I've asked about data providers before, but I have specific needs this time. For the EURUSD, I'm looking for 24-hour data at the resolution of 1 minute and less. I'm trying to get some data for the past few years to see how my current prototype crumbles. I am debating going from every minute to sub-minute. I guess theoretically I could take the raw bid/ask data and construct whatever intervals I wanted from that. I found this: http://www.tickdatamarket.com/forex.php. I kind of balked at the price, but of course it would be worth it if it helps me figure out some stuff. I'm still just simulating, and I haven't set up with a brokerage that I could check for data yet.
in case you have an Interactive Brokers account you may find these tools useful: http://www.tradingsoftwarelab.com/jtwsdata/ http://www.tradingsoftwarelab.com/jtwsdump/
You can sign up for a free trial with Sierra Charts and get the data provided by FXCM. If you like what you get then I believe most/all of their packages provide this data. http://www.sierrachart.com/index.php?l=doc/SCRealTimeFOREX.php
This is an old thread, but it was mine, so I figured I should post what I did. Since I'm looking into using Oanda, I was able to access their REST API and slurp down some data as needed for analysis. It has their spread built in, but that's fine with me for verifying against their own platform.
Data of forex? There is no central source of price feed, every bank forms its own quotes. Can you explain precisely please what this expensive feed can be used for??
jTWSdump and jTWSdata have moved to: http://www.tradingsoftwarelab.com/jtwsdump/ and: http://www.tradingsoftwarelab.com/jtwsdata/