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FX-1-Minute-Data

★ 678 Open GitHub ↗

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).

// repository documentation

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# FX 1-Minute Dataset (+ Crude Oil and Stock indexes e.g. SP500)

API and dataset download for [histdata.com](http://histdata.com). Tick data is also available with the API.

For a broader support, consider checking out this project [https://github.com/dmidlo/histdata.com-tools].

## Download the dataset

- Click Here to download it: [All instruments - 1Minute - 2000 / 2024 - Google Drive link (3GB)](https://drive.google.com/drive/folders/1IG_5SM3SLsxVeaDJlmL2qskex5EsTwjG?usp=sharing).

- You can also re-download the whole dataset (up to date) by yourself:

```bash
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.

## API

[![Downloads](https://pepy.tech/badge/histdata)](https://pepy.tech/project/histdata)
[![Downloads](https://pepy.tech/badge/histdata/month)](https://pepy.tech/project/histdata/month)

```
pip install histdata
```

### Examples

```python
from histdata import download_hist_data as dl
from histdata.api import Platform as P, TimeFrame as TF
```

- Download tick data for 2019/06:

```python
dl(year='2019', month='6', pair='eurusd', platform=P.GENERIC_ASCII, time_frame=TF.TICK_DATA)
```

- Other possible calls:

```python
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)
```

## Data specification

This repository contains:
- A dataset of all the FX prices (1-minute data) from 2000, in Generic ASCII.
   - More than 66 FX pairs
- Contains some commodities:
   - WTI/USD = WEST TEXAS INTERMEDIATE in USD
   - BCO/USD = BRENT CRUDE OIL in USD
- Contains some indexes:
   - SPX/USD = S&P 500 in USD
   - JPX/JPY = NIKKEI 225 in JPY
   - NSX/USD = NASDAQ 100 in USD
   - FRX/EUR = FRENCH CAC 40 in EUR
   - UDX/USD = US DOLLAR INDEX in USD
   - UKX/GBP = FTSE 100 in GBP
   - GRX/EUR = DAX 30 in EUR
   - AUX/AUD = ASX 200 in AUD
   - HKX/HKD = HAN SENG in HKD
E   - TX/EUR = EUROSTOXX 50 in EUR
- A set of functions to download the historical prices yourself.

All the data is retrieved from: http://www.histdata.com/

Any file in a dataset is zipped and contains: 
- a CSV (semicolon separated file).
- a status report (containing some meta data such as gaps).

Any CSV file looks like this:

```bash
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:

```csv
DateTime Stamp;Bar OPEN Bid Quote;Bar HIGH Bid Quote;Bar LOW Bid Quote;Bar CLOSE Bid Quote;Volume
```

### DateTime Stamp

Format:
`YYYYMMDD HHMMSS`

Legend:
- YYYY – Year
- MM – Month (01 to 12)
- DD – Day of the Month
- HH – Hour of the day (in 24h format)
- MM – Minute
- SS – Second, in this case it will be always 00

TimeZone: Eastern Standard Time (EST) time-zone *WITHOUT* Day Light Savings adjustments

### OPEN Bid Quote

The open (first) bid quote of the 1M bin.

### HIGH Bid Quote

The highest bid quote of the 1M bin.

### LOW Bid Quote

The lowest bid quote of the 1M bin.

### CLOSE Bid Quote

The close (last) bid quote of the 1M bin.

### Volume

Number of lots. Looks like it's always 0.

FX-1-Minute-Data

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