Dukascopy Bank provides high-quality historical market data, including for over 1,600 instruments, such as Forex, stocks, commodities, and cryptocurrencies. It is widely considered a "gold standard" for algorithmic traders due to its precision, often reaching 99.9% modeling quality for backtesting. Core Data Features

Many brokers provide historical data, but it is often riddled with gaps, artificial price spikes, or limited to specific timeframes. Dukascopy remains a premier choice for several distinct reasons:

The most efficient, automated way to get this data is using community-maintained tools.

Dukascopy data contains raw spreads, which are often tight. In live trading, your broker will charge a commission per lot and execution might suffer from slippage. Ensure your backtesting software adds a realistic fixed or variable commission to the simulation.

Dukascopy provides multiple methods to access historical data, depending on your technical skills and needs.

Dukascopy Bank is a regulated Swiss innovative online bank providing internet-based and mobile trading services. Unlike many retail Forex brokers that provide historical data with missing bars, artificial spikes, or fixed spreads, Dukascopy offers its raw, decentralised marketplace data directly to the public. Key Characteristics of the Data

🔹 – Data includes actual traded spreads and volume from their liquidity pool, not synthetic approximations.

While Dukascopy historical data is exceptional, you should keep a few limitations in mind:

DAX (DEUIDX), S&P 500 (USA500), FTSE 100 (UKIDX), and more.

4.5/5

Major currency pairs (like EUR/USD) stretch back to 2003, offering over two decades of market regimes to test against. Technical Structure and Storage Format

Most platforms provide 1-minute (M1) or 1-hour (H1) data. Dukascopy provides individual price changes (ticks), allowing for "99.9% modeling quality" in backtests.