Dukascopy Historical Data Exclusive Guide

REPORT: Dukascopy Historical Data Exclusivity

However, the "exclusive" nature manifests in the friction of acquisition. There is no simple "Download All" button. Users must navigate a multi-step process: launch JForex, connect to the historical data server, select the instrument, select the granularity, select the date range, and export. For a 10-year backtest across 20 currency pairs, this becomes a manual, time-consuming operation. Consequently, a secondary market has emerged where data vendors repackage Dukascopy’s raw ticks for a fee, proving that while the source is free, the convenience is exclusive.

  • Verify monotonic time order and uniqueness of timestamps.
  • Check for large outliers and spikes (use z-score or median absolute deviation).
  • Compare aggregated tick->M1 OHLC against provided M1 files to detect inconsistencies.
  • Validate spread (ask - bid) is nonnegative and within expected ranges.
  • Normalize timestamps to UTC and a consistent format (e.g., ISO 8601).
  • Watch for daylight-saving artifacts only if converting timestamps to local time. Keep analysis in UTC.
  • For tick data, resample to desired timeframe with methods: OHLC for prices, sum for volume, median or last for spread.
  • Handle missing minutes/days explicitly (fill forward for price when appropriate, or mark gaps for strategy logic).

1. Tick-by-tick data (true tick history)

The "Clean" Data Problem