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Re: Dukascopy T1&T6 files for all Forex Pairs and Crosses - get it! [Re: Smon] #479641
04/14/20 06:28
04/14/20 06:28
Joined: Dec 2014
Posts: 206
Germany
Smon Offline OP
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Smon  Offline OP
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Joined: Dec 2014
Posts: 206
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So here is the update:

I will share the data with Resilio Sync from now on, because it's much more convenient for me to release new data (I plan to do that every 3 months). When you installed the client, just
klick here or directly give your client this link: https://link.resilio.com/#f=ZorroT6...L4H6NL5LGBCWQIZLZPO3JJ&v=2.6&a=2

I will start with the T6 data since the last release and then add all previous T6 data later. I will stop seeding the old torrents in a couple of weeks.

At the moment, something isn't working with the conversion from tickdata to T1. I couldn't find the error at a quick glance and I don't plan to fix it any time soon, as I don't need tickdata. If somebody will fix it, I will release tickdata. The scripts for exporting are included in the shared folder.

Strategyquants QuantDataManager which I'm using to get the tick data from Dukascopy isn't able to export the (average?) spread anymore. This is why the dynamic live spread isn't available anymore for all T6 files after 2018.

You need 7-Zip to decompress the files.

Last edited by Smon; 04/14/20 06:33.
Re: Dukascopy T1&T6 files for all Forex Pairs and Crosses - get it! [Re: Smon] #479653
04/15/20 20:55
04/15/20 20:55
Joined: Mar 2019
Posts: 357
D
danatrader Offline
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danatrader  Offline
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Joined: Mar 2019
Posts: 357
Thank you so much, up and running laugh

Re: Dukascopy T1&T6 files for all Forex Pairs and Crosses - get it! [Re: Smon] #481377
09/05/20 09:33
09/05/20 09:33
Joined: Dec 2014
Posts: 206
Germany
Smon Offline OP
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Smon  Offline OP
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Joined: Dec 2014
Posts: 206
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I just updated all T6 Data!

Re: Dukascopy T1&T6 files for all Forex Pairs and Crosses - get it! [Re: Smon] #481795
11/01/20 14:09
11/01/20 14:09
Joined: Dec 2014
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Smon Offline OP
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Smon  Offline OP
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Posts: 206
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Updated!

Re: Dukascopy T1&T6 files for all Forex Pairs and Crosses - get it! [Re: Smon] #481796
11/02/20 01:07
11/02/20 01:07
Joined: Aug 2018
Posts: 98
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OptimusPrime Offline
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OptimusPrime  Offline
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Joined: Aug 2018
Posts: 98
Thank you Smon! I can't get Resilio to work though.. windows firewall permissions, etc. I can't find any good guide to resolve or fix the firewall issues.

Last edited by OptimusPrime; 11/06/20 11:09.

Thanks so much,

OptimusPrime

Re: Dukascopy T1&T6 files for all Forex Pairs and Crosses - get it! [Re: Smon] #481833
11/06/20 15:48
11/06/20 15:48
Joined: Dec 2014
Posts: 206
Germany
Smon Offline OP
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Smon  Offline OP
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I had issues with Resilio behind a proxy, but never behind a normal home router. If you give me a link to upload, maybe Nextcloud...

Re: Dukascopy T1&T6 files for all Forex Pairs and Crosses - get it! [Re: Smon] #482140
01/02/21 14:06
01/02/21 14:06
Joined: Dec 2014
Posts: 206
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Smon Offline OP
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Smon  Offline OP
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Posts: 206
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2020 Data added. Enjoy!

Re: Dukascopy T1&T6 files for all Forex Pairs and Crosses - get it! [Re: Smon] #483013
04/22/21 10:29
04/22/21 10:29
Joined: Apr 2021
Posts: 19
S
simonkrebs Offline
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simonkrebs  Offline
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Joined: Apr 2021
Posts: 19
Hi Smon,
I read your post regarding Dukascopy data. Thanks for the effort you put into this issue. One question: do you still have t1 data from Dukascopy?

I would like to backtest Broker arbitrage, therefor I need a second brokers tick data (I already have FXCM t1 history from the major pairs). Would appreciate that.

Thanks in advance for your answer.

Simon

Re: Dukascopy T1&T6 files for all Forex Pairs and Crosses - get it! [Re: Smon] #483081
05/01/21 18:10
05/01/21 18:10
Joined: Dec 2014
Posts: 206
Germany
Smon Offline OP
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Smon  Offline OP
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Joined: Dec 2014
Posts: 206
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M1 Data until May 2021 added.

Re: Dukascopy T1&T6 files for all Forex Pairs and Crosses - get it! [Re: Smon] #483082
05/02/21 16:13
05/02/21 16:13
Joined: Jul 2017
Posts: 784
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Zheka Offline
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Zheka  Offline
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Joined: Jul 2017
Posts: 784
Thanks a lot for your effort!
Would be great if index/commodity cfds could be added to the archive.

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