Forex Historical Information/Data and Exchange Rates


Top Forex Data Historical Provider (not free...)


DataHQ Intraday Forex Data -> Due to the fact that this organization provides an adapter for use with Wealth-Lab Developer (our back-testing software of choice), the historical data provided is easily integrated into our testing environment and allows us to also trade live signals from our system(s).

The datasource that Forex.DataHQ use is from FXCM and you may customize the feed to represent bid, mid or ask-type pricing plus also the time stamp (i.e NY EST, GMT). To obtain historical data the user may purchase a 100k plan and receive 100,000 bars of history for back-testing purposes, or other plans such as the 10k or 1k plan. If you have no historical data we would recommend the 100k plan as it provides over 18 months of 5 minute data, and 3 years of 10 minute data.

Currencies offered are those directly obtained from FXCM's platform, namely:

AUDCAD
AUDJPY
AUDUSD
CHFJPY
EURAUD
EURCAD
EURCHF
EURGBP
EURJPY
EURUSD
GBPCHF
GBPJPY
GBPUSD
NZDUSD
USDCAD
USDCHF
USDJPY

Forex.DataHQ also offer an end of day service at their parent site DataHQ. Here you may subscribe to receive end of day historical data at 1700 NY EST. They provide an extensive daily history going back to January 1, 1991! They offer 39 currency pairs, plus the inverse of each pair totalling 78 pairs.

Forex.DataHQ is our premium forex data of choice. If you use Wealth-Lab Developer and are looking for a good data provider without the high end price tag then be sure to subscribe to this organization's live feed adapter.

Our Second Forex Data Provider Of Choice - Olsen Data


Olsen Data -> If you are looking at trading ANY currency then this vendor is definitely your number one stop. They offer absolutely everything for the forex trader. Ranging from exotic currencies; to bid, mid, ask-type pricing; to tick, 1 minute, hourly time frames; to NY EST, GMT etc.

There is no other forex signal provider that comes close to this provider. They also provide an adapter into Wealth-Lab Developer, however, as their data is sourced from a large source of forex brokers their data can be a little more "volatile" than other vendors (such as Forex DataHQ which only use one forex broker as their source) .

Another problem to Olsen Data is the price tag. These guys will set you back a minimum of EUR300 for an order, and being a premium forex data provider they know that they can charge such a fee - as they are the only top quality historical forex data providers.

Lastly, don't expect to receive your order soon, wait about 2-3 business days before worrying if they have processed your request.

Free Forex Historical Information/Data

The great thing about free forex data is that it enables you to analyze your forex system without paying for expensive forex data. However, getting something for free does have some major drawbacks, and one of these drawbacks in generally the ability to have the data customized to the end user. You get what you're given.

Some of the common dangers of using free forex data include: indicative data, and holes (incomplete data). We will begin by providing you with what think is the best of the free forex data providers, the rest we leave up to you to make your own mind on.

Note: Indicative prices are data prices that reflect only an indication of what occurred (if you are looking at historical prices), or what is occurring (if you are looking at live prices). Indicative prices reflect a price of market consensus from various data brokers and dealers the price could reflect either the median (the quantity of brokers/dealers that represent the most common price), or the average price.

Indicative prices visually can be seen as very "noisy" as compared to other price formats. If you were to look at a candlestick chart of an indicative history you would notice that the candlestick bodies would be smaller while the wicks from both ends would be longer as compared to any other form of pricing.

The Best Free Forex Data Historical Provider - Forex.com (Gain Capital)


Forex.com -> By far the best of an average bunch is Gain Capital. However, to access this free data you would need to open up a live account and then ask them for the link to access their data.

The historical data goes as far back as 2000 and is provided as zipped tick data which you download in individual currency monthly packages. As you can no doubt imagine the collection is quite large to download! They also store a DDE program allowing users who have the ability to receive live streaming tick data.

The data received from FOREX.com seems to be bid pricing straight from their platform.

Hence if you want good reliable FREE forex data, don't be afraid to open up a FOREX.com account.

Our Second Free Forex Data Of Choice - FOREXITE


FOREXITE -> We chose Forexite over the rest purely because they provided bid-type data. Other free forex data providers from we have seen give historical indicative data, which we don't believe to be helpful whatsoever.

Forexite provides history spanning since January 2001. The only problems we encountered were that the time stamps were in GMT+1 (which is fine if you live in that part of the world), but difficult if you are testing the effectiveness of economic announcements that are released in NY EST! And... we found many holes in the data.

Altogether we would not recommend this data to anyone, but if you're starting out and want a "feel" of what forex data looks like, sounds like and tastes like then we would choose this data history over the rest below. At all costs try to achieve FOREX.com's free forex history.

Other Free Historical Forex Data Providers

While we don't endorse any of the free forex data providers below, we will disclose them to help those to keep as reference in the hope that maybe one day they might see the light and provide us with a better data source!

DUKASCOPY


DUKASCOPY -> You can receive live dynamic data if you have the programming skills. Once again be aware that the history is indicative data. Time stamps are in GMT.

FINAM


FINAM -> FREE forex data on top currencies, data available in any time format (eg. Tick, 1 minute, 5 minute etc) since about 2002 - again indicative data.

AKMOS


AKMOS -> FREE LIVE FOREX DATA for MetaStock, EnSign and TradeStation 2000i!! I have not used their software, but from reading the site it seems they have a real time forex data program available for use in MetaStock, EnSign and TradeStation 2000i. They also provide LIVE NEWS headlines and stories too! The only prerequisite: you need to have an account with them. I cannot comment on the type of data they provide.

Other popular forex data providers we list for posterity here. As the forex market continues to grow no doubt the number of historical and live forex data providers will grow too. We have placed our opinion on some initial tests done on some of the forex data providers, whereas on others we have provided just a general comment. We place the following remaining forex data providers in no particular order.

DiskTrading


DiskTrading -> Please note that the following review only applies to the forex data supplied by DiskTrading, NOT ALL their data.

Disktrading contains an extensive history spanning 6+ years on the major currencies plus other exotics. Their cost is quite reasonable compared to other providers and they provide data in MetaStock, TradeStation and ASCII format available as well as time stamping the data in NY EST. Unfortunately their forex data is indicative and we noticed several holes inside their history source.

SnapDragon


SnapDragon -> Snapdragon also has an Extensive history spanning 9+ years and reliably has bid-type history. They provide data only on the major currencies and their costs are a little on the high side sending you back about GBP300 per currency! The data is exported as tick history but can be exported to any time frame requested by the client (it will cost extra though). The time stamp of the data is in London time.

E-SIGNAL


E-SIGNAL -> E-Signal can be easily ported into pretty much any back-testing software available making historical analysis and live analysis easy for the end user. Data is indicative and in NY EST and they provide all major currencies. The data history is limited to 10,000 bars (but check with Esignal to see if this has changed). Cost is expensive considering other alternatives.

FXTREK


FXTREK -> FXTrek allows the choice between two data sources, namely, FXCM (bid price history) or S&P Comstock (indicative price history). If you have the programming knowledge you can obtain live dynamic data from their DDE and you can code your own trading system into their desktop software allowing you to receive alerts from your system's signals. Time stamp can be at the user's discretion with the default being NY EST. Costs associated with this package are reasonable.

Unfortunately there is only a limited amount of history available and data can only be exported in the 1 hour time frame (or higher). The desktop version is limited in its capacity.

FOREX-HISTORICAL (once HISBASE)

FOREX-HISTORICAL (once HISBASE) -> Hisbase provides bid price historical data giving the user one year of free updates (which we were only able to get 9 months of?!). They have an extensive history of 5 min data on the majors spanning over 4 years in GMT+2 time stamps. Costs are reasonable, and they only provide 5 min, 15 min and Daily time frames. Don't expect much in the way of support, you get what you pay for.

TICK PLUS DATA

Tick Plus Data -> If you trade the forex market through CMC Forex then I believe that you should be able to obtain historical data since March 2003 from this company. Prices are reasonable, time zones, time stamps are customizable to your data requirements. Data history is CMC Forex's marketable prices (not bid or ask, but a combination of both), therefore even though it may look, feel and quack like indicative data it isn't.

Forex-Data

FOREX DATA.BIZ -> This company has been a recent addition to the Forex Data file (thanks Mark!) and from the samples offered by this company the data seems great! It definitely isn't indicative, and for the price they offer for monthly upgrades this company could prove to be a great starting point for those looking to do some research and testing of their forex system.


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