v0.1.0
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v0.1.0 - Initial Release
First public release of tradedesk-dukascopy, a Dukascopy tick downloader and candle exporter for backtesting workflows.
Features
Data Export
- Download historical tick data from Dukascopy's public datafeed
- Automatic decompression of
.bi5tick files with LZMA - Resample ticks to OHLCV candles (5min, 1H, 1D, or any pandas-compatible rule)
- Support for bid, ask, or mid price series
- Configurable price divisor for integer-encoded instruments
Reliability
- Smart caching of downloaded tick files to avoid redundant requests
- Exponential backoff retry logic for transient failures
- Automatic detection of float vs. integer price encoding
- Parallel downloads (4 threads per instrument by default)
- Multi-instrument parallel export with progress tracking
Output
- Clean CSV files with UTC timestamps (ISO-8601 format)
- Self-describing metadata sidecars (
.meta.json) for reproducibility - Metadata includes schema version, price divisor, resample rule, and date range
Developer Features
- Probe mode to inspect raw tick data and validate price divisors
- Rich terminal UI with progress bars (graceful fallback for non-TTY)
- Configurable cache directory and worker count
- Comprehensive test coverage (80%+)
CLI Usage
tradedesk-dc-export --symbol EURUSD \
--from 2025-01-01 --to 2025-01-31 \
--out data --price-divisor 1000See README.md for full documentation.