About the Data

General

  • Broker: FXCM
  • 1 minute
  • Data Columns: date, time, open, high, low, close and volume (from left to right)
  • Date range: January 1st, 2012 to August 1, 2015
  • Timezone: UTC

Where did we get the data?

We built an API to make requests to the FXCM live rates API, which is a much more effective tool than opening an account and exporting from their charts. There is also a lot more data that is available from the API.

How complete is the data?

When there is very little volume in the market, FXCM chooses to not record that data. You will notice there are missing bars around Dec. 24th and 25th and January 1st, as well as, some Friday evenings and Sunday afternoons (when the market is opening and closing).

Is the data free?

Yes.

How large are the files?

All files are zipped CSVs and are about 260 KB zipped and 1.61 MB unzipped.

When will you update the data?

At the end of every month, we will update all currency pairs with the most recent month of data.

Can I use your API?

Yes, please send inquiries to info@inovancetech.com.

How do I install the data in my trading platform?

Click here for instructions for importing the data into MetaTrader 4.

Currency Pair
EUR/USD
2012
January
February
March
April
May
June
July
August
September
October
November
December
2013
January
February
March
April
May
June
July
August
September
October
November
December
2014
January
February
March
April
May
June
July
August
September
October
November
December
2015
January
February
March
GBP/USD
2012
January
February
March
April
May
June
July
August
September
October
November
December
2013
January
February
March
April
May
June
July
August
September
October
November
December
2014
January
February
March
April
May
June
July
August
September
October
November
December
2015
January
February
March
AUD/USD
2012
January
February
March
April
May
June
July
August
September
October
November
December
2013
January
February
March
April
May
June
July
August
September
October
November
December
2014
January
February
March
April
May
June
July
August
September
October
November
December
2015
January
February
March
USD/CHF
2012
January
February
March
April
May
June
July
August
September
October
November
December
2013
January
February
March
April
May
June
July
August
September
October
November
December
2014
January
February
March
April
May
June
July
August
September
October
November
December
2015
January
February
March
USD/CAD
2012
January
February
March
April
May
June
July
August
September
October
November
December
2013
January
February
March
April
May
June
July
August
September
October
November
December
2014
January
February
March
April
May
June
July
August
September
October
November
December
2015
January
February
March
USD/JPY
2012
January
February
March
April
May
June
July
August
September
October
November
December
2013
January
February
March
April
May
June
July
August
September
October
November
December
2014
January
February
March
April
May
June
July
August
September
October
November
December
2015
January
February
March
NZD/USD
2012
January
February
March
April
May
June
July
August
September
October
November
December
2013
January
February
March
April
May
June
July
August
September
October
November
December
2014
January
February
March
April
May
June
July
August
September
October
November
December
2015
January
February
March

Installing the Data in MT4

  1. Download and install a new version of MetaTrader 4 (MT4) from a 5-digit broker. You can download FXCM's version for Windows here and instructions for Mac users are here.
    • It is important that it is a new install of MT4 because you cannot be connected to a broker if you want to use downloaded data. There is not a logout button in MT4 ounce you have logged in. If you are logged in, MT4 will continuously override your rates with new, more current data and delete your historical data. Also note that you can easily install multiple MT4 platforms. Here is an article on how to do that. I recommend having an MT4 for backtesting and an MT4 for live and paper trading.
  2. Open your new MT4 and in the login window uncheck "Remember My Username and PW". Log into a demo account using your own usnermae and password or with the username: 2240184 and password: n3kmbui and server: FXCM-USDDemo01.
    • Once you log in, this will populate all of the currency pairs in the history center. Otherwise, you will only have access to a couple major pairs.
  3. Close MT4 and open it again without logging in. You have to do this because MT4 does not have a logout button.
    • Now that you populated the currency pairs with the pairs that FXCM provides, you never have to log in again and you never should. Use this as a backtesting terminal only.
  4. Click the EUR/USD arrow above, on this webpage, then "2012", and then "January" to download that month of data.
    • Let's run through a month to get the hang of it, then you should be good to go.
  5. Extract the file. You'll see a CSV, "jan2012formatted.csv". If you open it with Excel or Notepad, you'll see just over 33,000 rows of data. From left to right, the columns are date, time, open, high, low, close and volume in 1 minute intervals for the entire month of January, 2012. There is some spillover into February. This is not a problem as MT4 will simply override duplicate data points.
    • If you double click it, it should extract automatically. If it does not, you need to download a program like Winrar or 7-zip to extract the file.
  6. Go back to MetaTrader 4, where you should not be logged in, and in the top left menu select "Tools" --> "History Center".
    • Find "EUR/USD" in the long list of pairs on the left. Mine was under "Forex 11".
  7. Double click "EUR/USD" and double click "1m".
    • Now your are ready to import!
  8. Click "Import" in the bottom of the history center. Browse to the file you downloaded and select it. You should see a preview of the data. Make sure "Volume" is selected since we provide volume data.
    • Hit "Ok" and you will see the "Database Records" increase in the top left of the history center window.
    • To see your new data in the chart, open a EUR/USD chart by dragging the "EUR/USD" to a chart from the left hand side of MT4. Then use the timeframe selection above the chart to go from 1m to 5m and back to 1m to refresh the chart.
  9. If you have any questions, send them to info@inovancetech.com and we will promptly respond. Note:
    • Make sure you import the correct currency pair into the correct timeframe and currency pair in the history center. It is rather easy to import the wrong currency pair.
    • Another tutorial will be added on how to convert 1m data to any timeframe using the Period Converter script if enough people ask about it.
    • Run a backtest using one of the default expert advisors on your new 1m data. You may notice that modelling quality is not 99%... That is okay, it is just due to how MT4 calculated modelling quality. Just know your data is cleaned and reliable and you know exactly where it came from.

Download all of our data, open history center, import each data file. MAKE sure you select the right currency pair to import data into.