Historical Data - Dukascopy

The Gold Standard for Backtesting: A Deep Dive into Dukascopy Historical Data

for every single tick, allowing for accurate spread simulation. NYCServers Instruments dukascopy historical data

4. Longevity

The Dukascopy historical repository goes back to 2003 for some major pairs (EURUSD, USDJPY). Two decades of tick data is a massive resource for testing long-term trend-following strategies. The Gold Standard for Backtesting: A Deep Dive

Furthermore, the reliability of the data is anchored in Dukascopy’s institutional standing. As a regulated Swiss bank, Dukascopy operates as an ECN (Electronic Communication Network) broker. This structure means that the prices reflected in their historical data are not artificially generated or manipulated to favor the broker—a practice sometimes associated with "market maker" brokers. Instead, the data reflects the aggregate liquidity from various liquidity providers. Consequently, backtesting strategies on Dukascopy data provides a more realistic simulation of how an algorithm would have performed in a true market environment. This reliability is crucial for avoiding the pitfalls of "curve fitting," where a strategy looks successful only because it was tailored to flawed or manipulated data. Two decades of tick data is a massive

Dukascopy's historical data is a valuable resource for traders, developers, and researchers. The data is accurate, comprehensive, and easily accessible. While there are some limitations, such as limited data history and occasional data gaps, the overall quality and coverage of the data make it a reliable choice. I highly recommend Dukascopy's historical data to anyone looking for a trustworthy source of market data.

How to Download Dukascopy Historical Data (Step-by-Step)

Dukascopy does not make you pay a subscription fee for access, but the official tool is slightly hidden. Here is the exact method to download the data.