Forex History Data Resource from 1987, 28 Pairs, M1, Free Updates

Hey folks,

I’ve got some exciting news to share! 🎉 You all know how we’re always struggling to find good quality Forex history data to backtest strategies. Well, as many of you know, it’s been quiet around here for me over the past year as I’ve continued to grind away in the “data mines.” 😉 After a total of now 15 years of tirelessly collecting and cleaning the data in the set, I’ve finally launched my Forex history dataset website! 🚀

It covers 37 years of M1 bid data going back to 1987 for 21 major pairs, and 21 years since 2003 for another 7 pairs – all in an easy-to-import CSV format (Open, High, Low, Close, Volume). I’ve polished the data to over 99% accuracy in the meantime so that no huge gaps or spikes will mess up your backtests!

I know many of you use StrategyQuant for developing algorithms, just like me. Good news – this data imports smoothly into SQ! I use it myself all the time. So now you can stay focused on strategy development rather than fighting bad data.

For those who bought my dataset already (thank you for the early support!), I heard your feedback about update fees loud and clear. From now on, lifetime updates are free (just PM me if you’ve already bought the data from me before)! Just log in monthly and grab the latest full updated dataset with additional ongoing quality improvements on top, as I keep on improving the data quality all the time.

Head over to https://www.forexhistorydata.com to check it out. Sign up for the newsletter and get 3 years of free data for all 28 pairs as well as a limited 80% off coupon during the launch phase, dropping the price to just 799€ (+VAT, if applicable).

Whether you’re a seasoned algo trader or just getting started, I’m confident this will take your trading to the next level as it did mine. No more wrestling with shoddy data from Dukascopy! Let’s ditch the data headaches and get back to doing what we love – building kickass algos! 😎

Let me know if you have any other questions!

 

Wishing you a profitable 2024,

– Lorenz (geektrader)

<p data-sourcepos=”5:1-5:9″>Hey guys,</p>
<p data-sourcepos=”7:1-7:203″>just wanted to drop in with a HUGE update for my Forex historical data project over at https://www.forexhistorydata.com. If you grabbed the dataset a while back, you probably know it’s already pretty darn good, but this latest release is on another level.</p>
<p data-sourcepos=”9:1-9:18″>Quick rundown:</p>

<ul data-sourcepos=”11:1-15:0″>
<li data-sourcepos=”11:1-11:161″>Filled way more gaps: Over 1.5 MILLION minutes across every pair, which breaks down to 26,446 hours, 1,102 days, or roughly 3 years of continuous data improvement. Some pairs got 100,000+ minutes of new data. Check at the end of this post for exact numbers.
<li data-sourcepos=”12:1-12:111″>No crappy interpolation: Only real new M1 bars from several newly licensed high-quality sources have been used for gap-filling (thank you, early clients!)
<li data-sourcepos=”13:1-13:115″>Corrected old timeshifts: I went full detective mode, manually verifying historical forex events to nail down the correct shifts.
<li data-sourcepos=”14:1-15:0″>Even better quality: New ML models, Dynamic Time Warping… obsessed with making this even more pristine as I´ve been for the last decade already.

<p data-sourcepos=”16:1-16:209″>Oh, and a reminder: If you signed up for the newsletter a while back, you already have access to 3 years’ worth of free data (same quality as the full set) on all 28 pairs. This update applies to that too and you can re-download it or grab it fresh by signing up for the newsletter.</p>
<p data-sourcepos=”18:1-18:64″>Geeking out (how could I not!):</p>
<p data-sourcepos=”20:1-20:285″>Been playing with some fancy stuff to squeeze out every last drop of accuracy. Machine learning for outlier detection, even using Dynamic Time Warping… trust me, this is getting crazily detailed. Oh and thanks for sharing some seriously impressive results from you guys using the data to improve your strategy development in SQX – I´ve also got new ones cooking live soon. Keep them coming…</p>
<p data-sourcepos=”22:1-22:160″>The bottom line: Download this update if you haven’t already. No matter how long you’ve been trading, good data is non-negotiable and is the foundation of any (serious) strategy development if you want to go beyond Dukascopy. As usual, it’s in your client area as a free update. (Or get on the newsletter if you’re new and want to test-drive it too).</p>
<p data-sourcepos=”24:1-24:121″>Oh, and as always – hit me up with ANY questions about the data, how to use it with Strategyquant (actually as easy as using the “Import” button as it comes in standard MT4 CSV format), whatever. Love helping out.</p>
<p data-sourcepos=”26:1-26:26″>Cheers, and green trading!</p>
<p data-sourcepos=”28:1-28:19″>Lorenz (geektrader)

</p>
P.S.: As promised, here’s a quick rundown of the filled 1-minute gaps for each pair:

– AUDCAD = 32,177
– AUDCHF = 32,425
– AUDJPY = 26,156
– AUDNZD = 63,857
– AUDUSD = 36,994
– CADCHF = 43,164
– CADJPY = 30,383
– CHFJPY = 25,691
– EURAUD = 24,847
– EURCAD = 29,086
– EURCHF = 48,184
– EURGBP = 31,491
– EURJPY = 25,151
– EURNZD = 122,032
– EURUSD = 33,630
– GBPAUD = 24,023
– GBPCAD = 28,441
– GBPCHF = 31,335
– GBPJPY = 26,200
– GBPNZD = 122,290
– GBPUSD = 30,841
– NZDCAD = 111,228
– NZDCHF = 152,531
– NZDJPY = 58,889
– NZDUSD = 263,144
– USDCAD = 45,308
– USDCHF = 54,373
– USDJPY = 32,906

P.P.S. I hear there might not be many spots left for the 80% early bird discount… might be worth checking out sooner rather than later 😉

Seems I’m better at optimizing data than forum code! Reposting this update in a human-readable format… Mods, please delete my previous one (sorry!).

Hey guys,

just wanted to drop in with a HUGE update for my Forex historical data project over at https://www.forexhistorydata.com. If you grabbed the dataset a while back, you probably know it’s already pretty darn good, but this latest release is on another level.

Quick rundown:

• Filled way more gaps: Over 1.5 MILLION minutes across every pair, which breaks down to 26,446 hours, 1,102 days, or roughly 3 years of continuous data improvement. Some pairs got 100,000+ minutes of new data. Check at the end of this post for exact numbers.

• No crappy interpolation: Only real new M1 bars from several newly licensed high-quality sources have been used for gap-filling (thank you, early clients!)

• Corrected old timeshifts: I went full detective mode, manually verifying historical forex events to nail down the correct shifts.

• Even better quality: New ML models, Dynamic Time Warping… obsessed with making this even more pristine as I´ve been for the last decade already.

Oh, and a reminder: If you signed up for the newsletter a while back, you already have access to 3 years’ worth of free data (same quality as the full set) on all 28 pairs. This update applies to that too and you can re-download it or grab it fresh by signing up for the newsletter.

Geeking out (how could I not!): Been playing with some fancy stuff to squeeze out every last drop of accuracy. Machine learning for outlier detection, even using Dynamic Time Warping… trust me, this is getting crazily detailed. Oh and thanks for sharing some seriously impressive results from you guys using the data to improve your strategy development in SQX – I´ve also got new ones cooking live soon. Keep them coming…

The bottom line: Download this update if you haven’t already. No matter how long you’ve been trading, good data is non-negotiable and is the foundation of any (serious) strategy development if you want to go above and beyond Dukascopy. As usual, it’s in your client area as a free update. (Or get on the newsletter if you’re new and want to test-drive it too).

Oh, and as always – hit me up with ANY questions about the data, how to use it with Strategyquant (actually as easy as using the “Import” button as it comes in standard MT4 CSV format), whatever. Love helping out.

Cheers, and green trading!

Lorenz (geektrader)

P.S.: As promised, here’s a quick rundown of the filled 1-minute gaps for each pair:
– AUDCAD = 32,177
– AUDCHF = 32,425
– AUDJPY = 26,156
– AUDNZD = 63,857
– AUDUSD = 36,994
– CADCHF = 43,164
– CADJPY = 30,383
– CHFJPY = 25,691
– EURAUD = 24,847
– EURCAD = 29,086
– EURCHF = 48,184
– EURGBP = 31,491
– EURJPY = 25,151
– EURNZD = 122,032
– EURUSD = 33,630
– GBPAUD = 24,023
– GBPCAD = 28,441
– GBPCHF = 31,335
– GBPJPY = 26,200
– GBPNZD = 122,290
– GBPUSD = 30,841
– NZDCAD = 111,228
– NZDCHF = 152,531
– NZDJPY = 58,889
– NZDUSD = 263,144
– USDCAD = 45,308
– USDCHF = 54,373
– USDJPY = 32,906

P.P.S. I hear there might not be many spots left for the 80% early bird discount… might be worth checking out sooner rather than later 😉