CodeBase Price Archive

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Contents

Data Archive

The following data can be downloaded for backtesting/optimizing strategies in Strategy Debugger.

All data is in the Price Data file format archived using the 7Zip archiver.

FXCM 1-Min Data (2009-2011)

2011 year data contains (Jan 1 - Aug 31) interval.

AUDUSD200920102011
CHFJPY200920102011
EURCHF200920102011
EURGBP200920102011
EURJPY200920102011
EURUSD200920102011
GBPJPY200920102011
GBPUSD200920102011
NZDUSD200920102011
USDCAD200920102011
USDCHF200920102011
USDJPY200920102011
AUDNZD200920102011

FXCM Tick Data (2011)

AUDUSDMarAprMayJunJulAugSepOct
CHFJPYMarAprMayJunJulAugSepOct
EURCHFMarAprMayJunJulAugSepOct
EURGBPMarAprMayJunJulAugSepOct
EURJPYMarAprMayJunJulAugSepOct
EURUSDMarAprMayJunJulAugSepOct
GBPJPYMarAprMayJunJulAugSepOct
GBPUSDMarAprMayJunJulAugSepOct
NZDUSDMarAprMayJunJulAugSepOct
USDCADMarAprMayJunJulAugSepOct
USDCHFMarAprMayJunJulAugSepOct
USDJPYMarAprMayJunJulAugSepOct

Forex Tester Data (2001-2010)

The data has been converted from the archive published at Forex Tester Software site (http://www.forextester.com/data/datasources.html).

Because the original data does not contain the bid/ask information, the spread for currencies is taken as 5 pips, for silver (XAG) - 10 pips and for gold (XAU) - 50 pips.

Also, the date/time has been shifted to EST time zone.

AUDJPY2001200220032004200520062007200820092010
AUDUSD2001200220032004200520062007200820092010
CHFJPY2001200220032004200520062007200820092010
EURCAD2001200220032004200520062007200820092010
EURCHF2001200220032004200520062007200820092010
EURGBP2001200220032004200520062007200820092010
EURJPY2001200220032004200520062007200820092010
EURUSD2001200220032004200520062007200820092010
GBPCHF2001200220032004200520062007200820092010
GBPJPY2001200220032004200520062007200820092010
GBPUSD2001200220032004200520062007200820092010
NZDJPY2001200220032004200520062007200820092010
USDCAD2001200220032004200520062007200820092010
USDCHF2001200220032004200520062007200820092010
USDJPY2001200220032004200520062007200820092010
XAGUSD2001200220032004200520062007200820092010
XAUUSD2001200220032004200520062007200820092010


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