Free Historical Data

The free historical data service enables traders to download bar data composed from Dukascopy tick data. The service provides for up to 200,000 bars of data for Forex, Commodities, Cryptocurrencies, and Indices.

Works with
MetaTrader 4
MetaTrader 5
Forex Strategy Builder Professional
Expert Advisor Studio
Microsoft Excel

The historical data service is provided for free.

The free historical data service was created to make it easier for the users of Forex Strategy Builder Pro and Expert Advisor Studio to import high quality bar data, however it is useful for all traders who want to back-test reliably in MetaTrader.

Why do you need accurate historical data?

There are two essential steps for successful algorithmic trading: reliable strategy back-testing and confirmed performance on forward-testing. For a back-test to be considered trustworthy we need to simulate trading on a long data series without gaps. It is also very important that the data for the back-test is the same timezone as our MetaTrader account.

Most traders usually use historical data from MetaTrader however the data might not be the best quality or there may only be a small amount of data. With high quality data, strategy generation software like Forex Strategy Builder Professional and Expert Advisor Studio can generate more robust strategies.

We believe that the only strategies that are reliable enough for live trading are those that show healthy performance and a smoothly rising balance curve generated using high quality data.

How does the free historical data service work?

Don’t worry, all the hard work is done for you! First, the initial raw tick data is collected from Dukascopy. The process is lengthy and takes hours. The raw tick data is then parsed into bar data in binary format. Finally, the base data series is composed for periods: M1, M5, M15, M30, H1, H4 and D1, and then cut up to 200,000 bars.

New data is downloaded periodically with the local base files updated. After that, the pre-compiled data is uploaded to the server.

The free historical data application loads the pre-compiled data, corrects the timezone and composes the necessary files for download. This process guarantees data availability and an excellent user experience.

High quality data

Real tick data is collected from Dukascopy and compiled into bar data to guarantee minimum gaps and missing bars. This achieves the maximum back-test quality possible!

Multiple formats

The free historical data service can export to MetaTrader, Forex Strategy Builder Pro, Expert Advisor Studio and Microsoft Excel formats! You can quickly review or reformat the data.

Fast data download

The service is the fastest on the market! Pre-compiled files are provided with up to 200,000 bars that are ready for export into different formats.

What markets are available?

Forex

  • AUDCAD – Australian Dollar / Canadian Dollar – New
  • AUDCHF – Australian Dollar / Swiss Frank – New
  • AUDJPY – Australian Dollar / Japanese Yen
  • AUDNZD – Australian Dollar / New Zealand Dollar
  • AUDUSD – Australian Dollar / US Dollar
  • CADJPY – Canadian Dollar / Japanese Yen – New
  • CHFJPY – Swiss Franc / Japanese Yen – New
  • EURAUD – Euro / Australian Dollar – New
  • EURCAD – Euro / Canadian Dollar New
  • EURCHF – Euro / Swiss Franc
  • EURGBP – Euro / British Pound
  • EURJPY – Euro / Japanese Yen
  • EURUSD – Euro / US Dollar
  • GBPAUD – British Pound / Australian Dollar – New
  • GBPJPY – British Pound / Japanese Yen
  • GBPUSD – British Pound / US Dollar
  • NZDUSD – New Zealand Dollar / US Dollar
  • USDCAD – US Dollar / Canadian Dollar
  • USDCHF – US Dollar / Swiss Franc
  • USDJPY – US Dollar / Japanese Yen

Commodities

  • BRENT.CMD – Brent Crude Oil (USD) – New
  • XAGUSD – Silver (USD)
  • XAUUSD – Gold (USD)

Cryptocurrencies

  • BTCUSD – Bitcoin / US Dollar
  • ETHUSD – Ethereum / US Dollar

Indices

  • DEU.IDX/EUR – DAX 30
  • GBR.IDX/GBP – FTSE 100 (London) – New
  • USA30.IDX/USD – Dow Jones 30
  • USA500.IDX/USD – S&P 500 – New

How do I use the free historical data service?

The free historical data service is straightforward to use:

  1. Select the required instrument from the Symbol list.
  2. Select the desired export Format according to the application you use.

When you are ready with the options, click the Load data button. The application will fetch the data from the server and will compose the files for export.

Download the files from the provided links. We recommend you download the files for all the periods because for convenience

Your browser may show a notification such as: “data.forexsb.com wants to download multiple files.” Please click “Allow”.

It is a good idea to change the Timezone on the Settings tab to correspond to the timezone of your broker’s data. The default timezone is (GMT) Coordinated Universal Time.

How do I import the data into MetaTrader?

You can follow the steps below to import .csv format data into MetaTrader:

  1. Load the necessary data in MetaTrader (.csv) format and download all the files. Let’s use GBPUSD for our example. We recommend downloading the full data series – 200,000 bars.
  2. Go to MetaTrader and open the History Center from the Tools menu or by using F2.
  3. Navigate to the particular symbol in the “Symbols:” list – GBPUSD.
  4. Double click on the period to load the data in the table. For our example we will use H1, but you have to complete this for all time frames one by one.
  5. Click the Import button to open the “Import GBPUSD, H1” panel.
  6. Use the Browse button to select the correct file, GBPUSD_H1.csv in this example. MetaTrader will pre-load and display the new data. If everything is normal, click OK.
  7. Repeat the previous steps for each of the other periods: M1, M5, M15, H4 and D1.

How do I import the data into Expert Advisor Studio?

This requires two tasks. We must import the data files into Expert Advisor studio, and then we have to customize the symbols settings.

Importing the data files into Expert Advisor Studio:

  1. Load the necessary data in the Expert Advisor Studio (.json) format and download all the files.
  2. Open Expert Advisor Studio and navigate to the Data -> Data Import page.
  3. Select the downloaded files and drag / drop them over the “Drop files here…’ zone. Expert Advisor Studio will import the files and if you are logged in with your account, upload them to the server for later use.
  4. You can now visit the Editor and load the new symbol.

It is necessary to customize the symbols settings because the data comes with generic parameters for Swap, Spread, Commission etc.:

  1. Navigate to the Tools -> Symbol Settings page.
  2. The new data is under the FS DukasCopy server. (“FS” stands for Forex Software Ltd.). Select the corresponding symbol.
  3. Switch on the “Custom symbol settings” option to be able to customize the settings.
  4. Change the values to be suitable for your trading account.

How do I import the data into Forex Strategy Builder Professional?

This requires three tasks. We must create a new Data Source, add the necessary Symbols, and finally download the data files.

Create a new Data Source in Forex Strategy Builder Professional. The Data Source holds the settings for the location of the files.

  1. Go to the Control Panel -> Data Source page.
  2. In the section “Add Data source” add the new name: FS DukasCopy. (“FS” stands for Forex Software Ltd.)
  3. Click on the “Add Data Source” button. It will create the new settings and also a new data folder, usually: C:\Program Files\Forex Strategy Builder Pro\User Files\Data\FS DukasCopy.

It is necessary to customize the symbols settings because the data comes with generic parameters for Swap, Spread, Commission etc.:

  1. Navigate to the Control Panel -> Symbol page.
  2. Change the “Active data source” to FS DukasCopy server. Select the corresponding symbol.
  3. Change the values to be suitable for your trading account. Do this for all the symbols you are going to import.
  4. Optionally add new symbols and set the proper settings

Download and copy the data files:

  1. Load the necessary data in Forex Strategy Builder (.csv) format.
  2. Copy and paste the downloaded data files in the new Data Source directory. Now the new data will be available in the Editor.

How do I import the data into Microsoft Excel?

Loading .csv (Comma Separated Values) files in Microsoft Excel is straightforward.

  1. Download the necessary data files in Excel (.csv) format.
  2. Open a new Spreadsheet in Microsoft Excel.
  3. Click on the Data tab in the navigation menu.
  4. You can import data from Get External Data -> From Text.
  5. Browse to your Downloads folder and click on the file to be imported. For example USDJPY_H1.csv.
  6. When you select a file, the “Text Import Wizard” appears. It contains three steps. Fortunately, the downloaded data files are already in the most preferred format, so click on “Next”, “Next”, and “Finish”.
  7. A dialogue box named “Import Data” appears. It serves to designate the beginning of the data table. Click “Ok” to import the data.

Excel is perfect for reviewing and formatting the data files. You can easily make price charts or rearrange the data columns to your preference!

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