Forex Historical Data

Foreign Exchange Historical Data is tough to find especially if your looking for the free kind.  I’m obtaining my historical data from Gain Capital, a reputable company.  It is available from their website at http://ratedata.gaincapital.com/

I have to start the database import and processing all over again because I realized that Gain Capital didn’t have all of the month’s data in an end of month file.  Sometimes they do and sometimes they don’t.  If you are going to use their data, notice that it is split up into weeks depending on how many weeks are in a given month.  Sometimes you only have to download the last weeks data as it should contain all the previous weeks data.  But I’m finding that isn’t the case for certain months. 

This is going to take a long time so in order to try to get my "Project" off the ground, I’m just going to start with the EUR/USD and then when I have more computing cycles, I’ll process the data for the other currency pairs. 

Comments

5 Responses to “Forex Historical Data”

  1. Blackday on October 27th, 2005 7:57 pm

    One other site for backdata (Metastock headers can be included)http://www.fin-rus.com/analysis/export/

  2. Blackday on October 27th, 2005 7:57 pm

    One other site for backdata (Metastock headers can be included)http://www.fin-rus.com/analysis/export/

  3. John Thomsen on September 17th, 2008 2:50 am

    Dear Sir,

    Would you pls give me the Forex hourly historical data for major currency pairs, from 1990 upto now ?

    Thanks for your coorporation,

    John

  4. Dennis on September 20th, 2008 3:30 pm

    Check out Topgun platform at Leveragefx.com. Hourly statistical highs/lows on chart.

  5. David on September 21st, 2008 1:13 am

    The historical data you gents mention is very poor data with many bad prices and missing data. If you want really great data, you might try these guys… http://www.forextickdata.com

    Cheers – David

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