Need High-Quality 1Min Fx Historical Data

Hi,

I was wondering if anyone knows of a high-quality data provider that has high-frequency FX data going back several years.

Olsen is the gold-standard and in my opinion the best but they are very very expensive.

Looking at the 1Min historical fx data from GAIN, for example, it looks simply horrible.

Can anyone please recommend a quality trustworthy source of high-frequency Fx data? Thanks.

Regards,

-S

 

Hi Transatlantic,

Here's a couple of solutions that might meet your needs.
First, Oanda's API supports historical data (like IB and Ameritrade), and you can use QuoteTrader to graph historical charts free.

Also, we're beta testing a new version called "ForexCharts" which uses GAIN's streaming rates, and eSignal's intraday & historical data.
This video might help:
<object width="425" height="355"><param name="movie" value="http://www.youtube.com/v/PMvOV9v3O9c&hl=en"></param><param name="wmode" value="transparent"></param><embed src="http://www.youtube.com/v/PMvOV9v3O9c&hl=en" type="application/x-shockwave-flash" wmode="transparent" width="425" height="355"></embed></object>

For more information on either, please visit:
Oanda
- http://www.quote.com/quotetrader

GAIN
- http://pmd.esignal.com/gain

Or email us at tradingbeta@quote.com

Thanks,

Brent

 

Hi Brent,

Thanks for your reply, but it doesnt really answer my question:

1) I dont want to use GAIN Capital for anything.

2) I need to download high-frequency historical data. An API is not going to help here.

3) I need a time-series file, not a broker or another charting package.

I need DATA. Thanks.

-S

 

Got it - sorry

 

Try Pitrading.com, they have 1 min data package, seems to be fairly accurate from what I have seen.

The rest of the data providers would charge you 50-100$ per year per symbol on average.

 

Oanda is really the only option if you're looking for accurate data with volume. One month pricing per pair:

 

I recommend data from forexite.com (free).

 

Atticus,

Oanda/Olsen is definitely the best (without question), but their prices shows that 6 years of 1Min data is appox 1500 to 2000 Euros PER CURRENCY PAIR.

At some point I will be there but cant swing that just yet.

There are some budget guys on the internet that claim to use a blend of Oanda and CQG, but they seem to come and go.

Does anyone know anything good/bad about tickdatamarket.com?

-S

 

I believe someone may have replied suggesting that Quality and FX do not exactly go hand in hand.

While I know what you are getting in, I would offer the following:

1) Are Fx Futures time-series inherently of poor quality?

2) Re: Spot Fx, it is true that there are multiple liquidity sources and price quotes which can distort things.

However, if someone had access to historical EBS or Reuters tick-data, would that be considered high-enough quality?

And if someone thinks Olsen/Oanda data is not of high quality, I would like to hear why. Thanks.

-S

 

Offer??? LOL!!!! I personally think it's funny...

And now, I'm supposed to take sometime of my own to place a bid to "buy" your offer by taking time to answer you...

Great, another condescending newbie ( seems like the OP has 2 years of FX system developing experience...) who thinks they're "entitled" for help.

If you gotten far enough to know about Olsen's data. You should have read how and why they're data is expensive, on their website.

A bit more reading and little thinking should help.

*sssshhhheeeeeesssshhhh*