10 years of Dukascopy Forex Tick Data (2008-2019)
Justin Timperio

Dukascopy_Forex_Tick_Data_2008-2019 (475 files)
Dukascopy-Relations.pdf 27.20kB
README.md 3.17kB
data/commodities/BrentCrude/BRENTCMDUSD_tick_UTC+0_00_2013-Parse.csv.zst 28.87MB
data/commodities/BrentCrude/BRENTCMDUSD_tick_UTC+0_00_2014-Parse.csv.zst 33.38MB
data/commodities/BrentCrude/BRENTCMDUSD_tick_UTC+0_00_2015-Parse.csv.zst 51.51MB
data/commodities/BrentCrude/BRENTCMDUSD_tick_UTC+0_00_2016-Parse.csv.zst 40.68MB
data/commodities/BrentCrude/BRENTCMDUSD_tick_UTC+0_00_2017-Parse.csv.zst 34.44MB
data/commodities/BrentCrude/BRENTCMDUSD_tick_UTC+0_00_2018-Parse.csv.zst 32.44MB
data/commodities/BrentCrude/BRENTCMDUSD_tick_UTC+0_00_2019-Parse.csv.zst 46.59MB
data/commodities/XAGUSD/XAGUSD_tick_UTC+0_00_2004-Parse.csv.zst 8.60MB
data/commodities/XAGUSD/XAGUSD_tick_UTC+0_00_2005-Parse.csv.zst 13.77MB
data/commodities/XAGUSD/XAGUSD_tick_UTC+0_00_2006-Parse.csv.zst 17.38MB
data/commodities/XAGUSD/XAGUSD_tick_UTC+0_00_2007-Parse.csv.zst 19.46MB
data/commodities/XAGUSD/XAGUSD_tick_UTC+0_00_2008-Parse.csv.zst 23.69MB
data/commodities/XAGUSD/XAGUSD_tick_UTC+0_00_2009-Parse.csv.zst 26.46MB
data/commodities/XAGUSD/XAGUSD_tick_UTC+0_00_2010-Parse.csv.zst 26.29MB
data/commodities/XAGUSD/XAGUSD_tick_UTC+0_00_2011-Parse.csv.zst 80.66MB
data/commodities/XAGUSD/XAGUSD_tick_UTC+0_00_2012-Parse.csv.zst 73.87MB
data/commodities/XAGUSD/XAGUSD_tick_UTC+0_00_2013-Parse.csv.zst 71.34MB
data/commodities/XAGUSD/XAGUSD_tick_UTC+0_00_2014-Parse.csv.zst 48.05MB
data/commodities/XAGUSD/XAGUSD_tick_UTC+0_00_2015-Parse.csv.zst 49.95MB
data/commodities/XAGUSD/XAGUSD_tick_UTC+0_00_2016-Parse.csv.zst 74.95MB
data/commodities/XAGUSD/XAGUSD_tick_UTC+0_00_2017-Parse.csv.zst 33.35MB
data/commodities/XAGUSD/XAGUSD_tick_UTC+0_00_2018-Parse.csv.zst 33.95MB
data/commodities/XAGUSD/XAGUSD_tick_UTC+0_00_2019-Parse.csv.zst 62.23MB
data/commodities/XAUUSD/XAUUSD_tick_UTC+0_00_2004-Parse.csv.zst 65.01MB
data/commodities/XAUUSD/XAUUSD_tick_UTC+0_00_2005-Parse.csv.zst 91.64MB
data/commodities/XAUUSD/XAUUSD_tick_UTC+0_00_2006-Parse.csv.zst 114.27MB
data/commodities/XAUUSD/XAUUSD_tick_UTC+0_00_2007-Parse.csv.zst 49.53MB
data/commodities/XAUUSD/XAUUSD_tick_UTC+0_00_2008-Parse.csv.zst 38.70MB
data/commodities/XAUUSD/XAUUSD_tick_UTC+0_00_2009-Parse.csv.zst 40.87MB
data/commodities/XAUUSD/XAUUSD_tick_UTC+0_00_2010-Parse.csv.zst 116.57MB
data/commodities/XAUUSD/XAUUSD_tick_UTC+0_00_2011-Parse.csv.zst 161.77MB
data/commodities/XAUUSD/XAUUSD_tick_UTC+0_00_2012-Parse.csv.zst 183.39MB
data/commodities/XAUUSD/XAUUSD_tick_UTC+0_00_2013-Parse.csv.zst 172.17MB
data/commodities/XAUUSD/XAUUSD_tick_UTC+0_00_2014-Parse.csv.zst 154.99MB
data/commodities/XAUUSD/XAUUSD_tick_UTC+0_00_2015-Parse.csv.zst 172.91MB
data/commodities/XAUUSD/XAUUSD_tick_UTC+0_00_2016-Parse.csv.zst 301.18MB
data/commodities/XAUUSD/XAUUSD_tick_UTC+0_00_2017-Parse.csv.zst 291.41MB
data/commodities/XAUUSD/XAUUSD_tick_UTC+0_00_2018-Parse.csv.zst 212.11MB
data/commodities/XAUUSD/XAUUSD_tick_UTC+0_00_2019-Parse.csv.zst 224.01MB
data/crosses/AUDCAD/AUDCAD_tick_UTC+0_00_2008-Parse.csv.zst 2.13MB
data/crosses/AUDCAD/AUDCAD_tick_UTC+0_00_2009-Parse.csv.zst 32.45MB
data/crosses/AUDCAD/AUDCAD_tick_UTC+0_00_2010-Parse.csv.zst 115.08MB
data/crosses/AUDCAD/AUDCAD_tick_UTC+0_00_2011-Parse.csv.zst 155.34MB
data/crosses/AUDCAD/AUDCAD_tick_UTC+0_00_2012-Parse.csv.zst 150.73MB
data/crosses/AUDCAD/AUDCAD_tick_UTC+0_00_2013-Parse.csv.zst 118.06MB
data/crosses/AUDCAD/AUDCAD_tick_UTC+0_00_2014-Parse.csv.zst 120.55MB
data/crosses/AUDCAD/AUDCAD_tick_UTC+0_00_2015-Parse.csv.zst 175.03MB
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Type: Dataset
Tags: economics, finance, forex, exchange, market, economy

Bibtex:
@article{,
title= {10 years of Dukascopy Forex Tick Data (2008-2019)},
journal= {},
author= {Justin Timperio},
year= {},
url= {https://www.driftinginrecursion.com/post/dukascopy_opensource_data/},
abstract= {Data collected and formatted by Justin Timperio:

"In my exploration of world of big data and I became curious about tick data. Tick data is extremely granular and provides a great challenge for those looking to work on their optimization skills due to its size. Unfortunately, market data is almost always behind a pay wall or de-sampled to the point of uselessness. After discovering the Dukascopy api, I knew I wanted to make this data available for all in a more accessible format."

Total Line Count: 8,495,770,706
Total Data Points: 33,983,082,824
Total Decompressed Size: 501 GB},
keywords= {finance, forex, exchange, market, economy, economics},
terms= {},
license= {},
superseded= {}
}

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