Real Historical Forex End-Of-Day Prices (FXCM)

Hi All,

This is my first post (so go easy!)

Over the last couple of months I have been developing a system to forcast if todays end of day price will be higher than yesterdays for any given day and a number of different markets.
I have met with some very promising results for the Dow and FTSE markets.

Now I want to give the Forex markets a try.

What I need is end-of-day bid or ask prices (I.e. the ask price at 5pm New York Time) for a number of currency pairs that are based around the prices that FXCM/DailyFX provide. I need data for the last 4 years.

The only real source I can find is on Oanda.com, (http://www.oanda.com/convert/fxhistory), but I don't know if these prices relate to the FXCM or not?
Also, they are not the specific prices at a given time of day, but the average price for the whole day, which makes it useless to me.

I have also tried reading the data from DailyFX (http://www.dailyfx.com/FinanceChart.html?symbol=EUR/USD - Timescale "Daily"), but again, I don't know if these prices represent avergaes for the day or not?

So, does anyone know where I can get my hands on "end-of-day" (the exact price at a same given time each day) for the Forex markets?
Ideally I would need all currency pairs traded alongside the USD.

Sorry if this has already been answered in another thread (I couldn't find it), but if so please direct me there.

Thanks for any assistance.

Astrosmurf,

Welcome to the forum. If you hang around you will find some very knowledgeable traders on this board and many people who are willing to help.

In answer to your post what you are looking for can be found here

http://www.fxcorporate.com/FXCM/fxchartfull.EXE

This is not just a chart plug-in it also includes some of the best indicators you will find (including my very own favourite, Elliott Wave) Note: this is a plug-in for FXCM

It can show you all the currency pairs you are after including
open, close, high & low and also shows you tick, 1min, 15/30/60 daily, weekly and monthly all times I think are set to EST so if you are in the UK that is about 5 hours behind the UK

Hope this helps, let me know how you get on

CarpeUK

P.S once you have installed the chart plug-in open up FXCM and go to file>plug-ins and click on charts...that should do the trick

CarpeUK said:

Astrosmurf,

In answer to your post what you are looking for can be found here

http://www.fxcorporate.com/FXCM/fxchartfull.EXE

Click to expand...

CarpeUK,

Thanks for the information.
The chart program seems to work a treat - I was able to export a whole years worth of data to ASCII format.

Without sounding like I'm whinging though (which could be hard), is there any way it'll display more than the last years worth of data?
If not, it's no big loss as my system should be able to produce meaningful data on 1 years worth of input.

Thanks again, I'll let you know how the system performs.

astrosmurf said:

CarpeUK,

Thanks for the information.
The chart program seems to work a treat - I was able to export a whole years worth of data to ASCII format.

Without sounding like I'm whinging though (which could be hard), is there any way it'll display more than the last years worth of data?
If not, it's no big loss as my system should be able to produce meaningful data on 1 years worth of input.

Thanks again, I'll let you know how the system performs.

Click to expand...

I am not sure if you can as i have only been looking at daily and weekly stuff, my FX knowledge is not that advanced at the moment so at this time i would not know what to do with the data...lol

Sorry but someone else might know

Let me know how it works out for you

CarpeUK

Dear astrosmurf,

You should try FXTrek's free 7-day evaluation with FXCM feed. You can download the daily data into excel format (csv) and then change it accordingly.

After the 7 days if the FXTrek platform is not what you require you can easily cancel.

http://www.fxtrek.com


fxGump

PS - you will need a valid credit card to apply for the 7-day free trial.

Excellent link CarpeUK, looking at the Build point & figure facility have you tried it? I,ve clicked on it but nothing happens.

CarpeUK said:

Astrosmurf,

Welcome to the forum. If you hang around you will find some very knowledgeable traders on this board and many people who are willing to help.

In answer to your post what you are looking for can be found here

http://www.fxcorporate.com/FXCM/fxchartfull.EXE

This is not just a chart plug-in it also includes some of the best indicators you will find (including my very own favourite, Elliott Wave) Note: this is a plug-in for FXCM

It can show you all the currency pairs you are after including
open, close, high & low and also shows you tick, 1min, 15/30/60 daily, weekly and monthly all times I think are set to EST so if you are in the UK that is about 5 hours behind the UK

Hope this helps, let me know how you get on

CarpeUK

P.S once you have installed the chart plug-in open up FXCM and go to file>plug-ins and click on charts...that should do the trick

Click to expand...

Bill G said:

Excellent link CarpeUK, looking at the Build point & figure facility have you tried it? I,ve clicked on it but nothing happens.

Click to expand...

Thanks Bill.

I have tried it and i am also getting nothing happen. Hmm not sure what can be done about it
If you manage to work it out please let me know

CarpeUK

If you've got any programming skills you can just pick up the data here http://www.forexite.com/free_forex_quotes/forex_history_arhiv.html . I am currently in the process of coding up some processing for this data so its useful for me (I'm just parsing the MetaStock stuff and concatenating it into large datasets (specifically for the Euro). I too am just beginning some system development. The code is all done its just getting the data in realtime. Currently I'm using this past 1 minute data for backtesting.

Good luck!

fxGump said:

Dear astrosmurf,

You should try FXTrek's free 7-day evaluation with FXCM feed. You can download the daily data into excel format (csv) and then change it accordingly.

http://www.fxtrek.com

Click to expand...

Thanks for the link.
FXTrek has proved to be exactly what I need.

However, I'm having a problem which I hope you can help with:

I have taken the following data from FXTrek: (sorry if the formatting is messed up)

"Date","Time","Open","High","Low","Close"
09/08/2004,1500,1.2043,1.2045,1.2029,1.2039
09/08/2004,1600,1.2039,1.2132,1.203,1.2127
09/08/2004,1700,1.2127,1.217,1.2115,1.2162
09/08/2004,1719,1.2162,1.2168,1.2154,1.2168

The third record down shows an Open price for the 17:00 Time period of 1.2127 and a Close price for the same period as 1.2162

My question is: What does the Time period of 17:00 represent?

I don't think it can represent 17:00-18:00 as the fourth record down shows partial information for this.
So is 17:00 the period between 16:00 and 17:00?

(This'll probably seem obvious in the morning but it's been a LONG day so far!)

Thanks.

you better learn russian

fxkid said:

If you've got any programming skills you can just pick up the data here http://www.forexite.com/free_forex_quotes/forex_history_arhiv.html . I am currently in the process of coding up some processing for this data so its useful for me (I'm just parsing the MetaStock stuff and concatenating it into large datasets (specifically for the Euro). I too am just beginning some system development. The code is all done its just getting the data in realtime. Currently I'm using this past 1 minute data for backtesting.

Good luck!

Click to expand...

you better learn russian, because if you would use some translator to read the site you find a little program
on that site called qouteroom and it does what you are trying to do already for you.

Cheers

sosolala said:

you better learn russian, because if you would use some translator to read the site you find a little program
on that site called qouteroom and it does what you are trying to do already for you.

Click to expand...

While they do have some software, they don't have anything that can help with my research. Thanks though.