CodeBase Price Archive

Data Archive

The following data can be downloaded for backtesting/optimizing strategies in Strategy Debugger.

All data is in the Price Data file format archived using the 7Zip archiver.

FXCM 1-Min Data (2009-2011)

2011 year data contains (Jan 1 - Aug 31) interval.

AUDUSD	2009	2010	2011
CHFJPY	2009	2010	2011
EURCHF	2009	2010	2011
EURGBP	2009	2010	2011
EURJPY	2009	2010	2011
EURUSD	2009	2010	2011
GBPJPY	2009	2010	2011
GBPUSD	2009	2010	2011
NZDUSD	2009	2010	2011
USDCAD	2009	2010	2011
USDCHF	2009	2010	2011
USDJPY	2009	2010	2011
AUDNZD	2009	2010	2011

FXCM Tick Data (2011)

AUDUSD	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct
CHFJPY	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct
EURCHF	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct
EURGBP	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct
EURJPY	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct
EURUSD	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct
GBPJPY	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct
GBPUSD	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct
NZDUSD	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct
USDCAD	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct
USDCHF	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct
USDJPY	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct

Forex Tester Data (2001-2010)

The data has been converted from the archive published at Forex Tester Software site (http://www.forextester.com/data/datasources.html).

Because the original data does not contain the bid/ask information, the spread for currencies is taken as 5 pips, for silver (XAG) - 10 pips and for gold (XAU) - 50 pips.

Also, the date/time has been shifted to EST time zone.

AUDJPY	2001	2002	2003	2004	2005	2006	2007	2008	2009	2010
AUDUSD	2001	2002	2003	2004	2005	2006	2007	2008	2009	2010
CHFJPY	2001	2002	2003	2004	2005	2006	2007	2008	2009	2010
EURCAD	2001	2002	2003	2004	2005	2006	2007	2008	2009	2010
EURCHF	2001	2002	2003	2004	2005	2006	2007	2008	2009	2010
EURGBP	2001	2002	2003	2004	2005	2006	2007	2008	2009	2010
EURJPY	2001	2002	2003	2004	2005	2006	2007	2008	2009	2010
EURUSD	2001	2002	2003	2004	2005	2006	2007	2008	2009	2010
GBPCHF	2001	2002	2003	2004	2005	2006	2007	2008	2009	2010
GBPJPY	2001	2002	2003	2004	2005	2006	2007	2008	2009	2010
GBPUSD	2001	2002	2003	2004	2005	2006	2007	2008	2009	2010
NZDJPY	2001	2002	2003	2004	2005	2006	2007	2008	2009	2010
USDCAD	2001	2002	2003	2004	2005	2006	2007	2008	2009	2010
USDCHF	2001	2002	2003	2004	2005	2006	2007	2008	2009	2010
USDJPY	2001	2002	2003	2004	2005	2006	2007	2008	2009	2010
XAGUSD	2001	2002	2003	2004	2005	2006	2007	2008	2009	2010
XAUUSD	2001	2002	2003	2004	2005	2006	2007	2008	2009	2010