Building Up Historical Forex Data
December 5, 2006 by Trader Rich
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In the last couple of weeks, I've been able to build up a pretty extensive collection of Forex historical data. Included will more than 5 years of historical data for over 15 currency pairs. The time frames include tick, 1 minute, 5 minute, 15 minute, 30 minute, 60 minute, 180 minute, 240 minute, and daily. The most intensive and extensive time frame was obviously the tick. I hope to actually utilize this data in the upcoming days. Unfortunately all of this is happening on my laptop, where the CPU has been pegged for days turning the laptop into an instant heat source…
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I am looking for euro dollar 15 min historical data, where can i find it ?
Hi
Do you have 5 minute data going back for at least five years in ASCI format?? We also need 4 hourly as well.
Email me:
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Kind Regards
Snez
Hi
Do you have 5 minute and 4 hourly data on the GBP/USD in ASCII Code??
It would be greatly appreciated. If not could you direct me, as to where we can find it.
My email: snez@vic.chariot.net.au
Snez
Hi there, i am developing my own FX software and i am using PostgreSQL database and filling it up with data from GAIN Capital … and yes i can say that 8 years of EUR/USD indexed tick data will use approximately 5GB of disk space without any other timeframe. (INSERTing into database taken one and half hour). And right now i am building higher timeframes from those tick data (i can say there are still some problems with the beggining of data stream - see GAIN Capital ZIP files) but those data are pretty accurate …. i am checking them with CMS FX data (VT API) which goes only 5000 records back in time (broker won’t send you 200 MB over network - that would create more internet data traffic then torrent + warez
) so comparing is limited to 5000 candlesticks drawn to JPEG file by my software but it looks “approximately” similar (i am blaming myself for inaccurate timeframe rebuild 
) ……
So, i think there is still a room for improvment of FX software (if you are not willing to pay for TradeStation) and i am really interested in help from some good developers … i mean can you tell me please … are there any websites focused on a developers like us? I can’t find any of those …. thanks and great job you’ve done here
Hi, I’m going to build the program for trading strategy testing. And also, I’m the external consultant for the university project with the similar aim. Maybe, it would be nice to cooperate