Historical Library of Open, High, Low & Close FX Data

Forex OHLC Data Forex Tick Data

Rich FX Data Library

TraderMade have been trapping and storing FX data since the inception of the company in 1984. We have one of the richest library's of FX Spot data available, our data is an aggregated feed from Tier One institutional providers without any skewed broker rates - therefore giving a true reflection on what has actually traded in the markets.

Who uses it?

Our tick library of FX prices is used by traders, quants and treasurers for a variety of business purposes either for trading or back-testing data for transaction cost analysis (TCA) purposes. Whether you need accurate data for price verification/validation purposes or are building trading systems and strategies - TraderMade's tick library of data can help you.

Data can either be downloaded from our portal or sent to you via secure file transfer protocol (SFTP). Whether an individual or business, TraderMade has the solution that will add massive value to your enterprise.

What can it be useful for?

Artificial Intelligence (AI) & Machine Learning

Our rich database of historical data paired with our real-time data solutions providers a perfect partnership for people wishing to develop Artificial Intelligence (AI) & Machine Learning systems. Read More about Artificial Intelligence (AI) & Machine Learning.

It is also a great source of data for Data Scientists wishing to analyse price movements in historical and real-time market data. Discover more about our Real-Time data solutions and RESTful API in JavaScript Object Notation (JSON), Comma-separated Values (CSV) and Python Pandas Data Frame formats.

FX Data HLOC Coverage

  • Minute data back to 1985
  • Hourly data back to 1985
  • Daily data back to 1985

Historical Currencies

The following currencies are available for Daily, Hourly & Minute Data requests from 1985 (780 total);

Code Name
ARS Argentine Peso
AUD Australian Dollar
BRL Brazilian Real
CAD Canadian Dollar
CHF Swiss Franc
CLP Chilean Peso
CNY Chinese Yuan
COP Colombian Peso
CZK Czech Koruna
DKK Danish Krone
EUR Euro
GBP British Pound Sterling
HKD Hong Kong Dollar
HRK Croatian Kuna
HUF Hungarian Forint
IDR Indonesian Rupiah
ILS Israeli New Shekel
INR Indian Rupee
ISK Icelandic Kr�na
JPY Japanese Yen
KRW South Korean Won
KWD Kuwaiti Dinar
MAD Moroccan Dirham
MXN Mexican Peso
MYR Malaysian Ringgit
NOK Norwegian Krone
NZD New Zealand Dollar
PEN Peruvian Nuevo Sol
PHP Philippine Peso
PLN Polish Zloty
RON Romanian Leu
RUB Russian Ruble
SEK Swedish Krona
SGD Singapore Dollar
THB Thai Baht
TRY Turkish Lira
TWD Taiwanese Dollar
USD US Dollar
XAG Silver (troy ounce)
XAU Gold (troy ounce)
ZAR South African Rand

Historical Tick FX Data

Suitable for AI trading & machine learning strategies

Historical Tick FX Data

Our aggregated feed gives our end-users an informed view of the FX market, without any retail bias or skew in prices. Current users are integrating our data to identify patterns & trends, analyse risk, drive efficiencies & within AI trading and machine learning strategies.

Whether you are an established company or a start-up looking for a cost effective solution, TraderMade data solutions will add massive value to your enterprise, so contact us today!

* Tick data from 1st December 2015

Several delivery options of data are available (i.e. JSON, xml, CSV) with even a specialised GUI for users that want to interrogate and pin-point FX prices with upto a tick granularity. We can provide data via REST API & traditional file download functionality also.

Data can either be downloaded from our portal or sent to you via secure file transfer protocol (SFTP).

Available Currency Pairs - Tick Data

The following currency pairs are available for Tick Data requests from 1st December 2015;

Base Cross Code
European Euro Danish Krone EURDKK
Norwegian Krone Swedish Krone NOKSEK
Norwegian Krone Japanese Yen NOKJPY
US Dollar Russian Rouble USDRUB
US Dollar Japanese Yen USDJPY
European Euro US Dollar EURUSD
British Pound US Dollar GBPUSD
US Dollar Swiss Franc USDCHF
US Dollar Canadian Dollar USDCAD
Australian Dollar US Dollar AUDUSD
New Zealand Dollar US Dollar NZDUSD
European Euro British Pound EURGBP
European Euro Japanese Yen EURJPY
European Euro Swiss Franc EURCHF
European Euro Australian Dollar EURAUD
European Euro Canadian Dollar EURCAD
European Euro New Zealand Dollar EURNZD
British Pound Japanese Yen GBPJPY
British Pound Swiss Franc GBPCHF
British Pound Canadian Dollar GBPCAD
British Pound Australian Dollar GBPAUD
British Pound New Zealand Dollar GBPNZD
New Zealand Dollar Japanese Yen NZDJPY
New Zealand Dollar Canadian Dollar NZDCAD
New Zealand Dollar Swiss Franc NZDCHF
Australian Dollar Japanese Yen AUDJPY
Australian Dollar Canadian Dollar AUDCAD
Australian Dollar Swiss Franc AUDCHF
Australian Dollar New Zealand Dollar AUDNZD
Canadian Dollar Japanese Yen CADJPY
Canadian Dollar Swiss Franc CADCHF
Swiss Franc Japanese Yen CHFJPY
US Dollar Mexican Peso USDMXN
European Euro Mexican Peso EURMXN
US Dollar Polish Zloty USDPLN
European Euro Polish Zloty EURPLN
US Dollar Turkish Lira USDTRY
European Euro Turkish Lira EURTRY
Turkish Lira Japanese Yen TRYJPY
US Dollar Chinese Yuan USDCNH
US Dollar Hong Kong Dollar USDHKD
US Dollar Singapore Dollar USDSGD
Singapore Dollar Japanese Yen SGDJPY
US Dollar Hungarian Forint USDHUF
European Euro Hungarian Forint EURHUF
US Dollar South African Rand USDZAR
European Euro South African Rand EURZAR
British Pound South African Rand GBPZAR
South African Rand Japanese Yen ZARJPY
US Dollar Swedish Krone USDSEK
European Euro Swedish Krone EURSEK
US Dollar Norwegian Krone USDNOK
European Euro Norwegian Krone EURNOK
US Dollar Danish Krone USDDKK

What can it be useful for?

Artificial Intelligence (AI) & Machine Learning

Our rich database of historical data paired with our real-time data solutions, provides a perfect partnership for people wishing to develop Artificial Intelligence (AI) & Machine Learning systems.

Discover more about our Real-Time data solutions here.

Artificial Intelligence (AI) & Machine Learning

AI & Machine Learning has been prevalent in the FX markets since the early 1990’s, the ground breaking MIT Sloan Management Article from 1991 predicted the role that computerized models would play in the foreign exchange (FX) markets.

A follow-up piece of research 14 years later from Cambridge University, also claimed that AI would change the FX markets. In recent times with the advancements in big data, AI has become ever more important and commonplace. This predictive analysis has made even short-term trading and scalping in real-time trading situations more lucrative. Longer-term predictions are more difficult to accurately forecast, however with reliable data and powerful machines the possibilities are now endless.

AI is also used to manage risk effectively, with programs designed to automatically buy/sell assets if the price moves rise/fall beyond certain parameters. This automated design has also taken out large sways of the human side to trading as AI does not take “emotional” decisions – only pre-planned objective data points. AI can thus negate traders making the same habitual mistakes.

Trade execution, assessing the movements of the order book and gaining a deeper understanding of hidden orders have been enhanced further by AI & Machine Learning technology.

Machine Learning on the other hand is a category of AI which has grabbed a lot of headlines in the recent past, now with the advancements in technology, Machines can apparently ‘think’ and carry out tasks in a wide manner of situations. AI has been known to continually out-perform humans in activities outside of the financial markets, therefore what is the future for using these new technologies in the markets now?

The issues have been as Machine Learning strategies run in real-time situations, the problems arise due to the non-linear and vast amounts of information that can move the markets. Also, as we have seen, markets sometimes do not move in a predictable way, even when similar types of information is released, which has been hugely problematic for Machine Learning. This therefore means that back-testing and training the decision making process is vitally important. It is also essential to have the most granular and reliable datasets available to gain the most accurate results.

AI and Machine Learning would also need to have sophisticated programmers with knowledge of the financial markets to create the desired outcome, but as we have seen, the reward from creating AI & Machine Learning models is potentially huge, which will in-turn encourage more participants in the financial markets to explore this field even further in the coming years.