Sources and Limitations for Intraday EUR/USD Data
Summary
The document collects suggestions for obtaining historical and real-time intraday foreign-exchange data, with EUR/USD as the motivating example. It points to downloadable historical tick data, platform exports of historical bars or ticks, and broker or vendor services. The responses distinguish tick-by-tick data from OHLC bars and note that access may depend on registration, an account, a balance requirement, or an academic exemption. One response also notes that some providers offer real-time bid and offer streams as well as historical records.
The material is a collection of community recommendations rather than a comparison or validation of vendors. Availability, pricing, account conditions, licensing, processing delays, and data quality can vary by source and may change over time. It gives no systematic evidence about coverage, accuracy, timestamp conventions, or suitability for a particular trading or research use, so those details require independent checking before relying on a dataset.
Key ideas
- Intraday FX data may be available as historical ticks, real-time ticks, or OHLC bars, depending on the source.
- Access conditions can include registration, a funded account, or academic eligibility.
- Vendor licensing and data quality limitations matter when selecting a dataset.
- The recommendations are not a verified or current comparison of coverage and service terms.
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Full text
# Obtaining intra-day values of the EUR-USD exchange # Obtaining intra-day values of the EUR-USD exchange I need for my project the values of the EUR-USD exchange (both intra-day and ticker). I've been playing around with the Yahoo's YQL API and at this moment I can obtain the current value of the exchange. But no idea about how to get the intra-day values. Any suggestions? ## Answer by Anonymous (score 3, accepted) https://quant.stackexchange.com/a/18030 Option #1 - If you need historical data you can use one of the links from other answers - http://eareview.net/tick-data/download-free-tick-data - Training set of tick-by-tick data? Option #2 - Also, historical data can be exported from Metatrader or Ninjatrader : - https://www.mql5.com/en/articles/27 (OHLC bars only) - http://www.ninjatrader.com/support/helpGuides/nt7/index.html?exporting.htm Option #3 - if you need real time tick data, again, export them from Ninjatrader as far as some brokers now allow to open account in NT for free, e.g. FXCM - http://www.fxcm.com/products/ninjatrader/ ## Answer by chjortlund (score 2) https://quant.stackexchange.com/a/17985 You might be interested in this link: https://www.dukascopy.com/swiss/english/marketwatch/historical/ It's not as good as Reuters or Bloomberg data, but it's free. ## Answer by emcor (score 1) https://quant.stackexchange.com/a/17982 Intraday data on FX markets are not publicly available. I can only recommend a paid source where you may eventually ask for a student trial: http://thomsonreuters.com/en/products-services/financial/quantitative-research-and-trading/tick-history.html ## Answer by mgilbert (score 1) https://quant.stackexchange.com/a/18006 Oanda also offers tick data for free provide you have an account with them and maintain a balance in excess of $1,000 (academic exceptions are possible). The data can be downloaded from https://fxtrade.oanda.com/trade-forex/fxtrade/historical-data It appears that you need to log in to see the relevant restrictions but I have included them here for people to see > To qualify for this service, you need an fxTrade account with a balance of USD 1000 or more. (See below for additional restrictions, and to find out about academic exemptions.) Restrictions To qualify for this service, you need an fxTrade account with a balance of USD 1000 or more. (There is an exemption for academics—see below.) You can order data dated as far back as January 1, 2004, and as recent as two (2) months ago. Dates begin and end at midnight GMT. Orders may take up to two weeks to process. So that we can fairly accommodate as many people as possible, each user account can have only one order queued for processing at any time. You may submit a new order as soon as your previous order is processed. This service requires a Javascript-enabled browser. OANDA Rates® are proprietary. Access and use is subject to a limited purpose, fixed-term license agreement. Use is restricted to Licensee's own internal use. Rates are provided "as is" without warranty of accuracy or completeness. All rights reserved. Academic Exemptions If you are an academic, you can apply for an exemption from the USD 1000 account minimum: You still must open an fxTrade account. Click the exemption box located at the bottom of the form. In the form's description box, supply details of your academic institution and faculty and include an email address from your academic institution. TrueFX also has good history with a variety of pairs. Registration is required but is free. > TrueFX brings you real, dealable prices from market making banks, delivered directly with no intermediary. With TrueFX, everyone with an Internet connection has access to clean, untouched liquidity, direct from leading market makers. TrueFX offers streaming real-time, tick-by-tick bid/offer currency rates for free. It also provides access to a database of historical tick-by-tick bid/offer currency rates without charge.
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