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  #1 (permalink)  
Old 04-13-2006, 11:46 PM
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Forex hourly data needed - since start!

Do you guys know where can I find it for 8 common pairs?

http://www.alpari-idc.com/en/dc/databank.php has only daily data and minute data _but_ only from last 2 years.

I need since last 10 years, but better would be the whole data.

I would appreciate any idea how to get this.

Cheers
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Old 04-14-2006, 10:32 AM
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Quote:
Originally Posted by freak
Do you guys know where can I find it for 8 common pairs?

http://www.alpari-idc.com/en/dc/databank.php has only daily data and minute data _but_ only from last 2 years.

I need since last 10 years, but better would be the whole data.

I would appreciate any idea how to get this.

Cheers
Some threads about it are the following:
- http://www.forex-tsd.com/general-dis...cktesting.html
- M1_EURUSD.zip and others...help!
- http://www.forex-tsd.com/setup-quest...g-1hr-bug.html
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Old 04-14-2006, 12:24 PM
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Hi

I am currently downloading about 1.5 gigabytes of compressed FOREX data from 2000 to 2006....

About 8 / 10 pairs.....

The process is quite slow, but i use a program named TELEPORT, so, at last it is automatic.....

About 1300 zip files.

Should be completed around Saturday 15 / Sunday 16 if everything works correctly.

I will then UPLOAD these files on RapidShare or MegaUpload for sharing with everyone here.

The files contains the data under the following form :


100016402,EUR/CHF,2004-01-18 17:18:06.000,1.568500,1.569000,D
100016403,EUR/CHF,2004-01-18 17:18:07.000,1.568200,1.568700,D
100016439,EUR/CHF,2004-01-18 17:18:15.000,1.568200,1.568700,D
100016447,EUR/CHF,2004-01-18 17:18:17.000,1.568200,1.568700,D
100016448,EUR/CHF,2004-01-18 17:18:19.000,1.568500,1.569000,D
100016460,EUR/CHF,2004-01-18 17:18:25.000,1.568500,1.569000,D
100016479,EUR/CHF,2004-01-18 17:18:35.000,1.568500,1.569000,D
100016500,EUR/CHF,2004-01-18 17:18:40.000,1.568200,1.568700,D
100016532,EUR/CHF,2004-01-18 17:18:45.000,1.568200,1.568700,D
100016553,EUR/CHF,2004-01-18 17:18:55.000,1.568200,1.568700,D
100016580,EUR/CHF,2004-01-18 17:19:01.000,1.568300,1.568800,D
100016583,EUR/CHF,2004-01-18 17:19:03.000,1.568300,1.568800,D
100016593,EUR/CHF,2004-01-18 17:19:05.000,1.568300,1.568800,D
100016615,EUR/CHF,2004-01-18 17:19:15.000,1.568300,1.568800,D
100016635,EUR/CHF,2004-01-18 17:19:25.000,1.568300,1.568800,D
100016671,EUR/CHF,2004-01-18 17:19:34.000,1.568500,1.569000,D
100016680,EUR/CHF,2004-01-18 17:19:35.000,1.568300,1.568800,D
100016690,EUR/CHF,2004-01-18 17:19:36.000,1.568500,1.569000,D
100016709,EUR/CHF,2004-01-18 17:19:39.000,1.568300,1.568800,D
100016723,EUR/CHF,2004-01-18 17:19:42.000,1.568500,1.569000,D

Am not sure, but it could be Tick data, or what else ?

Bye

DV
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Old 04-14-2006, 12:33 PM
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Quote:
Originally Posted by De Vinci
Hi

I am currently downloading about 1.5 gigabytes of compressed FOREX data from 2000 to 2006....

About 8 / 10 pairs.....

The process is quite slow, but i use a program named TELEPORT, so, at last it is automatic.....

About 1300 zip files.

Should be completed around Saturday 15 / Sunday 16 if everything works correctly.

I will then UPLOAD these files on RapidShare or MegaUpload for sharing with everyone here.

The files contains the data under the following form :


100016402,EUR/CHF,2004-01-18 17:18:06.000,1.568500,1.569000,D
100016403,EUR/CHF,2004-01-18 17:18:07.000,1.568200,1.568700,D
100016439,EUR/CHF,2004-01-18 17:18:15.000,1.568200,1.568700,D
100016447,EUR/CHF,2004-01-18 17:18:17.000,1.568200,1.568700,D
100016448,EUR/CHF,2004-01-18 17:18:19.000,1.568500,1.569000,D
100016460,EUR/CHF,2004-01-18 17:18:25.000,1.568500,1.569000,D
100016479,EUR/CHF,2004-01-18 17:18:35.000,1.568500,1.569000,D
100016500,EUR/CHF,2004-01-18 17:18:40.000,1.568200,1.568700,D
100016532,EUR/CHF,2004-01-18 17:18:45.000,1.568200,1.568700,D
100016553,EUR/CHF,2004-01-18 17:18:55.000,1.568200,1.568700,D
100016580,EUR/CHF,2004-01-18 17:19:01.000,1.568300,1.568800,D
100016583,EUR/CHF,2004-01-18 17:19:03.000,1.568300,1.568800,D
100016593,EUR/CHF,2004-01-18 17:19:05.000,1.568300,1.568800,D
100016615,EUR/CHF,2004-01-18 17:19:15.000,1.568300,1.568800,D
100016635,EUR/CHF,2004-01-18 17:19:25.000,1.568300,1.568800,D
100016671,EUR/CHF,2004-01-18 17:19:34.000,1.568500,1.569000,D
100016680,EUR/CHF,2004-01-18 17:19:35.000,1.568300,1.568800,D
100016690,EUR/CHF,2004-01-18 17:19:36.000,1.568500,1.569000,D
100016709,EUR/CHF,2004-01-18 17:19:39.000,1.568300,1.568800,D
100016723,EUR/CHF,2004-01-18 17:19:42.000,1.568500,1.569000,D

Am not sure, but it could be Tick data, or what else ?

Bye

DV
All that I know that you need to download M1 data and convert it to any other timeframe using the links above (with explanation).

As to me so I don't belive in backtesting so I am not using it.
Because the different brokers are having the different data so ...
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Old 04-14-2006, 12:48 PM
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@De Vinci: your data looking very strange. Seems like incomplete minute data and only open-close rates.

I need complete well-collected hourly data: low,high,open,close,[volume*].
* - would be great!

@newdigital: thanks for the links. I'll check them now.
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Old 04-14-2006, 01:00 PM
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Unfortunately I haven't found it there.

Don't anybody really know where/how to get this data?

Is it possible that nobody can have it??

I'm shocked!
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Old 04-14-2006, 01:27 PM
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Quote:
Originally Posted by freak
@De Vinci: your data looking very strange. Seems like incomplete minute data and only open-close rates.

I need complete well-collected hourly data: low,high,open,close,[volume*].
* - would be great!

@newdigital: thanks for the links. I'll check them now.
Hi FREAK


"My" data is from the folowing site :

http://ratedata.gaincapital.com/

This link has already been given on EliteTrader Forum ( Forex zone ).


Sure, it is not containing Highs & Lows, but if you look precisely, you see :

100016402,EUR/CHF,2004-01-18

17:18:06.000
_H_ M_ S

,1.568500,1.569000,D




100016403,EUR/CHF,2004-01-18

17:18:07.000
_H _M_ S

,1.568200,1.568700,D


So, definitely not MINUTE data...

Anyway, now, at this point, i will finish DOWNLOADING and maybe someone will want to get / use / test it....

Not important.

Difficult to find good FREE FX data

See you, Guys

Last edited by De Vinci; 04-14-2006 at 01:29 PM.
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Old 04-14-2006, 01:27 PM
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De Vinci's data looks like tick data that has the bid and ask price for each tick, rather than open close prices. De Vinci, I would greatly appreciate it if you would e-mail me when you have that data available, as I think it is good data!

As far as one hour data, the largest one hour data that I know of is from a Russain website called Forexite.com, which has one hour data back to the beginning of 2000. they have data from several pairs available in 1 hour data and 1 minute data back through 2000. I've downloaded their data, but to put the data into MT4 you have to seperate the pairs, and for the one minute data, it would take forever! Maybe someday I'll get that done. as far as importing the one hour data, it's pretty quick.

Last edited by Willis11of12; 04-14-2006 at 01:30 PM.
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Old 04-14-2006, 02:50 PM
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My mistake. I mean second not minute data. In this case HIGH,LOW values are not necessery.

If you could put those data on the server and send me the link in the message - that would be great!

Don't put the link here - internet bots can get it and it may block the server.
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Old 04-14-2006, 02:53 PM
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OK, Willis11of 12 & Freak

I will PM you the link.

Ciao


Me
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