Historical Market Data

A wrapper project around the dukascopy-node package which saves each exchange day to a separate CSV file.

Installing

git clone https://github.com/theninthsky/historical-market-data.git
cd historical-market-data
npm i

Usage

In the config folder there is a file called parameters.js, this file will be used during the program's execution. You should set each value in accordance with your preferences.

instrumentIDs: an array of instruments to download

fromDate: UTC-based date string representing start of the time range

toDate: UTC-based date string representing end of the time range

timeframe: timeframe aggregation of OHLC (open, high, low, close) data ('tick', 'm1', 'm3'...)

Note: while the end of the time range in dukascopy-node is not inclusive, here it is (i.e. 2020-01-01 to 2020-01-07 will include 2020-01-07)

To start the program:

npm start

All of the data will be downloaded to the 'data' folder.