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Historical Forex Data

Download Historical Forex Data

Import quality data files in MetaTrader, Forex Strategy Builder, Expert Advisor Studio, Excel.

Solid forex data

We collect real tick data from DukasCopy and compile them into bar data to guarantee minimum gaps and missing bars. We achieve maximum backtest quality.

Multiple formats

The Historical Forex Data service exports files for MetaTrader, Forex Strategy Builder, Expert Advisor Studio and Excel. You can quickly review or reformat the data.

Fast data download

The Historical Forex Data service is the fastest one on the market. It provides precompiled files with up to 200 000 bars that are ready for export in different formats.

Free Access for All Traders

The Historical Forex Data service is openly available for all traders.

We created this Historical Forex Data service to make it easier for the users of Forex Strategy Builder and Expert Advisor Studio to import good bar data.
However, it is useful for all traders that need a reliable backtest in MetaTrader.

There are two essential steps for successful algorithmic trading: reliable strategy backtesting and confirmed performance on forward testing. A backtest is trustworthy when we simulate trading on long data series without gaps. It is also very important the forex data for the backtest to be with the same timezone with our MetaTrader account.

We usually use historical data from MetaTrader. However, when we need, we import better and longer data series. With good data, FSB Pro and EA Studio generate more robust strategies. Then we confirm the backtest in MetaTrader.

We believe that only strategies that show good performance and smoothly rising balance curve on a backtest are reliable enough for live trading.

There are several steps performed for providing forex data. First, we collect the initial raw tick data from DukasCopy. The process is lengthy and takes hours. Once it is done, we parse the raw tick data into bar data in binary format. Then we compose the base data series for periods: M1, M5, M15, and M30 and cut them up to 200000 bars.

We periodically download the new data and update the local base files. After that, we upload the precompiled data to our online server.

The Historical Forex Data application loads the precompiled data fix the timezone and compose the necessary files for download. This process guarantees forex data availability and excellent user experience.

Available markets

Forex symbols

  • AUDJPY - Australian Dollar / Japanese Yen
  • AUDNZG - Australian Dollar / New Zealand Dollar
  • AUDUSD - Australian Dollar / US Dollar
  • EURCHF - Euro / Swiss Franc
  • EURGBP - Euro / British Pound
  • EURJPY - Euro / Japanese Yen
  • EURUSD - Euro / US Dollar
  • GBPJPY - British Pound / Japanese Yen
  • GBPUSD - British Pound / US Dollar
  • NZDUSD - New Zealand Dollar / US Dollar
  • USDCAD - US Dollar / Canadian Dollar
  • USDCHF - US Dollar / Swiss Franc
  • USDJPY - US Dollar / Japanese Yen

Commodities

  • XAGUSD - Silver (USD)
  • XAUUSD - Gold (USD)

Crypto Currencies

  • BTCUSD - Bitcoin / US Dollar
  • ETHUSD - Ethereum / US Dollar

Indices

  • DEU.IDX/EUR - DAX 30
  • USA30.IDX/USD - Dow Jones 30

Getting the best Historical Forex Data

  Download forex data

The Historical Forex Data service is straightforward to use:

  1. Select the required instrument from the Symbol list
  2. If you need, change the Timezone. The default timezone is (GMT) Coordinated Universal Time
  3. Select the desired export Format according to the application you use
  4. Set the Maximum bars count for export. 50 000 bars is a good start

When you are ready with the options, click the Load data button. The application will fetch the data from the server and will compose the files for export.

Download the files from the provided links. We recommend you to download the files for all the periods because it makes the generating strategies and the backtesting more convenient.

The Browser may show a notification like: "The historical-forex-data wants to download multiple files." Please answer with "Allow" to that message.

Historical Forex Data service

  Import history data in MetaTrader 4

MetaTrader 4 imports data in CSV format as follows:

  1. Load the necessary data in MetaTrader (CSV) format. Let's say GBPUSD. We recommend to download the full data series - 200000 bars.
  2. Download all files in your Download folder. If you have previous downloads, you can sort the files by "Date modified".
  3. Go to MetaTrader 4 and open the History Center from the Tools menu or by using F2.
  4. Navigate to the particular symbol in the "Symbols:" list - GBPUSD.
  5. Double click on the period to load the data in the table. We demonstrate that with H1, but you have to do it for all the periods one by one.
  6. Click the Import button to open the "Import GBPUSD, H1" panel.
  7. Use the Browse button to select the correct file. GBPUSD_H1.csv in that case. MT will preload and display the new data. If everything is normal, click OK.
  8. Repeat the previous steps for each period: M1, M5, M15, H1, D1.

Having good data in MetaTrader guarantees better quality of the backtest.

Import Historical Forex Data in MetaTrader

  Import data in Expert Advisor Studio

You have to accomplish two steps - to import the data files in EA Studio and to customise the symbols settings.

Import data files in EA Studio:

  1. Load the necessary data in the Expert Advisor Studio (JSON) format. Let's say AUDNZD.
  2. The files are with a .json extension. For example AUDNZD_H4.json
  3. Open EA Studio and navigate to the Data -> Data Import page
  4. Select the download files and drag / drop them over the "Drop files here...' zone. EA Studio will import the files. If you are logged in with your account, EA Studio will also upload the files to the server for later use.
  5. Now you can visit the Editor and load the new symbol.

Customize the Symbols Settings. It is necessary to do it because the data comes with generic parameters for Swap, Spread, and others:

  1. Navigate to the Tools -> Symbol Settings page.
  2. The new data are under the FS DukasCopy server. ("FS" stands for Forex Software Ltd.) Select the corresponding symbol.
  3. Switch on the "Custom symbol settings" option to be able to customize the settings. Now they become enabled.
  4. Change the values to be suitable for your trading account.
Import Historical Forex Data in MetaTrader

  Import data in Forex Strategy Builder

You need to accomplish three steps in order to import history forex data in FSB Pro - create new Data Source, add the necessery Symbols, and download the data files.

Create a new Data Source in FSB pro. The Data Source holds the settings for the location of the files. See detailed guide here: Data Source.

  1. Go to the Control Panel -> Data Source page.
  2. In the section "Add Data source" add the new name: FS DukasCopy. ("FS" stands for Forex Software Ltd.)
  3. Click on the "Add Data Source" button. It will create the new settings and also a new data folder, usually: C:\Program Files\Forex Strategy Builder Pro\User Files\Data\FS DukasCopy.

Customize the Symbols Settings. It is necessary to do it because the data comes with generic parameters for Swap, Spread, and others:

  1. Navigate to the Control Panel -> Symbol page.
  2. Change the "Active data source" to FS DukasCopy server. Select the corresponding symbol.
  3. Change the values to be suitable for your trading account. Do this for all the symbols you are going to import.
  4. Optionally add new symbols and make the proper settings

Download and copy the history forex files:

  1. Load the necessary data in Forex Strategy Builder (CSV) format. 100 000 bars is a good start.
  2. Copy and paste the downloaded forex data files in the new Data Source directory. Now the new data will be available in the Editor.
Import Historical Forex Data in MetaTrader

  Load Historical Forex Data in Excel

Loading CSV (Comma Separated Values) files in Excel is straightforward.

  1. Download the necessary forex symbol files in Excel (CSV) format.
  2. Open a new Spreadsheet in Excel.
  3. Click on the Data tab in the navigation menu.
  4. You can import forex data from Get External Data -> From Text
  5. Browse to your Download folder and click on the file to be imported. Let's say USDJPY_H1.csv.
  6. When you select a file, the "Text Import Wizard" appears. It contains three steps. Fortunately, the downloaded forex data files are already in the most preferred format, so click on "Next", "Next", and "Finish".
  7. A dialogue box named "Import Data" appears. It serves to designate the beginning of the data table. Click "Ok" to import the data

Excel is perfect for review and format the data files. You can easily make price charts or rearrange the data columns if you need it.

Import Historical Forex Data in MetaTrader