Subject: Dukascopy Historical Data: Acquisition, Application, and Strategic Value in Quantitative Finance
Date: October 26, 2023 Prepared For: Quantitative Analysts, Algo-Traders, Data Scientists
To understand the value, you must compare Dukascopy against the other "free" giants. dukascopy+historical+data
| Feature | Dukascopy | Oanda | Yahoo Finance | Forexite | | :--- | :--- | :--- | :--- | :--- | | Tick Data | Yes (2003+) | No (Only daily) | No | Yes | | Minute Data | Yes (M1) | Yes (M5+ only) | No | Yes | | Forex Depth | 60+ pairs | ~40 pairs | ~15 pairs | 30+ pairs | | Time Zone | Swiss Local (CET) | GMT | EST | GMT | | Cost | Free (Manual) / Paid (Bulk) | Free | Free | Paid after 1GB | | Reliability | High (Institutional) | High | Medium (Delayed) | Low |
The Verdict: For tick data, Dukascopy is the outright winner. For daily closing prices, Yahoo Finance is easier, but Dukascopy is more accurate. Part 6: Comparing Dukascopy vs
The most common method is the Dukascopy Historical Data Downloader – a small Java app available on GitHub or directly from Dukascopy. Steps:
Alternatively, use the JForex platform (Dukascopy’s trading suite) to export data via built-in scripts. Choose instrument (e
Dukascopy provides one of the most extensive free archives of historical financial data available to the public. Unlike many brokers that offer only daily (OHLC) or hourly summaries, Dukascopy delivers data at the tick level—the most granular representation of market activity, recording every single price change and trade.
The data covers a wide range of asset classes, including: