Dukascopy Historical Data May 2026

Dukascopy Bank provides institutional-quality historical data for free, covering Forex, commodities, indices, and CFDs

Forex: Data often goes back to 2003/2004 for major pairs.
CFDs: Stocks, indices, and commodities generally have data going back 5–10 years.
This depth allows for robust backtesting across different market regimes (e.g., the 2008 financial crisis, the 2015 Swiss Franc unpegging).

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Data types and formats

Tick data: timestamped bid/ask price changes; irregular intervals; usually compressed CSV or binary archives.
Bar data: OHLC bars at standard intervals (1m, 5m, 15m, 1h, daily). Often generated from ticks; available directly for many intervals.
Volume/quote count: per-tick or per-bar volume fields available in some exports.
Time zone and timestamps: timestamps are typically in UTC or in milliseconds since epoch; timing conventions vary by file and export method.
File formats: CSV, ZIP-compressed CSV bundles, and sometimes binary files for faster access.

Tools & libraries

Python: pandas, numpy; libraries/scripts for downloading/processing Dukascopy CSVs.
Backtesting frameworks: Backtrader, Zipline (with data conversion).
Community utilities: GitHub repos that convert Dukascopy tick CSVs to usable formats.

Verdict: Use Dukascopy if you need raw tick volume and long history. Use a paid service if you want cleaned, ready-to-use CSV files without the technical headache. dukascopy historical data

True ECN Pricing: Because Dukascopy operates as an ECN (Electronic Communication Network), the data reflects real market liquidity and spreads rather than artificial broker markups. Forex: Data often goes back to 2003/2004 for major pairs

Report: Dukascopy Historical Data

Overview

Dukascopy provides historical forex, CFD, and crypto market data (tick, 1-minute, and higher aggregation intervals) collected from its JForex platform and liquidity providers. Data is widely used for backtesting, research, and algorithmic trading. Post: Data types and formats