((exclusive)) - Dukascopy Historical Data
Here’s a comprehensive write-up covering Dukascopy historical data, its features, access methods, use cases, and limitations.
Common File Formats and Conversion
Once you download Dukascopy historical data, you will likely need to convert it for use in third-party software. dukascopy historical data
- MT4/MT5: Dukascopy data needs to be converted to
.hst (for MT4) or .fxt (for MT5) using a converter like "Tick Data Suite" or "Joygainer."
- TradingView: You cannot bulk upload tick data to TradingView, but you can use the Dukascopy connection directly via Pine Script’s
security() function.
- Python (Pandas): The CSV exports are ready to read via
pd.read_csv().
- Excel: For smaller ranges (under 1 million rows), open the CSV directly in Excel. For tick data, use PowerPivot or Access.
3. Depth of Market (DOM)
For advanced users, Dukascopy offers historical Depth of Market data. You can see not just the price, but the volume available at different price levels in the order book years ago. This is extremely rare for retail traders. Common File Formats and Conversion Once you download
Data types & granularity
- Tick data: every trade/quote with timestamp (millisecond precision in many files).
- Time-based bars: 1-minute, 5-minute, 15-minute, hourly, daily.
- Order-book and depth snapshots: limited availability.
- Instruments: majors, minors, exotics, metals, indices, crypto, CFDs.
Access methods
- Direct HTTP downloads from Dukascopy’s historical data web server (public endpoints serve zipped CSVs by instrument and date).
- Third-party libraries and wrappers (Python, R, MATLAB) that download and parse the official archives.
- Dukascopy API endpoints for programmatic retrieval; some users mirror or cache data locally.
7. Sample Export Format (CSV)
Time (GMT), Open, High, Low, Close, Volume
2023-01-02 00:00:00, 1.0698, 1.0705, 1.0692, 1.0701, 1234
2023-01-02 00:01:00, 1.0701, 1.0710, 1.0698, 1.0708, 987
For tick data, each row represents a single bid/ask tick or trade. MT4/MT5: Dukascopy data needs to be converted to