Package: histdata
FX 1-Minute Dataset (+ Crude Oil and Stock indexes e.g. SP500)API and dataset download forhistdata.com.Download the datasetClick Here to download it:All instruments - 1Minute - 2000 / 2022 - Google Drive link (2.5GB).You can also re-download the whole dataset (up to date) by yourself:pipinstall-rrequirements.txt
pythondownload_all_fx_data.pyExpect it to take around 10 minutes if you have a fast internet connection.APIpip install histdataExamplesfromhistdataimportdownload_hist_dataasdlfromhistdata.apiimportPlatformasP,TimeFrameasTFDownload tick data for 2019/06:dl(year='2019',month='6',pair='eurusd',platform=P.GENERIC_ASCII,time_frame=TF.TICK_DATA)Other possible calls: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 specificationThis repository contains:A dataset of all the FX prices (1-minute data) from 2000, in Generic ASCII.More than 66 FX pairsContains some commodities:WTI/USD = WEST TEXAS INTERMEDIATE in USDBCO/USD = BRENT CRUDE OIL in USDContains some indexes:SPX/USD = S&P 500 in USDJPX/JPY = NIKKEI 225 in JPYNSX/USD = NASDAQ 100 in USDFRX/EUR = FRENCH CAC 40 in EURUDX/USD = US DOLLAR INDEX in USDUKX/GBP = FTSE 100 in GBPGRX/EUR = DAX 30 in EURAUX/AUD = ASX 200 in AUDHKX/HKD = HAN SENG in HKD
E   - TX/EUR = EUROSTOXX 50 in EURA 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:20120201000000;1.306600;1.306600;1.306560;1.306560;020120201000100;1.306570;1.306570;1.306470;1.306560;020120201000200;1.306520;1.306560;1.306520;1.306560;020120201000300;1.306610;1.306610;1.306450;1.306450;020120201000400;1.306470;1.306540;1.306470;1.306520;0[...]Headers are not included in the CSV files. They are:DateTime Stamp;Bar OPEN Bid Quote;Bar HIGH Bid Quote;Bar LOW Bid Quote;Bar CLOSE Bid Quote;VolumeDateTime StampFormat:YYYYMMDD HHMMSSLegend:YYYY – YearMM – Month (01 to 12)DD – Day of the MonthHH – Hour of the day (in 24h format)MM – MinuteSS – Second, in this case it will be always 00TimeZone: Eastern Standard Time (EST) time-zoneWITHOUTDay Light Savings adjustmentsOPEN Bid QuoteThe open (first) bid quote of the 1M bin.HIGH Bid QuoteThe highest bid quote of the 1M bin.LOW Bid QuoteThe lowest bid quote of the 1M bin.CLOSE Bid QuoteThe close (last) bid quote of the 1M bin.VolumeNumber of lots. Looks like it's always 0.