Software to get FOREX data in CSV format - Software ...
Software to get FOREX data in CSV format - Software ...
How to find Forex historical data that will help you ...
Data Files: Detailed Specification – HistData.com
Forex Historical Data Download in CSV or JSON EA Forex ...
Free Forex Historical Data: Forex Currency Pairs
Forex History Dump CSV script for MetaTrader 4 – Free ...
Historical Forex Data - Forex Software
Releasing a Decade of Forex Tick Data I Crawled and Converted
In my exploration of the world of big data and I became curious about tick data. Unfortunately, market data is almost always behind a paywall or de-sampled to the point of uselessness. After discovering the Dukascopy API, I knew I wanted to make this data available for all in a more accessible format. Over the course of a few months, I downloaded, cleaned, parsed, and compressed over a decade of Forex tick data on 37 currency pairs and commodities. Today I am happy to finally release the final result of my work to the DataHoarder community!
The data was collected from https://www.dukascopy.com/ via a public API that allows for the download of tick data on the hour level. These files come in the form of a .bi5 file. The data starts as early as 2004 all the way to 2019. These files were decompressed, then merged into yearly CSV’s named in the following convention. “AUDCHF_tick_UTC+0_00_2011.csv” or ‘Pair_Resolution_Timezone_Year.csv’ These CSV’s are split into 3 categories “Majors”, “Crosses”, “Commodities”. Majors, Crosses, and Commodities have had their timestamps modified so that they are in the official UTC ISO standard. This was originally done for a Postgresql database that quickly became obsolesced. Any files that have been modified are appended with a “-Parse”. These timestamps have been modified in the following format. Millisecond timestamps to UTC +00:00 time [2017.01.01 22:37:08.014] -- [2017-01-01T22:37:08.014+00:00] https://preview.redd.it/x6g277skfiu51.png?width=1399&format=png&auto=webp&s=35cd6735c1826424580919ac3377612377a3107c
For those looking to use this data in a live context or update it frequently, I have included a number of tools for both Windows and Linux that will be useful.
The ~/dukascopy/resources/windows folder contains a third party tool written in java that can download and convert Dukascopy’s .bi5 files. I have also included the latest zstd binaries from Zstandard Github page.
Linux is my daily driver in 99% of cases, so I have developed all my scraping tools using Linux only tools. In the ~/dukascopy/resources/linux folder you will find a number of shell script and pyhton3 files that I used to collect this data. There are quite a few files in this directory but I will cover the core ones below.
This file is used to download a single symbol for a single day and then convert and merge all 24 .bi5 files into a single CSV.
This file is used to download a single symbol for a full year and then convert and merge all .bi5 files into a single CSV.
This file contains all the core logic for downloading and converting data from dukascopy.
This tad slow but works well enough. It requires the pandas project and parses timestamps into the UTC ISO standard. This is useful for those looking to maintain the format of new files with the those in this repo, or those looking to use this in a SQL database.
Hello forex community! I am looking for a place where I can download good high quality forex data by the tick in a .csv format for all the majors from Jan 01 2000 or earlier to Dec 31 2019. I am ok with paying some money but not too much money for such data. Does any one have any recommendations? Thank you all kindly in advance!
I have a huge data set from the past couple of months with the price of cryptocurrencies off of CoinMarketCap as well as Forex prices off of XRates. The CoinMarketCap data is every five minutes and the XRates data is every minute. I collected data between August and November. The data is in csv format. I want to share all this data. Is there a good place I can share it? Thanks for the help!
Who are the best data providers for forex sentiment data? Paid or free
I'm looking for data sources that provide sentiment data for forex mainly in a csv,xml or API format. I need the raw data, not just pre-made interactive charts. Here are some of the current sources I've found - FCMX - $1000/month for unlimited access. $1000 for 6 months of historic data. https://www.fxsentimentmarket.com/ - Data looks pretty cheap which is nice but makes me weary of the quality. Thanks!
Hi Guys, It has been a couple of weeks since an update. Short version is I wasn't happy with it and wanted to rebuild and then I managed to get sick (and still am)! Right now 20 people have been given access, but I decided to post a few screenshots here as well to get more feedback. If you are in the waiting list I am adding 5 a day-ish so it won't be too long.
The Main Portfolio view is ultimately what you want for tax time. However, to have complete numbers you need to link your sell trades to the buy trades first. You do this in the Balance pages for each coin. Right now you can either manually link sell trades to buy trades or you can adopt a FIFO method which over-rides everything. LIFO and other methods will be added come tax time. I would also like to give a bit more detail how we get AUD values - we hit a (paid) API that provides granular information on pricing. When I say granular I mean spot prices to the second. Let's say we are trying to find the AUD price of XRP - the app will attempt to find an AUD price from BTCmarkets first, if data isn't available then it will find a USD price and if that data isn't available (typical for smaller coins) then it finds the BTC price and then converts BTC to USD/AUD. Any USD values are converted to AUD using the daily XE USD-AUD Forex rate. We basically want to attempt to get the most accurate data possible. With that said, we have received some suggestions to use free data as well - even though it is hourly pricing - and offer the more accurate data as an added service. I would love to hear more opinions on that. I will be making this information clearer at a later stage - right now it gets automatically converted and the end-user doesn't see too much except the final AUD price and (if applicable) USD price. This tax tool will be a paid service Those who are testing the service and providing feedback will be able to continue to use it for free in perpetuity, but this is being built as a paid tool and will be priced similarly to bitcoin.tax With that said though there are two things worth noting:
There will be at least two discounts I know of - one of which will be small for being part of this subreddit and using a code (to be supplied later) and a larger discount that will be available for purchases before EOFY to provide an incentive for early adoption.
Immediate goals right now are to setup some simple onboarding videos, add IR & Bitfinex imports, be able to export the data in CSV and PDF formats and a feature request/voting platform to guide development and keep it focused on community wants.
Hey guys, what's up? So a little bit of background - I am currently a Jr Full Stack PHP Dev (html,css,js,mysql,php) in NYC (financial district). I earned a degree in Finance in 2012 and worked as a helpdesk tech (ughhhhh - job market never recovered for Financial Analysts at investment banks) until 2013 while teaching myself webdev. I started at 30k as a tech (thanks college degree, you were really useful) and got a raise to 42k earlier this year after doing dev work for 1 year. I am nearing the 2 years of experience mark, and I feel I am being underpaid for working in NYC. I am currently the lead (95% of the work, aside from managing the scripts that sync an ERP accounting system with some SQL Server DB's) on a project where the goal was to make a front end billing portal for Sage 300 so that the vendors of a client can submit their invoices electronically instead of mailing papecalling/etc. I pretty much built this from the ground up, along with other projects for BMW (they are one of our clients) - a few internal web apps for key management people such as converting US accounting CSV's into a German format and logging any missing entries. This is in addition to creating virtual machines, creating and managing SQL Server tables, spinning up IIS and LAMP servers, and various other (minor) tasks - occasional helpdesk and structured wiring in the field. As for personal projects - I've written an image scraper that scrapes all new submissions of imgur albums in a certain subreddit and uploads them into folders on AmazonS3, and my other major personal project is an automated forex trading algorithm that pulls minute-by-minute data from a live forex feed, drops it into sql, and then makes trades based on that data. Also a bunch of wordpress sites but I don't really consider those as PHP experience, although some employers do (swolesnacks.com as an example - me and my roommates stagnant startup). If any of you can chime in that can give me an idea as to how much I should be making (without knowing any frameworks - although I do know some OOP PHP) or how much you are making in a similar position in NYC, I would be very grateful. The experience here has been great but I am living paycheck to paycheck after taxes get taken out and I think it is time for a change. My last raise was $12k in January and I only got it begrudgingly after my boss found out I was job hunting, not before when I asked for it. I like working here - I can walk in whenever between 9 and 10, wear gym shorts and flip flops, play some DOTA2 for an hour before I leave - but I like being able to pay my bills more than the non-monetary perks offered here. Also, if anyone has any openings in NYC or Brooklyn for a Jr Dev, please let me know! I am open to learning Rails, Python, or Java if need be.
What's the fastest and easiest way to turn my data into timeseries data?
Hi, complete beginner here. I have a question on how to prepare my data for ML. I'm trying to turn forex tick data (from 10000 plus separate CSV files) formated like below:
...into timeseries data. My question is, what is the easiest way to do this by a complete beginner? EDIT: I forgot to mention that I need the time series data to have uniform time intervals, with each file being a unique record in the dataset.
I have a huge data set from the past couple of months with the price of cryptocurrencies off of CoinMarketCap as well as Forex prices off of XRates. The CoinMarketCap data is every five minutes and the XRates data is every minute. I collected data between August and November. The data is in csv format. I want to share all this data. Is there a good place I can share it?
I am new to forex and my backtesting stratergy is very simple, I need historic daily high, low, open and close data for at least one currency pair in Excel/CSV format, that I can manipulate using matalb. My issue, where the hell can you find historic daily high low open and close data in CSV format
The data must be like $1 = PHP 51.83 as an example. The data can be exported into a CSV file; The exported file must contain all the data of today's Forex; Must be user friendly and preferably free; I tried to use TickStory but it's a tad tedious to use because I have to download the data that I want, before exporting them to Excel. I also ... Forex Historical Data App is absolutely free for all the traders who want to download Forex data CSV and use it to backtest trading strategies and Robots. Forex Historical Data App is FREE! The Forex Historical Data app is developed to solve one of the biggest problems that the beginner algo traders meet – the brokers do not provide a lot of bars. With this App, you will have Daily Data ... Copy and paste the Forex History Dump CSV script for MetaTrader 4.zip files into the MQL4 Scripts folder of the Metatrader 4 trading platform. Restart your MetaTrader 4 application (assuming it’s currently open) … or Launch your MetaTrader 4 application. You can access this folder from the top menu as follows: File > Open Data Folder > MQL4 ... Steps to access free forex historical data and forex data for forex (currency) pairs: Step 1: Choose the forex currency pair(s) to query by checking individual close-high-low or check all . Step 2: Enter the start and close range dates for the forex data. Reenter the START and/or STOP DATE in the boxes if necessary. The format must be "mm/dd ... Forex Tester allows you to import an unlimited number of currency pairs and years of history data in almost any possible text format (ASCII *.csv, *.txt). We strongly recommend importing 1-minute data for accurate testing (it is possible to import higher timeframes but testing results may not be as good). Load the necessary data in Forex Strategy Builder (CSV) format. 100 000 bars is a good start. Copy and paste the downloaded forex data files in the new Data Source directory. Now the new data will be available in the Editor. Load Historical Forex Data in Excel. Loading CSV (Comma Separated Values) files in Excel is straightforward. Download the necessary forex symbol files in Excel (CSV ... Please, don’t hesitate to send us a message in case you find any trouble with the forex data files available in this website. Regarding your question, we output the historical data in 6 diferent file formats. Here the details: 1. Generic ASCII in M1 Bars (1 Minute Bars): As example, in DAT_ASCII_EURUSD_M1_201202.csv:
import ascii (text) data in csv format to stockalyze
Describes how to import csv data into MT4. Allows interaction between MetaTrader 4 and Matlab via CSV Files. Exporting forex and stock tick data from MetaTrader 4 into your live trading application. Resources to get you started. http ... http://elliottwavestockmarket.com/ In response to a members query this is how to import data in .csv format into Motive Wave to do an Elliott Wave analysis. How to import MT4 history data from csv files, data source : www.histdata.com Do you need good robot ? Please contact : https://t.me/DNX_system 100% FREE, NO... The Data Downloader is a MetaTrader 4 Tool that allow the user to export the forex data in CSV format. Available on MQL5 Market: https://mql5.com/3eq6p. Import external ascii (text) data in csv format to stockalyze. Use this data for charting, backtesting, scanning, etc. A common task in data science is to analyze data from an external source that may be in a text or comma separated value (CSV) format. By importing the data i... How to download several indicator’s data in one excel format file or csv format from WHO/Europe DW using an API request. European Health Information Gateway:... Demonstrates how to easily acquire free historical data for your trading platform - in 3 simple steps! Note that this video has closed captions that can be translated into your local language ... In this video I show you how to delete previous MetaTrader 4 currency pair data and upload your own data to perform consistent back tests. Steps 1. Open MT4 ...