Dukascopy Historical Data -

Access to high-quality historical data like Dukascopy's opens the door to several critical trading activities.

Dukascopy data is natively stored in Coordinated Universal Time (UTC/GMT). Most Forex brokers use "New York Close" charting (typically UTC+2 or UTC+3 depending on Daylight Saving Time). Adjust the timezone offset in your downloader to match your broker's charts.

Using daily data from Dukascopy, you can run regression analysis to see if Gold is truly negatively correlated to USD/JPY, or if that relationship has broken down in the last 3 months. dukascopy historical data

Dukascopy provides actual transaction volumes from its Swiss FX Marketplace (ECN), offering deeper market sentiment insight than simple tick counts.

Set "Max bars in history" and "Max bars in chart" to a very high number (e.g., 999,999,999). Adjust the timezone offset in your downloader to

If you are a programmer, you can use the unofficial jforexapi or scrape the Dukascopy JSON endpoint. However, the easiest coding method is using the dukascopy Python library:

If you download EURUSD from 2003, note that the liquidity providers changed in 2008 and 2015 (Swiss National Bank event). The quality of ticks in 2004 is lower than in 2024. You may need to splice data from different sources. Set "Max bars in history" and "Max bars

The Dukascopy historical repository goes back to for some major pairs (EURUSD, USDJPY). Two decades of tick data is a massive resource for testing long-term trend-following strategies.

Spot Gold (XAU/USD), Silver (XAG/USD), Crude Oil, and Natural Gas.