It downloads Dukascopy data and allows you to export it into formats compatible with MetaTrader 4, MetaTrader 5, NinjaTrader, TradeStation, and CSV.
: The web portal restricts users to downloading only one day of tick data at a time , which is tedious for multi-year datasets.
Available on GitHub, these scripts fetch the .bi5 files directly from Dukascopy's public URLs, decompress them using standard libraries, and output clean pandas DataFrames or CSV files. dukascopy+historical+data
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For algorithmic traders, the reliability of data is non-negotiable. Backtesting on flawed data leads to "curve fitting" and live losses. It downloads Dukascopy data and allows you to
Analyzing how spreads change or studying liquidity patterns.
If you trade directly with Dukascopy using their proprietary JForex platform, you do not need third-party tools. This public link is valid for 7 days
The Ultimate Guide to Downloading and Using Dukascopy Historical Data for Backtesting
Dukascopy servers sometimes record a few lingering ticks right as the market closes on Friday or opens on Sunday, resulting in artificially wide spreads. Clean or filter out weekend data before testing.
If you're looking to start backtesting, I can help you with: to import CSV data into Python. Strategies for handling missing tick data . Comparing Dukascopy to other data providers.
No discussion of Dukascopy data is complete without a sober assessment of its quality. The data is . It reflects the bid/ask prices on Dukascopy’s own liquidity pool and its relationship with its liquidity providers (e.g., Credit Suisse, J.P. Morgan, UBS). This means the data is a consolidated snapshot of one broker’s execution environment, not a true “tape” of the entire interbank market.