If you need a ready-to-run script to download 10 years of EURUSD 1-minute OHLC with bid/ask spread, let me know and I can provide that as a separate code block.
Dukascopy’s native platform, , includes a built-in "Historical Data Manager." You can select your instrument, timeframe, and date range, then export it directly to a CSV or binary file. The Automation Route (API) dukascopy historical data exclusive
Once decompressed, the raw binary file exposes a continuous array of 20-byte structs. Every 20 bytes represents a single market tick, structured as follows: Offset (Bytes) Description 32-bit Integer Milliseconds passed since the start of the hour 4 - 7 32-bit Integer Ask Price (Multiplied by a point factor, e.g., 100,000) 8 - 11 32-bit Integer Bid Price (Multiplied by a point factor, e.g., 100,000) 12 - 15 32-bit Float Ask Volume (In millions of units) 16 - 19 32-bit Float Bid Volume (In millions of units) How to Extract and Convert Dukascopy Data If you need a ready-to-run script to download
Most free brokers provide "filtered" data that skips minor price movements. Dukascopy offers: True Tick Data: Every 20 bytes represents a single market tick,
Export the data into standard standard .csv or .txt formats.
This comprehensive guide explores the unique properties of Dukascopy’s data infrastructure, analyzes its competitive advantages, and provides a step-by-step framework for extracting and utilizing this resource for your algorithmic trading models. The Value of Institutional-Grade Data
Each compressed file represents exactly of market activity for a single asset. The Directory Paths
