Finding good Forex data is difficult or expensive. Dukascopy has made available an excellent web tool to download tick data for a large a variety of Forex, CFD and commodities. This is awesome and extremely useful for people, like me, trying to study the Forex market. However, it takes a lot of time to download a large data set from the website because you can download only one day per time. In order to solve this issue, I created dukascopy.
dukascopy is a small terminal application that can be used to download ticks for a given date range from the Dukascopy historical data feed for one or more symbols. dukascopy takes advantage of python threads and coroutine in order to speed up the download. It takes roughly 10m to download tick data for one year for a given instrument.
Key features :
- Ticks data with volumes
- Candle formatting with different time-frames ( from 1 minute to 1 day )
- CSV output
- multi-thread support
- Large variety of symbols
This is what dukascopy looks like:
dukascopy requires python 3.5 and request 2.0.1. It can be installed using pip as follows:
pip install dukascopy
usage: dukascopy [options]
positional arguments:
SYMBOLS symbol list using format EURUSD EURGBP
optional arguments:
-h show help message and exit
-v show program's version number and exit
-d DAY specific day format YYYY-MM-DD (default today)
-s STARTDATE start date format YYYY-MM-DD (default today)
-e ENDDATE end date format YYYY-MM-DD (default today)
-c CANDLE use candles instead of ticks. Accepted values M1 M2 M5 M10 M15 M30 H1 H4 D1
-f FOLDER the dowloaded data will be saved in FOLDER (default '/var/www/html/DATA/')
-t THREAD number of threads (default 10)
--header include CSV header (default false)
This software is licensed under the MIT License.
Copyright Andrea Monni, 2020.
Permission is hereby granted, free of charge, to any person obtaining a copy of this software and associated documentation files (the "Software"), to deal in the Software without restriction, including without limitation the rights to use, copy, modify, merge, publish, distribute, sublicense, and/or sell copies of the Software, and to permit persons to whom the Software is furnished to do so, subject to the following conditions:
The above copyright notice and this permission notice shall be included in all copies or substantial portions of the Software.
THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE SOFTWARE.