Dukascopy Historical Data -

Because the data comes from the SWFX marketplace (aggregating liquidity from 15+ banks), the historical quotes include real bid/ask spreads. This is vital for backtesting. If you test a strategy using "fixed spreads," you might be profitable, but fail in live markets with variable spreads. Dukascopy historical data allows you to simulate slippage and spread widening during high-impact news events (like NFP or FOMC).

Dukascopy's feed includes "bid/ask" spreads. Over weekends, the market is closed. However, sometimes you will see strange "Monday open" spikes that aren't real. Always filter your data by removing weekends (Friday 5 PM EST to Sunday 5 PM EST). dukascopy historical data

Calculate the actual spread: (Ask Price - Bid Price) / Pip Size. If your strategy trades on limit orders, you care about the Bid. If market orders, you care about the Ask. Because the data comes from the SWFX marketplace

| Source | Strengths | Weaknesses | |--------|-----------|-------------| | Dukascopy | Tick data, long history, free tier | FX-centric, unofficial download methods | | TrueFX | Institutional FX tick data | Limited date range | | HistData.com | Easy CSV downloads | Only daily/hourly bars | | Quandl (Nasdaq) | Cleaned, fundamental + price | Paid for deep history | | Bloomberg/Reuters | Unmatched quality and breadth | Extremely expensive | Dukascopy historical data allows you to simulate slippage