Dukascopy+historical+data — [patched]
Pros: Blazing fast, programmatic, allows for automatic re-downloads. Cons: Requires coding knowledge (Python). Unofficial; Dukascopy does not provide support for third-party scrapers. If you require the full depth of market (DOM) or need aggregated data without the hassle of downloading 500GB of files manually, Dukascopy offers a "Big Data" service where they ship a pre-loaded hard drive or USB stick.
Pros: Clean, indexed, complete. Cons: Expensive (typically thousands of USD), designed for hedge funds, not retail. This is where 90% of traders fail. If you download data from Dukascopy and feed it directly into MetaTrader 4 or TradingView without adjusting the timezone, your backtest will be wrong . dukascopy+historical+data
The most popular tool is (available on GitHub). Using a simple Python script, you can replicate a decade of history in minutes: If you require the full depth of market
While many brokers offer free historical data, Dukascopy stands apart. Known primarily as a Swiss online bank and Forex broker, Dukascopy has inadvertently become the world’s largest public repository of high-frequency Forex historical data. But what makes their data so special? How do you download it? And crucially, how do you avoid the common pitfalls of timezone misalignments and data gaps? This is where 90% of traders fail
| Feature | Dukascopy | Oanda | Yahoo Finance | Forexite | | :--- | :--- | :--- | :--- | :--- | | | Yes (2003+) | No (Only daily) | No | Yes | | Minute Data | Yes (M1) | Yes (M5+ only) | No | Yes | | Forex Depth | 60+ pairs | ~40 pairs | ~15 pairs | 30+ pairs | | Time Zone | Swiss Local (CET) | GMT | EST | GMT | | Cost | Free (Manual) / Paid (Bulk) | Free | Free | Paid after 1GB | | Reliability | High (Institutional) | High | Medium (Delayed) | Low |
MT4 uses the FXT format. You will need a third-party converter like Tick Data Suite or Forex Tester to map the Dukascopy CSV to MT4’s proprietary structure. Part 6: Comparing Dukascopy vs. The Competition To understand the value, you must compare Dukascopy against the other "free" giants.