HISTDATA - Dataset composed of all FX trading pairs / Crude Oil / Stock Indexes. Simple API to retrieve 1 Minute data (and tick data) Historical FX Prices (up to date).
API and dataset download for histdata.com. Tick data is also available with the API.
Click Here to download it: All instruments - 1Minute - 2000 / 2023 - Google Drive link (3GB).
You can also re-download the whole dataset (up to date) by yourself:
pip install -r requirements.txt
python download_all_fx_data.py
Expect it to take around 10 minutes if you have a fast internet connection.
pip install histdata
from histdata import download_hist_data as dl
from histdata.api import Platform as P, TimeFrame as TF
dl(year='2019', month='6', pair='eurusd', platform=P.GENERIC_ASCII, time_frame=TF.TICK_DATA)
dl(year='2019', month='6', pair='eurusd', platform=P.NINJA_TRADER, time_frame=TF.TICK_DATA_LAST)
dl(year='2019', month='6', pair='eurusd', platform=P.NINJA_TRADER, time_frame=TF.TICK_DATA_ASK)
dl(year='2019', month='6', pair='eurusd', platform=P.NINJA_TRADER, time_frame=TF.TICK_DATA_BID)
dl(year='2019', month='6', pair='eurusd', platform=P.NINJA_TRADER, time_frame=TF.ONE_MINUTE)
dl(year='2019', month='6', pair='eurusd', platform=P.GENERIC_ASCII, time_frame=TF.TICK_DATA)
dl(year='2019', month='6', pair='eurusd', platform=P.EXCEL, time_frame=TF.ONE_MINUTE)
dl(year='2019', month='6', pair='eurusd', platform=P.META_TRADER, time_frame=TF.ONE_MINUTE)
dl(year='2019', month='6', pair='eurusd', platform=P.META_STOCK, time_frame=TF.ONE_MINUTE)
dl(year='2018', month='6', pair='eurusd', platform=P.NINJA_TRADER, time_frame=TF.TICK_DATA_LAST)
dl(year='2018', month='6', pair='eurusd', platform=P.NINJA_TRADER, time_frame=TF.TICK_DATA_ASK)
dl(year='2018', month='6', pair='eurusd', platform=P.NINJA_TRADER, time_frame=TF.TICK_DATA_BID)
This repository contains:
All the data is retrieved from: http://www.histdata.com/
Any file in a dataset is zipped and contains:
Any CSV file looks like this:
20120201 000000;1.306600;1.306600;1.306560;1.306560;0
20120201 000100;1.306570;1.306570;1.306470;1.306560;0
20120201 000200;1.306520;1.306560;1.306520;1.306560;0
20120201 000300;1.306610;1.306610;1.306450;1.306450;0
20120201 000400;1.306470;1.306540;1.306470;1.306520;0
[...]
Headers are not included in the CSV files. They are:
DateTime Stamp;Bar OPEN Bid Quote;Bar HIGH Bid Quote;Bar LOW Bid Quote;Bar CLOSE Bid Quote;Volume
Format:
YYYYMMDD HHMMSS
Legend:
TimeZone: Eastern Standard Time (EST) time-zone WITHOUT Day Light Savings adjustments
The open (first) bid quote of the 1M bin.
The highest bid quote of the 1M bin.
The lowest bid quote of the 1M bin.
The close (last) bid quote of the 1M bin.
Number of lots. Looks like it's always 0.