Historical-Forex-Data-FX-Data

Contact Tick Data about Historical Forex Data

Forex Historical Data

Tick Data’s historical intraday spot Forex data is available from May 1, 2008 and includes:

  • Over 2,000 spot Forex data pairs – See List of Available Pairs
  • Tick-by-tick Quote Data (bid & ask prices)
  • Pre-built One-Minute Bars (Open, High, Low, and Close for each minute interval built from Bid side of quotes)
  • Forex data from 95+ contributors (e.g. banks & other market participants) from over 80 international cities
  • Time stamped to the millisecond
  • Historical Forex data delivered in ASCII text files for easy integration (e.g. OneTick®, R, MATLAB®, MongoDB®, Kdb+, etc.)
  • Build custom time series via TickWrite® 7, TickWrite® Web, or TickAPI®
  • Update subscription available to keep spot FX data current
About Our Forex Data

Data Acquisition

The markets have changed significantly since we began. New technologies and changes in market participant behavior have caused the number of trade and quote messages per second to explode. To reduce the risk of dropped packets and lost information, Tick Data has not collected data over a live feed since 2001. Our preferred method for obtaining data for new markets is to negotiate directly with exchanges for their official archive. However, some exchanges do not grant reasonable terms for redistribution, or they archive their data in a manner that results in incomplete or inaccurate information. In these cases, we partner with quality real-time data providers who have direct exchange connections, multiple, redundant ticker plants, and the ability to make the data available for download after markets close each day. Every provider we use meets our high standards for completeness and accuracy.

Available Intervals

For all Forex pairs, we offer tick-by-tick quote data. This provides clients with the ability to analyze every single Level I bid and offer. However, for clients who measure frequency in minutes or hours rather than milliseconds or seconds, we also offer data in pre-built one-minute bars. Each interval of our pre-built one-minute Forex data consolidates the Bid side of each quote into Date, Time, Open, High, Low, Close, and Volume. We deliver the data in zipped comma-delimited text files and offer two choices of data granularity: 1) Tick-by-tick Level I Quotes (bid/ask) 2) One-Minute bar data pre-built from Bids (OHLCV) In addition, clients can use TickWrite® to build time-based bars from quote data. Order data for all available pairs by year or by market, or specify a custom symbol list and date range. Clients can also subscribe to our daily update service to keep data current.
Questions? Contact Us