Dukascopy Historical Data [OFFICIAL]
Unlocking the Markets: The Ultimate Guide to Dukascopy Historical Data
- Tick data: every trade/quote with timestamp (millisecond precision in many files).
- Time-based bars: 1-minute, 5-minute, 15-minute, hourly, daily.
- Order-book and depth snapshots: limited availability.
- Instruments: majors, minors, exotics, metals, indices, crypto, CFDs.
Always
Dukascopy's feed includes "bid/ask" spreads. Over weekends, the market is closed. However, sometimes you will see strange "Monday open" spikes that aren't real. filter your data by removing weekends (Friday 5 PM EST to Sunday 5 PM EST).
- Always perform automated quality checks (gap detection, spread bounds, duplicate rate).
- Keep an original raw-data archive and a cleaned/processed dataset; record preprocessing steps in metadata.
- When comparing strategies or datasets, ensure time alignment and consistent handling of spreads and volumes.
- For production-grade strategy development, combine Dukascopy with other liquidity or broker-specific data to validate execution assumptions.
Dukascopy Historical Data: A Comprehensive Guide for Traders
Granularity
: Data is available from tick-by-tick resolution up to monthly intervals. dukascopy historical data