README.md

metadata

license: cc-by-4.0
tags:
  - forex
  - finance
  - ohlcv
  - historical-data
  - dukascopy

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.