Forex Historical Data
by Trader Rich
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.