Obtaining extensive Intra-day FOREX data

Discussion in 'Data Sets and Feeds' started by Infidel, Apr 22, 2004.

  1. Infidel

    Infidel

    Hi there,

    This is my first post so excuse any faux pas.

    I am searching for tick level or minute level data for as many years back as possible for the major FX pairs.

    I'm sure this data MUST be publicly available somewhere... and I know it's probably pretty huge but shouldn't be too bad compressed.

    I seek to use this data for backtesting [of course].

    Best Regards,

    E.P. Frederick
     
  2. nkhoi

    nkhoi Moderator

    good luck
     
  3. Infidel

    Infidel

    Really that much of a hard thing to come buy?

    Even to purchase?
     
  4. jay567

    jay567

  5. Check here forex is in the menu :
    http://www.fin-rus.com/analysis/export/_eng_/default.asp

     
  6. I'm not sure if this is enough resolution and have not checked the quality of their data but,

    www.hisbase.com

    has 5 minute intraday data for what appears to be a reasonable price of $200 US for eleven pairs with 5 minute data since 2000 and 15 minute since 1997/98.

    - Curtis
     
  7. Infidel

    Infidel

    Thank you very much for the leads everyone!

    The russian site harrytrader posted seems to pipe out all the 1 min or tick level forex data you'd ever want!

    Do you use this data source yourself Harry? Have you found any major discrepancies or bad data?

    I think I'm just going to take it on faith because at first glance it looks pretty good!

    Best Regards,

    E.P. Frederick
     
  8. I have never looked at forex I had just the link in my bookmark and so posted it :).

     
  9. josbarr

    josbarr

    http://www.crbtrader.com/marketdata/ncurrencies.asp




     
  10. nkhoi

    nkhoi Moderator