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Datasets:
qleap
/
dukascopy-ticks

Modalities:
Tabular
Formats:
parquet
Size:
1B - 10B
Tags:
finance
forex
tick-data
time-series
Libraries:
Datasets
Dask
Polars
License:
Dataset card Data Studio Files
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1
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ask
float64
0.59
125
bid
float64
0.59
125
ask_volume
float64
0
4.92k
bid_volume
float64
0
6.08k
timestamp
timestamp[us]date
2020-04-01 00:00:00
2026-08-31 23:59:57
66.001
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66.007
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66.016
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66.02
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2020-04-01T00:00:23.690000
66.02
66.003
1.45
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2020-04-01T00:00:23.943000
66.02
66.001
1.85
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2020-04-01T00:00:24.265000
66.017
66.001
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1
2020-04-01T00:00:24.366000
66.017
66.001
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2020-04-01T00:00:24.467000
66.017
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1.75
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2020-04-01T00:00:24.569000
66.018
65.999
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1.5
2020-04-01T00:00:24.670000
66.014
65.995
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2020-04-01T00:00:28.202000
66.012
65.995
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1.5
2020-04-01T00:00:28.303000
66.011
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2020-04-01T00:00:28.404000
66.005
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2020-04-01T00:00:28.505000
66.005
65.991
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2020-04-01T00:00:28.606000
66.005
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66.005
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2020-04-01T00:00:29.085000
66.003
65.989
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2020-04-01T00:00:29.186000
66.001
65.987
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66.003
65.987
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2020-04-01T00:00:29.388000
66.003
65.985
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2020-04-01T00:00:29.489000
66.003
65.987
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66.003
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66.007
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66.008
65.995
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66.008
65.995
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66.005
65.996
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1.25
2020-04-01T00:00:32.739000
66.005
65.999
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2020-04-01T00:00:32.840000
66.006
65.999
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66.007
66.001
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66.001
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66.025
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2020-04-01T00:00:33.396000
66.025
66.008
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66.025
66.006
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66.026
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2020-04-01T00:00:34.435000
66.025
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66.025
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End of preview. Expand in Data Studio

Dukascopy ticks

Dukascopy の公開ヒストリカルティックデータを parquet に変換したもの。bid/ask とそれぞれの出来高を 1 ティックずつ収録している。

集約済みの OHLCV は qleap/fx_majors_tick_ohlcv にある。こちらはその元データにあたる。

構成 

<pair>/<YYYY_MM>.parquet    月別ティック
<pair>/legacy_full.parquet  期間通しの旧形式ファイル (一部ペアのみ)
ペア ファイル数 期間 サイズ
aud_jpy 78 2020-04 〜 2026-08 2.05 GiB
aud_usd 78 2020-04 〜 2026-08 1.28 GiB
chf_jpy 78 2020-04 〜 2026-08 1.82 GiB
eur_jpy 78 2020-04 〜 2026-08 2.87 GiB
eur_usd 78 2020-04 〜 2026-08 1.65 GiB
gbp_jpy 78 2020-04 〜 2026-08 2.51 GiB
gbp_usd 78 2020-04 〜 2026-08 1.74 GiB
nzd_usd 78 2020-04 〜 2026-08 1.05 GiB
usd_jpy 280 2003-05 〜 2026-08 4.98 GiB
合計 904 19.95 GiB

スキーマ

index は DatetimeIndex (ミリ秒精度、UTC ベース)。

列 型 内容
ask float64 ask 価格
bid float64 bid 価格
ask_volume float64 ask 側出来高
bid_volume float64 bid 側出来高

読み込み 

import pandas as pd

df = pd.read_parquet("hf://datasets/qleap/dukascopy-ticks/usd_jpy/2026_03.parquet")

OHLCV への変換

mid 価格を right-labeled (label='right', closed='left') で集約する。

mid = (df['ask'] + df['bid']) / 2
ohlcv = mid.resample('1min', label='right', closed='left').agg(['first', 'max', 'min', 'last'])
ohlcv.columns = ['Open', 'High', 'Low', 'Close']
ohlcv['Volume'] = (
    df['ask_volume'].resample('1min', label='right', closed='left').sum()
    + df['bid_volume'].resample('1min', label='right', closed='left').sum()
)
ohlcv = ohlcv.dropna()

出典

Dukascopy の公開ヒストリカルデータを取得・整形したもの。 利用にあたっては提供元の条件を確認すること。
Downloads last month
231
Number of rows:
2,077,663,471
Total file size:
21.4 GB