elthariel/histdata_fx_1m

HistData FX 1m

This is an export in the parquet format of the histdata.com dataset, which contains mostly Forex market tickers data.

For each symbol, 2 files are provided:

• ticks.parquet contains the ticker data
• gaps.parquet contains the reported time gaps

A merge of all datasets is also provided in all_ticks.parquet and all_gaps.parquet . The datasets are concatenated and a symbol column is added.

Ticks

The ticks.parquet files have the following schema:

{
    'ts': pl.Datetime,
    'open': pl.Float64,
    'high': pl.Float64,
    'low': pl.Float64,
    'close': pl.Float64,
    'volume': pl.UInt64,
}

Gaps

The gaps.parquet files have the following schema:

{
    # The gap duration
    'length': pl.UInt64,
    # The timestamp of the gap start converted to UTC.
    'start': pl.Datetime,
    # The timestamp of the gap end converted to UTC.
    'end': pl.Datetime,
}

Original dataset.

The original dataset can be found at HistData.com and the data was downloaded using this tool

License

The license is unclear. histdata.com has the copyright and provides the data for free, but do not explicitly provide a license for it.