22, 2016 3:14am Jun 22, 2016 3:14am
My fellow people,

has anybody downloaded 1m data GMT for 28 pairs from 2000 or any other starting point on till some recent day ?

And it is prepared to share this data with me via dropbox etc?
I have problems downloading..as data download stops at 50% and I only started with 1y per download on one currency pair.



Highly appreciate
  • #18
  • Sep 8, 2016 8:35pm Sep 8, 2016 8:35pm
Quoting 21vs7
My fellow people, has anybody downloaded 1m data GMT for 28 pairs from 2000 or any other starting point on till some recent day ? And it is prepared to share this data with me via dropbox etc? I have problems downloading..as data download stops at 50% and I only started with 1y per download on one currency pair. Highly appreciate
Am having same problem! 50% !
Chat said reboot computer, but since my Windows 7 is on a cloud I only re-opened site....no go! And chat disappears! Baloney people!
I just need 2mo 1minTF Duk ecn data for each past 1yr available, like July to Sept 2mo.
Can someone please help?
I can pay you back with free AI strategy development setup "system" when its finished being developed as a thank you.
I even tried to download to my Android, a no-go. Such BS!
Jerry
Batchj2011 at gmail dot com
  • #19
  • Sep 8, 2016 8:48pm Sep 8, 2016 8:48pm
You should explain clearly so I can help. I have a script download M5 data from 01/01/2016. It can be modify easily to M1. It will be free, of course.
But you need to install JDK and Eclipse to run the script.
When you lose, I'm the loudest who laugh at your face )
  • #20
  • Sep 8, 2016 9:38pm Sep 8, 2016 9:38pm
Quoting Zelo
You should explain clearly so I can help. I have a script download M5 data from 01/01/2016. It can be modify easily to M1. It will be free, of course. But you need to install JDK and Eclipse to run the script.
I don't know those things. Need for importing into mt4. I don't know what could be more clear. Just need 2mo eurusd Duk ecn 1minTF to import into mt4. Mt4 can script convert up to 5min that I need.
What are these JDK & Eclipse?
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