Forex data for backtesting

[Edgar V.]

Can anyone recommend me a good site where I can download Forex data for backtesting?

[NinjaTrader_Ray]

What interval and how much data do you need?

[Edgar V.]

2 Intervals: 1 day & 1 Hour
How much data: 1 year

[NinjaTrader_JoshP]

Here is a list of available data providers: http://www.ninjatrader-support.com/H...HistoricalData

A more up-to-date list is available in the help guide of NT6.5. Search for "data provider".

[NinjaTrader_Ray]

Thanks.

Check out eSignal and IQFeed. They offer both minute and daily intervals. Don't recall how far back their data goes.

[Turc1656]

Suggestion

might i suggest these guys:

http://disktrading.is99.com/disktrading/

i have personally purchased from them in late january and found their data to be rock solid. i purchased the set of 35 forex symbols for $150. they were also kind enough to make me an additional data dvd specifically formatted to match ninja trader's requirements for import. they allow downloads and they also deliver the dvd's to you as well (every package has 2 options and one is always $15 bucks more for the actual dvds and not just the download). if you do go with them they require you to pay the extra 15 because you will need them to make the ninja trader dvd for you. it is well worth the money. iqfeed and esignal are way too pricey in my opinion.

depends on what you are doing though, i suppose. i am developing a strategy so i do not require real time pricing (although my broker, MB Trading, provides it and is compatible with ninja).

not only does that 150 give you 35 symbols with time frames from tick to daily data, but they give it to you in multiple formats and it goes back about 10 years on intraday data (much further on daily). more than enough for testing. the 150 also includes free quarterly updates for a year (download only - and you will have to play with the files to get them into ninjatrader format yourself). after that, it's only a mere 15 bucks a year to get the quarterly updates.

i am extremely pleased with my decision and highly recommend this data if you do not require real time pricing and are just using it for backtesting and development purposes.

-Ryan

[mangudai]

Alpari has several decades of free Forex data. The files probably needs to be converted to NinjaTrader format.

http://www.alpari-idc.com/en/dc/databank.php

[daveM]

This site has data

http://www.fin-rus.com/analysis/export/default.asp

not a great selection of pairs

[NinjaTrader_Ray]

Thanks for the link.

[billitin]

Here's an overview of a few historical data providers:

http://www.currencysecrets.com/2005/05/14/paid-forex-data-vendors/

Tried DiskTrading, turns out that they don't provide volume data. On a side note, their intraday futures data is worse than unfiltered data from IB.