Datasets:

Yllvar
/

fx-historical-data

Time timestamp[ns, tz=UTC]date 2009-08-25 00:00:00 2026-05-28 09:59:00	Open float64 0 5.59k	High float64 0.45 5.6k	Low float64 0 5.59k	Close float64 0.45 5.59k	Volume int64 1 1.83M	timestamp_ms int64 1,251B 1,780B
2010-05-11T00:00:00	0.91395	0.91435	0.9134	0.9137	2,525	1,273,536,000,000
2010-05-12T00:00:00	0.9137	0.9146	0.90785	0.9113	206,772	1,273,622,400,000
2010-05-13T00:00:00	0.91125	0.9164	0.9089	0.91465	216,107	1,273,708,800,000
2010-05-14T00:00:00	0.91465	0.92045	0.91305	0.91695	180,372	1,273,795,200,000
2010-05-16T00:00:00	0.91435	0.9172	0.91425	0.91595	6,698	1,273,968,000,000
2010-05-17T00:00:00	0.91595	0.9165	0.90335	0.90545	240,121	1,274,054,400,000
2010-05-18T00:00:00	0.90535	0.9064	0.895	0.8954	246,714	1,274,140,800,000
2010-05-19T00:00:00	0.8954	0.8969	0.87845	0.88425	284,733	1,274,227,200,000
2010-05-20T00:00:00	0.8842	0.8855	0.8638	0.8729	180,776	1,274,313,600,000
2010-05-21T00:00:00	0.8729	0.88965	0.8728	0.8815	234,967	1,274,400,000,000
2010-05-23T00:00:00	0.88175	0.8849	0.8782	0.87895	9,270	1,274,572,800,000
2010-05-24T00:00:00	0.8789	0.88185	0.87215	0.8755	253,553	1,274,659,200,000
2010-05-25T00:00:00	0.8755	0.8848	0.8719	0.88255	272,815	1,274,745,600,000
2010-05-26T00:00:00	0.88265	0.89015	0.8778	0.88045	253,828	1,274,832,000,000
2010-05-27T00:00:00	0.88055	0.89405	0.88	0.89065	269,015	1,274,918,400,000
2010-05-28T00:00:00	0.89065	0.89685	0.88585	0.8933	210,684	1,275,004,800,000
2010-05-30T00:00:00	0.8895	0.89165	0.88795	0.89115	9,081	1,275,177,600,000
2010-05-31T00:00:00	0.8911	0.8924	0.87875	0.88035	113,025	1,275,264,000,000
2010-06-01T00:00:00	0.8804	0.88295	0.87095	0.87895	220,127	1,275,350,400,000
2010-06-02T00:00:00	0.87895	0.88025	0.8669	0.8757	164,025	1,275,436,800,000
2010-06-03T00:00:00	0.8757	0.88285	0.87435	0.87785	158,228	1,275,523,200,000
2010-06-04T00:00:00	0.8779	0.88095	0.86865	0.8748	233,237	1,275,609,600,000
2010-06-06T00:00:00	0.8712	0.8728	0.86785	0.8692	11,397	1,275,782,400,000
2010-06-07T00:00:00	0.8692	0.8701	0.8578	0.8605	261,320	1,275,868,800,000
2010-06-08T00:00:00	0.86045	0.86795	0.86	0.86425	301,388	1,275,955,200,000
2010-06-09T00:00:00	0.86425	0.8679	0.86155	0.86655	195,793	1,276,041,600,000
2010-06-10T00:00:00	0.86645	0.877	0.8638	0.87485	265,540	1,276,128,000,000
2010-06-11T00:00:00	0.87485	0.8804	0.8711	0.8775	239,456	1,276,214,400,000
2010-06-13T00:00:00	0.87975	0.8816	0.87745	0.88125	9,011	1,276,387,200,000
2010-06-14T00:00:00	0.88125	0.88825	0.88075	0.8859	258,717	1,276,473,600,000
2010-06-15T00:00:00	0.8859	0.8883	0.8796	0.8861	246,509	1,276,560,000,000
2010-06-16T00:00:00	0.8861	0.88945	0.8833	0.88435	250,990	1,276,646,400,000
2010-06-17T00:00:00	0.88435	0.89305	0.8822	0.8918	248,859	1,276,732,800,000
2010-06-18T00:00:00	0.89235	0.89465	0.8879	0.8907	174,386	1,276,819,200,000
2010-06-20T00:00:00	0.89785	0.89885	0.89455	0.89465	9,645	1,276,992,000,000
2010-06-21T00:00:00	0.89465	0.89985	0.89285	0.89795	231,034	1,277,078,400,000
2010-06-22T00:00:00	0.8979	0.9021	0.8938	0.8958	222,917	1,277,164,800,000
2010-06-23T00:00:00	0.8958	0.911	0.89455	0.9096	230,090	1,277,251,200,000
2010-06-24T00:00:00	0.9096	0.911	0.9014	0.90405	228,951	1,277,337,600,000
2010-06-25T00:00:00	0.90405	0.9072	0.89635	0.90395	210,742	1,277,424,000,000
2010-06-27T00:00:00	0.9031	0.90605	0.903	0.90495	5,955	1,277,596,800,000
2010-06-28T00:00:00	0.905	0.90745	0.9005	0.90145	216,902	1,277,683,200,000
2010-06-29T00:00:00	0.9016	0.90275	0.89225	0.8959	272,202	1,277,769,600,000
2010-06-30T00:00:00	0.89595	0.90015	0.8924	0.8945	211,130	1,277,856,000,000
2010-07-01T00:00:00	0.8945	0.89725	0.88755	0.8945	232,215	1,277,942,400,000
2010-07-02T00:00:00	0.8945	0.9013	0.89345	0.8938	181,604	1,278,028,800,000
2010-07-04T00:00:00	0.8929	0.89525	0.8912	0.8932	5,078	1,278,201,600,000
2010-07-05T00:00:00	0.8932	0.89645	0.8901	0.8903	108,099	1,278,288,000,000
2010-07-06T00:00:00	0.89025	0.90295	0.88695	0.89755	205,464	1,278,374,400,000
2010-07-07T00:00:00	0.8975	0.90825	0.8936	0.90465	223,737	1,278,460,800,000
2010-07-08T00:00:00	0.90465	0.91635	0.9046	0.91455	197,764	1,278,547,200,000
2010-07-09T00:00:00	0.91455	0.9159	0.90195	0.9066	127,417	1,278,633,600,000
2010-07-11T00:00:00	0.90525	0.906	0.90325	0.9047	5,198	1,278,806,400,000
2010-07-12T00:00:00	0.9047	0.9093	0.89855	0.90705	173,055	1,278,892,800,000
2010-07-13T00:00:00	0.90705	0.9115	0.9012	0.91005	177,035	1,278,979,200,000
2010-07-14T00:00:00	0.91005	0.9138	0.90775	0.9106	171,607	1,279,065,600,000
2010-07-15T00:00:00	0.9106	0.91855	0.9068	0.91515	210,931	1,279,152,000,000
2010-07-16T00:00:00	0.91515	0.92035	0.91135	0.9186	175,949	1,279,238,400,000
2010-07-18T00:00:00	0.9134	0.9165	0.91275	0.9134	8,752	1,279,411,200,000
2010-07-19T00:00:00	0.9132	0.91895	0.91285	0.91595	178,221	1,279,497,600,000
2010-07-20T00:00:00	0.91595	0.92575	0.9155	0.9216	206,577	1,279,584,000,000
2010-07-21T00:00:00	0.9216	0.92215	0.9146	0.9186	182,820	1,279,670,400,000
2010-07-22T00:00:00	0.9186	0.92865	0.91685	0.92705	195,140	1,279,756,800,000
2010-07-23T00:00:00	0.9269	0.9317	0.92475	0.9271	158,033	1,279,843,200,000
2010-07-25T00:00:00	0.9293	0.93015	0.9267	0.92865	4,088	1,280,016,000,000
2010-07-26T00:00:00	0.9287	0.9324	0.9263	0.9294	170,162	1,280,102,400,000
2010-07-27T00:00:00	0.9294	0.9355	0.92865	0.9332	187,714	1,280,188,800,000
2010-07-28T00:00:00	0.93325	0.9346	0.9207	0.9277	208,898	1,280,275,200,000
2010-07-29T00:00:00	0.92775	0.93445	0.9257	0.9318	210,433	1,280,361,600,000
2010-07-30T00:00:00	0.9317	0.9344	0.92715	0.9307	176,132	1,280,448,000,000
2010-08-01T00:00:00	0.931	0.9338	0.9297	0.9336	5,338	1,280,620,800,000
2010-08-02T00:00:00	0.9336	0.9351	0.9311	0.93295	134,412	1,280,707,200,000
2010-08-03T00:00:00	0.93295	0.9362	0.9303	0.93465	132,027	1,280,793,600,000
2010-08-04T00:00:00	0.93465	0.93775	0.93145	0.93205	140,142	1,280,880,000,000
2010-08-05T00:00:00	0.93205	0.9328	0.92435	0.93015	120,440	1,280,966,400,000
2010-08-06T00:00:00	0.9301	0.94625	0.92895	0.94305	129,073	1,281,052,800,000
2010-08-08T00:00:00	0.94355	0.9445	0.94225	0.9434	3,531	1,281,225,600,000
2010-08-09T00:00:00	0.9434	0.9462	0.9398	0.94105	159,778	1,281,312,000,000
2010-08-10T00:00:00	0.94095	0.9448	0.9385	0.93975	193,509	1,281,398,400,000
2010-08-11T00:00:00	0.93975	0.9431	0.93445	0.93895	239,052	1,281,484,800,000
2010-08-12T00:00:00	0.93895	0.9417	0.933	0.93485	252,677	1,281,571,200,000
2010-08-13T00:00:00	0.9349	0.93895	0.92825	0.9298	194,457	1,281,657,600,000
2010-08-15T00:00:00	0.92945	0.9312	0.92795	0.92935	5,389	1,281,830,400,000
2010-08-16T00:00:00	0.92935	0.9389	0.92485	0.93375	209,724	1,281,916,800,000
2010-08-17T00:00:00	0.9337	0.93985	0.93205	0.9345	194,708	1,282,003,200,000
2010-08-18T00:00:00	0.93445	0.9345	0.92125	0.92205	166,094	1,282,089,600,000
2010-08-19T00:00:00	0.9221	0.93075	0.92115	0.92455	224,226	1,282,176,000,000
2010-08-20T00:00:00	0.9246	0.9366	0.92425	0.93595	185,112	1,282,262,400,000
2010-08-22T00:00:00	0.92945	0.93235	0.9285	0.9322	8,743	1,282,435,200,000
2010-08-23T00:00:00	0.93225	0.94085	0.9321	0.93735	150,018	1,282,521,600,000
2010-08-24T00:00:00	0.93735	0.94025	0.93445	0.93575	156,309	1,282,608,000,000
2010-08-25T00:00:00	0.9357	0.94125	0.93305	0.93835	206,880	1,282,694,400,000
2010-08-26T00:00:00	0.93835	0.93975	0.9353	0.93625	180,783	1,282,780,800,000
2010-08-27T00:00:00	0.9362	0.9495	0.9359	0.9442	144,262	1,282,867,200,000
2010-08-29T00:00:00	0.94625	0.94705	0.94415	0.94595	12,622	1,283,040,000,000
2010-08-30T00:00:00	0.94595	0.9468	0.9408	0.94495	180,950	1,283,126,400,000
2010-08-31T00:00:00	0.9449	0.9513	0.9411	0.9495	157,019	1,283,212,800,000
2010-09-01T00:00:00	0.9495	0.9604	0.94915	0.9549	152,144	1,283,299,200,000
2010-09-02T00:00:00	0.95485	0.96105	0.95285	0.95765	116,884	1,283,385,600,000
2010-09-03T00:00:00	0.9576	0.96195	0.9512	0.9519	102,871	1,283,472,000,000

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Forex Historical Data

Historical OHLCV+Volume data for 30 forex instruments sourced from DukasCopy tick data via forexsb.com.

Data Coverage

30 instruments across majors, crosses, and commodities
7 timeframes: M1, M5, M15, M30, H1, H4, D1
210 Parquet files total
Data source: DukasCopy real tick data compiled into bar data
Timezone: UTC

Instruments (30 total)

Major Pairs

EURUSD, GBPUSD, USDJPY, USDCHF, AUDUSD, NZDUSD, USDCAD

Cross Pairs

EURJPY, EURGBP, EURAUD, EURNZD, EURCHF, EURCAD, GBPJPY, GBPAUD, GBPNZD, GBPCHF, GBPCAD, AUDJPY, AUDNZD, AUDCHF, AUDCAD, NZDJPY, CHFJPY, CADJPY, CADCHF, NZDCAD, NZDCHF

Commodities

XAUUSD (Gold), XAGUSD (Silver)

File Structure

{symbol}/{SYMBOL}_{TIMEFRAME}.parquet

Example: EURUSD/EURUSD_M1.parquet

Columns

Column	Type	Description
Time	timestamp[ns, tz=UTC]	Bar open time
Open	float64	Open price
High	float64	High price
Low	float64	Low price
Close	float64	Close price
Volume	int64	Tick volume
timestamp_ms	int64	Unix timestamp in milliseconds

Timeframe Ranges

M1: ~~200,000 bars (~~6 months)
M5: ~~200,000 bars (~~2.5 years)
M15: ~~200,000 bars (~~7 years)
M30: ~~200,000 bars (~~14 years)
H1: ~100,000 bars (derived from M30)
H4: ~25,000 bars (derived from M30)
D1: ~5,000 bars (derived from M30)

Usage

from datasets import load_dataset

# Load a specific symbol/timeframe
dataset = load_dataset("Yllvar/fx-historical-data", data_files="EURUSD/EURUSD_M1.parquet")

# Load all EURUSD data
dataset = load_dataset("Yllvar/fx-historical-data", data_files="EURUSD/*.parquet")

Source

Data collected from DukasCopy tick data and compiled by Forex Software Ltd.

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