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float64
0.49
250
High
float64
0.5
251
Low
float64
0.07
250
Close
float64
0.49
250
Volume
float64
0
542k
timestamp
timestamp[us]date
2003-05-04 22:01:00
2026-09-01 00:00:00
⌀
65.9935
66.017
65.9765
65.9825
561.36
2020-04-01T00:01:00
65.9825
66
65.9175
65.9185
586.04
2020-04-01T00:02:00
65.92
65.9575
65.918
65.9495
418.34
2020-04-01T00:03:00
65.9505
65.9815
65.9175
65.923
705.38
2020-04-01T00:04:00
65.924
65.933
65.9085
65.9175
682.32
2020-04-01T00:05:00
65.912
65.938
65.907
65.9155
451.42
2020-04-01T00:06:00
65.9185
65.9195
65.856
65.896
387.26
2020-04-01T00:07:00
65.903
65.92
65.888
65.9165
540.79
2020-04-01T00:08:00
65.9175
65.927
65.8955
65.914
248
2020-04-01T00:09:00
65.913
65.913
65.864
65.8685
288.38
2020-04-01T00:10:00
65.868
65.873
65.8055
65.818
612.94
2020-04-01T00:11:00
65.8185
65.842
65.815
65.833
394.78
2020-04-01T00:12:00
65.83
65.83
65.7835
65.7885
668.68
2020-04-01T00:13:00
65.788
65.823
65.7725
65.809
596.1
2020-04-01T00:14:00
65.8075
65.844
65.799
65.844
728.27
2020-04-01T00:15:00
65.8465
65.85
65.81
65.834
348.76
2020-04-01T00:16:00
65.834
65.8605
65.831
65.857
406.73
2020-04-01T00:17:00
65.862
65.8755
65.8445
65.862
476.18
2020-04-01T00:18:00
65.861
65.9005
65.857
65.89
471.46
2020-04-01T00:19:00
65.889
65.9135
65.87
65.884
486.91
2020-04-01T00:20:00
65.8865
65.917
65.872
65.9085
264.62
2020-04-01T00:21:00
65.91
65.914
65.8915
65.8965
312.26
2020-04-01T00:22:00
65.8945
65.9555
65.893
65.9415
488.93
2020-04-01T00:23:00
65.942
65.962
65.922
65.9315
325.53
2020-04-01T00:24:00
65.933
65.9385
65.9125
65.9325
475.45
2020-04-01T00:25:00
65.9325
65.9325
65.8945
65.8985
360.03
2020-04-01T00:26:00
65.8985
65.9085
65.875
65.8765
238.28
2020-04-01T00:27:00
65.874
65.886
65.8405
65.858
276.94
2020-04-01T00:28:00
65.857
65.8765
65.854
65.8745
261.71
2020-04-01T00:29:00
65.874
65.8845
65.8155
65.819
375.2
2020-04-01T00:30:00
65.8165
65.8515
65.8005
65.8415
315.72
2020-04-01T00:31:00
65.8445
65.8475
65.7995
65.803
357.87
2020-04-01T00:32:00
65.8025
65.8195
65.8025
65.8185
270.72
2020-04-01T00:33:00
65.8195
65.8335
65.808
65.8195
544.32
2020-04-01T00:34:00
65.8205
65.8265
65.782
65.795
385.18
2020-04-01T00:35:00
65.795
65.8245
65.7685
65.8195
560.3
2020-04-01T00:36:00
65.82
65.8205
65.7685
65.8125
465.39
2020-04-01T00:37:00
65.8135
65.8205
65.793
65.8185
311
2020-04-01T00:38:00
65.8185
65.859
65.8015
65.8505
567.12
2020-04-01T00:39:00
65.852
65.86
65.822
65.8545
444.53
2020-04-01T00:40:00
65.8545
65.914
65.8545
65.9065
424.7
2020-04-01T00:41:00
65.907
65.9335
65.886
65.9335
332.22
2020-04-01T00:42:00
65.9345
65.9375
65.8845
65.8845
321.4
2020-04-01T00:43:00
65.8845
65.885
65.833
65.859
488.28
2020-04-01T00:44:00
65.8585
65.8735
65.834
65.842
361.09
2020-04-01T00:45:00
65.847
65.8655
65.834
65.842
391.44
2020-04-01T00:46:00
65.841
65.853
65.828
65.846
278.02
2020-04-01T00:47:00
65.846
65.8805
65.8345
65.8755
513.43
2020-04-01T00:48:00
65.8745
65.888
65.866
65.8815
409.3
2020-04-01T00:49:00
65.881
65.917
65.8805
65.898
341.47
2020-04-01T00:50:00
65.898
65.935
65.893
65.893
627.84
2020-04-01T00:51:00
65.8945
65.9065
65.86
65.874
371.56
2020-04-01T00:52:00
65.8735
65.972
65.867
65.955
714.63
2020-04-01T00:53:00
65.955
65.9985
65.955
65.992
722.33
2020-04-01T00:54:00
65.9915
66.015
65.9695
65.997
872.49
2020-04-01T00:55:00
65.9965
66.0285
65.969
65.9885
823.3
2020-04-01T00:56:00
65.9875
65.992
65.9675
65.98
544.69
2020-04-01T00:57:00
65.98
65.993
65.9655
65.976
539.88
2020-04-01T00:58:00
65.9765
65.994
65.965
65.977
296.87
2020-04-01T00:59:00
65.9785
65.998
65.9755
65.99
297.04
2020-04-01T01:00:00
65.9905
65.9985
65.943
65.945
486.71
2020-04-01T01:01:00
65.9445
65.954
65.9125
65.9125
365.61
2020-04-01T01:02:00
65.911
65.9465
65.906
65.945
347.17
2020-04-01T01:03:00
65.945
65.945
65.917
65.92
325.84
2020-04-01T01:04:00
65.9205
65.942
65.9205
65.928
320.61
2020-04-01T01:05:00
65.9285
65.9385
65.9065
65.9375
386.51
2020-04-01T01:06:00
65.938
65.95
65.93
65.9445
376.81
2020-04-01T01:07:00
65.9455
65.962
65.93
65.9425
381.42
2020-04-01T01:08:00
65.9415
65.959
65.941
65.955
294.28
2020-04-01T01:09:00
65.9555
65.9785
65.942
65.9675
365.47
2020-04-01T01:10:00
65.968
65.9685
65.9455
65.9505
170.87
2020-04-01T01:11:00
65.9485
65.9565
65.9165
65.9565
587.53
2020-04-01T01:12:00
65.9535
65.977
65.938
65.967
432.72
2020-04-01T01:13:00
65.9665
65.993
65.9585
65.9775
316.25
2020-04-01T01:14:00
65.978
65.988
65.935
65.9555
476.03
2020-04-01T01:15:00
65.9495
65.9495
65.9015
65.9075
336.32
2020-04-01T01:16:00
65.9075
65.9375
65.8935
65.8955
506.77
2020-04-01T01:17:00
65.8945
65.911
65.886
65.9005
446.04
2020-04-01T01:18:00
65.901
65.932
65.845
65.9195
578.46
2020-04-01T01:19:00
65.918
65.9305
65.903
65.917
488.57
2020-04-01T01:20:00
65.918
65.948
65.912
65.945
541.64
2020-04-01T01:21:00
65.9455
65.969
65.926
65.9285
425.5
2020-04-01T01:22:00
65.9295
65.9505
65.9285
65.929
267.46
2020-04-01T01:23:00
65.9295
65.9455
65.9155
65.9275
470.06
2020-04-01T01:24:00
65.9285
65.938
65.8915
65.903
346.13
2020-04-01T01:25:00
65.9035
65.9435
65.886
65.9335
469.03
2020-04-01T01:26:00
65.932
65.965
65.9015
65.9325
757.5
2020-04-01T01:27:00
65.933
65.9485
65.906
65.948
465.63
2020-04-01T01:28:00
65.9475
65.9475
65.927
65.9365
312.4
2020-04-01T01:29:00
65.9395
65.957
65.877
65.8875
369.28
2020-04-01T01:30:00
65.8855
65.9075
65.8695
65.8965
547.33
2020-04-01T01:31:00
65.8985
65.9255
65.8745
65.903
732.72
2020-04-01T01:32:00
65.9025
65.9265
65.854
65.873
688.03
2020-04-01T01:33:00
65.8745
65.927
65.848
65.8965
516.63
2020-04-01T01:34:00
65.896
65.9135
65.884
65.9015
511.84
2020-04-01T01:35:00
65.9005
65.914
65.895
65.896
289.97
2020-04-01T01:36:00
65.897
65.9285
65.8935
65.9075
434.23
2020-04-01T01:37:00
65.9065
65.9355
65.902
65.9345
256.4
2020-04-01T01:38:00
65.9325
65.9325
65.885
65.9105
224.77
2020-04-01T01:39:00
65.911
65.929
65.8775
65.885
458.3
2020-04-01T01:40:00
End of preview. Expand in Data Studio

FX majors — tick / OHLCV

Dukascopy 由来の主要通貨ペアのヒストリカルデータ。 FX 売買アルゴリズムの検証用に収集したものを、そのまま parquet で置いている。

構成

ディレクトリ 内容 ファイル数 サイズ
1min/ 1分足 OHLCV (<pair>/<YYYY_MM>.parquet) 896 655 MiB
ohlcv/ 集計済み OHLCV (`_<1d 1h 5m>.parquet`)
合計 923 664 MiB

スキーマ

いずれも index が DatetimeIndex。

  • 1min/, ohlcv/, tick/*_1min.parquet — Open / High / Low / Close / Volume
  • tick/*_tick.parquet — ask / bid / ask_volume / bid_volume

収録範囲

  • 1min/ — 8 ペア (aud_jpy, aud_usd, chf_jpy, eur_jpy, eur_usd, gbp_jpy, gbp_usd, nzd_usd)、 概ね 2020-04 〜 2026-04
  • ohlcv/ — 9 ペア。1d は最長 1996-10 以降、1h は 2023-06 以降、5m は 2026-01 以降
  • tick/ — 2026-03 〜 2026-04 の抜粋

注記: USD/JPY の 1 分足は元データが失われているため 1min/ に含まれない。 ohlcv/usd_jpy_*.parquet と tick/usd_jpy_*.parquet は収録されている。

読み込み

import pandas as pd

df = pd.read_parquet("hf://datasets/qleap/fx_majors_tick_ohlcv/ohlcv/usd_jpy_1d.parquet")

出典

Dukascopy の公開ヒストリカルデータを取得・整形したもの。 利用にあたっては提供元の条件を確認すること。

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