Dukascopy is widely recognized for offering some of the highest-quality historical price data
Here is my breakdown of the experience after using their data exports for several years.
True Tick Data: It provides high-quality tick-by-tick quotes, including both bid and ask prices with corresponding volumes. dukascopy+historical+data
While tick data is the most granular, Dukascopy supports several other timeframes and formats to suit different technical requirements:
However, if you are building an Expert Advisor (EA) , a machine learning model, or a high-frequency strategy—Dukascopy is non-negotiable. Dukascopy is widely recognized for offering some of
For those needing years of tick data, developers have created tools to scrape the Dukascopy feed automatically. A popular command-line tool. You can install it via pip install duka and download years of data with a single command like duka EURUSD -s 2015-01-01 -e 2023-01-01 TheoryCraft (Elixir/CLI): A more modern alternative on that supports streaming and caching. GitHub Pages documentation 4. Third-Party "Bridge" Tools (Best for MetaTrader Users)
Conclusion
CPU Intensive: Backtesting on ticks is significantly slower than backtesting on M1 or H1 bars.