| | Dukascopy | Commercial Alternatives (e.g., Bloomberg, Dukascopy) | | :--- | :--- | :--- | | Cost | Free (for the feed) | High subscription fees | | Depth | Best Bid/Ask only (No Level 2) | Level 2 (Market Depth) often available | | Data Revision | May change historically as ticks are added | Typically fixed snapshots | | Convenience | Requires API or scripting for bulk | Immediate platform integration |
Here is a conceptual breakdown of how a Python script handles a Dukascopy data block:
Use struct.unpack to convert the 20-byte chunks into integers.
Dukascopy stores its data in a unique .bi5 format. These are compressed binary files that represent one hour of data per file. While this makes the files small and easy to download, it requires conversion before you can use them in standard platforms like MetaTrader or Excel. The data is organized by: Forex pairs, metals, commodities, and indices. Timestamp: Precision down to the millisecond. dukascopy+historical+data
Months are zero-indexed in the URL (January is 00 , December is 11 ). Hours are in UTC (from 00 to 23 ). Binary Data Payload
Major forex pairs stretch back to 2003, offering over two decades of market regimes to test against.
Solution: When exporting data via Tickstory or QuantDataManager, always utilize the "Time Shift" feature to match your broker's specific time zone map. 3. Fixed vs. Variable Spreads | | Dukascopy | Commercial Alternatives (e
Backtesting on ticks is significantly slower than backtesting on M1 or H1 bars.
To help tailor this information to your specific setup, let me know:
Reliable data sets often stretch back to 2003 for major pairs. Technical Challenges: The "Big Data" Problem While this makes the files small and easy
While Dukascopy data is excellent, users should keep a few things in mind:
You can run strategy simulations directly on this data within the platform. Dukascopy Bank SA 3. Programmatic & CLI Tools (Best for Bulk Data)
Select your Expert Advisor, choose the asset, and set the model to .
Because raw .bi5 files are tedious to handle manually, several open-source tools and platforms simplify the download process. Method 1: Using QuantConnect or Tickstory
Map these files to your MT4 installation's history and tester folders.