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Thread: Forex Historical Data

  1. #1
    Junior Member
    Join Date
    May 2011
    Posts
    1

    Forex Historical Data

    Hi All,
    I am newbie to forex trading. I was looking at a way to find historical daily data (o,h,l,c,v,oi) in csv format for free daily. Is there a place i can look for to download this automatically everyday ?

    Regards
    tanzen

  2. #2
    Junior Member gjrexach's Avatar
    Join Date
    Nov 2010
    Location
    Balneario Camboriu, Brasil
    Posts
    8

    Cool Historical Data

    Depends on what kind of Data you want and Platform you are using. This info is about MQL4/5:

    First, read this article which will help alot in getting you started on the intricacies of history Data
    http://eareview.net/tick-data

    One of the biggest Problems using MQL4 Platform is that the Data coming from METAQUOTES has ALOT of Gaps. The data coming from MQ5 is much cleaner, albeit Not Many PAIRS
    I have included a zip file with a script to convert MQL5 history to MQL4, but you will have to install MQL5 to use this mechanism:
    0. Install and open MQL5. Control-S to download mq5 historical data for a Pair on any of the available charts. Close MQL5 and copy the History to:
    MT5 HISTORY to MT4 HISTORY
    1. Input MQ5 .csv file must be located in /experts/files of MQ4 installation path;
    The new converted file will be in the same directory.
    2. Run the script to create a new .csv with the extern name.
    that you supplied in the CSV_MQ5_2_CSV_MQ4 script
    3. EXIT MQ4, and delete all history on the pair.
    4. Run MT4 and import in history center 1 minute bars,
    selecting the new converted/generated file.

    If this is to complicated for you, try to download it from FXDD Global:
    http://global.fxdd.com/en/mt1m-data.html

    Hope this Helps


    WHEN ALL ELSE FAILS, READ THE INSTRUCTIONS!!!
    Attached Files Attached Files

  3. #3
    Junior Member
    Join Date
    Apr 2011
    Posts
    7
    Hi,

    thanks for the help. I have some questions:

    1.) is global.fxxdd data reliable?

    2.) I've already downloaded 1M EUR/USD and loaded, but it doesn't work for testing 15m and 1H, is there any way of converting it, or telling MT4 to do so.

    Thanks,

    Francisco

  4. #4
    Administrator Jim's Avatar
    Join Date
    Apr 2010
    Location
    South West England
    Posts
    491
    Hi Francisco,

    Quote Originally Posted by fjccpm View Post

    1.) is global.fxxdd data reliable?
    It depends what you mean by "reliable". IMHO no MetaTrader broker's historical data counts as being "reliable" for backtesting "scalping" style strategies, for example.

    2.) I've already downloaded 1M EUR/USD and loaded, but it doesn't work for testing 15m and 1H, is there any way of converting it, or telling MT4 to do so.
    Yes there is. Take a look at the period converter script, which can be found under "Scripts" in the MT4 Navigator. There's more stuff on this topic on MQL4.com also.

    Cheers,

    Jim
    Reality is merely an illusion, albeit a very persistent one - Albert Einstein

  5. #5
    Junior Member
    Join Date
    Jul 2011
    Posts
    1
    You can download an Excel spreadsheet that automatically imports historical forex data from the web at
    http://optimizeyourportfolio.blogspo...-download.html

    Looks like it's just daily bid rates, but you just need to specify two currencies, two dates and then click a button. Should be able to automate this so the spreadsheet automatically updates with new data when you open it...I'll have a go

  6. #6
    Administrator Jim's Avatar
    Join Date
    Apr 2010
    Location
    South West England
    Posts
    491
    I've just uploaded another script for MetaTrader 5 which exports historical forex OHLCV bars into a variety of formats, including MT4 and Excel compatible CSV files. It involves a little bit of work, but it also does allow you to export one minute bars if you so desire.

    Cheers,

    Jim
    Reality is merely an illusion, albeit a very persistent one - Albert Einstein

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