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HISTDATA - Full Dataset composed of 68 FX trading pairs / Simple API to retrieve 1 Minute data Historical FX Prices.
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README.md

FX 1-Minute Dataset / Price API

Data files: Detailed Specification

Here you can find all the details regarding any downloaded file (Generic ASCII in M1 Bars). CSV is defined as semicolon separated file here.

As example, in DAT_ASCII_EURUSD_M1_201202.csv:

20120201 000000;1.306600;1.306600;1.306560;1.306560;0
20120201 000100;1.306570;1.306570;1.306470;1.306560;0
20120201 000200;1.306520;1.306560;1.306520;1.306560;0
20120201 000300;1.306610;1.306610;1.306450;1.306450;0
20120201 000400;1.306470;1.306540;1.306470;1.306520;0
20120201 000500;1.306510;1.306650;1.306510;1.306600;0
20120201 000600;1.306610;1.306760;1.306610;1.306650;0

Row Fields: DateTime Stamp;Bar OPEN Bid Quote;Bar HIGH Bid Quote;Bar LOW Bid Quote;Bar CLOSE Bid Quote;Volume

DateTime Stamp Format: YYYYMMDD HHMMSS

Legend:

  • YYYY – Year
  • MM – Month (01 to 12)
  • DD – Day of the Month
  • HH – Hour of the day (in 24h format)
  • MM – Minute
  • SS – Second, in this case it will be allways 00

TimeZone: Eastern Standard Time (EST) time-zone WITHOUT Day Light Savings adjustments

Example of downloaded files for EUR/USD from 2000 to 2005:

DAT_ASCII_EURUSD_M1_2000.zip (1.2M)
DAT_ASCII_EURUSD_M1_2001.zip (1.9M)
DAT_ASCII_EURUSD_M1_2002.zip (1.7M)
DAT_ASCII_EURUSD_M1_2003.zip (2.2M)
DAT_ASCII_EURUSD_M1_2004.zip (2.3M)
DAT_ASCII_EURUSD_M1_2005.zip (2.3M)

Data files provided: Early 2000 to May 2017

git clone https://github.com/philipperemy/FX-1-Minute-Data.git fx
cd fx/full-data-2000-2017 # contains the FULL dataset of all FX pairs.

How to use the API?

download_all_fx_data.py re-downloads all the FULL FX dataset (~4 hours to complete). It's a good example on how to use the FX API.

Use this function for downloading data related to the CURRENT year. E.g. if you're interested in data of 2017 and we're in 2017, use this one. api.download_fx_m1_data(year='2016', month='7', pair='eurgbp')

This function is used to download one year of data in one block. Use it for all the years EXCEPT the current one. E.g. if you're interested in data of 2004 and we're in 2017, use this one. api.download_fx_m1_data_year(year='2016', pair='eurgbp')

All the files are retrieved from: http://www.histdata.com/

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