Historic Forex Data

Discussion in 'Data Sets and Feeds' started by Hurricane, Apr 19, 2008.

  1. I'm looking for historic exchange rates on the major currencies. Not daily rates but rather hourly going back a few months. Does anyone know a source of this?
  2. Most charts go back a few years on hourly, MetaTrader for example goes back to 2005, just sign up for a free demo.
  3. Thanks but I'm looking for the actual data (i.e. rates). Not charts.
  4. Not sure if this is what you are looking for, but look under forex tag:


    Contains all the major pairs. However you will need to convert the 1 min to 60 min for your use.
  5. Exchange rates are on the charts, sorry maybe I misunderstand what you're looking for. If you wanted to know let's say the exchange rate for Eur/Usd on 27th January 2006 at 10am GMT it was 1.2210 according to the hourly chart, as far as I know for raw data you can export it to Excel.

    Try here http://www.oanda.com/convert/fxhistory
  6. Thanks for the MetaTrader tip. Although I can't use the charts for any real analysis, their demo includes a "History Center" that allows downloading of the chart data. I've been able to import it into Excel so will give it a try.

    The Pi Trading data sounds encouraging but unfortunately they don't seem to offer a sample of what you're buying.
  7. I thought a sample was available on the page, maybe I am wrong about forex. I use the data for index back-tests.

    You can also try http://tickdata.com/. I think they have a sample/demo too.