Where do you get your historical data from?

 

Hello all,


 I have been developing EAs for a little while now and have noticed not every broker or server provides the same amount of data. For example on EURUSD you may be able to get the data from now to 2020 for a 1 hour chart but if you switch brokers you can get the a longer period of data for the same timeframe and symbol. This can cause issues with some users when attempting back testing. They may not be paying enough attention and think their back test was for a longer period but in reality, they didn't have that data to use so the tester skips past it.

It would be helpful if we all had a large library of data for each pair and all common timeframes. From what I can tell, there are some, but it seems they lack a lot of data for lower timeframe charts. Perhaps this is too much data for them to store. If anyone who has a good source of historical data for the last 10 Years for 30min and lower timeframes can share their source. That would be awesome.

Good Luck Traders,

ZenKenTrading

 
Kenneth Berry Cunningham:

Hello all,


 I have been developing EAs for a little while now and have noticed not every broker or server provides the same amount of data. For example on EURUSD you may be able to get the data from now to 2020 for a 1 hour chart but if you switch brokers you can get the a longer period of data for the same timeframe and symbol. This can cause issues with some users when attempting back testing. They may not be paying enough attention and think their back test was for a longer period but in reality, they didn't have that data to use so the tester skips past it.

It would be helpful if we all had a large library of data for each pair and all common timeframes. From what I can tell, there are some, but it seems they lack a lot of data for lower timeframe charts. Perhaps this is too much data for them to store. If anyone who has a good source of historical data for the last 10 Years for 30min and lower timeframes can share their source. That would be awesome.

Good Luck Traders,

ZenKenTrading

Hello!

I use this opensource project 

GitHub - drui9/tickterial: Download tick data from Dukascopy Bank SA
GitHub - drui9/tickterial: Download tick data from Dukascopy Bank SA
GitHub - drui9/tickterial: Download tick data from Dukascopy Bank SA
  • drui9
  • github.com
Download and cache tick data from Dukascopy Bank SA. Example multi-symbol stream download: I thought of tick material as a replacement for tick-data, which has been used way too many times already, both in research and code. This package downloads tick data on request and caches downloads to disk for subsequent calls. Finally, a quick and easy...
 
Midamba Pinkyperry #:

Hello!

I use this opensource project 

GitHub - drui9/tickterial: Download tick data from Dukascopy Bank SA

That is an awesome project. I am excited to check it out. Thank you that will help myself and others greatly. 


Much appreciated,

 ZenKenTrading