Title: The Architecture of Accuracy: An Examination of Dukascopy Historical Data
Curious question for the community: Have you ever found an inconsistency between Dukascopy’s historical data and another broker’s? How did you handle it in your backtesting?
Dual Price Feeds: Includes both Bid and Ask prices, which is critical for calculating accurate spreads and slippage in backtesting. How to Access and Download the Data
How to Access Dukascopy Historical Data
Despite its high standing, the use of Dukascopy historical data is not without challenges. The sheer volume of tick data creates significant technical hurdles. Processing years of tick data for a single currency pair requires substantial computing power and efficient database management. Furthermore, like all historical data, it is susceptible to "survivorship bias"—the data set typically only includes currency pairs or assets that are currently active, ignoring those that may have been delisted or became irrelevant. Additionally, while Dukascopy’s spreads are generally tight, historical data does not always perfectly capture the "tick volume" in the same way centralized exchanges like the NYSE do, as Forex is an over-the-counter (OTC) market.
: Analyze recurring currency movements associated with specific times of the year. Dukascopy Bank SA Are you planning to use this data for MetaTrader backtesting Python-based analysis