Need High-Quality 1Min Fx Historical Data

[sim03]

Quote from Transatlantic:

Hi,

I was wondering if anyone knows of a high-quality data provider that has high-frequency FX data going back several years.

Olsen is the gold-standard and in my opinion the best but they are very very expensive.

Looking at the 1Min historical fx data from GAIN, for example, it looks simply horrible.

Can anyone please recommend a quality trustworthy source of high-frequency Fx data? Thanks.

Regards,

-S

Olsen "very very expensive"? Speaking of Olsen, Oanda's tick data is, in fact, free for the majors (except Aussie), going back 4+ years. All you need is a $1,000 account.

http://fxlabs.oanda.com/cgi/fxlabs.pl?id=9

 

[riviera]

Quote from Transatlantic99:

Atticus,

Oanda/Olsen is definitely the best (without question), but their prices shows that 6 years of 1Min data is appox 1500 to 2000 Euros PER CURRENCY PAIR.

At some point I will be there but cant swing that just yet.

There are some budget guys on the internet that claim to use a blend of Oanda and CQG, but they seem to come and go.

Does anyone know anything good/bad about tickdatamarket.com?

-S

Be careful with this "so called company" tickdatamarket managed by a single guy.


the data i bought were full of missing ones, maybe between 10%/20% missing data per day. (the cheapest is not always the best way to go)
Do not launch a backtest before having checked them.

after a complaint he sent me an updated version , cleaned or not ? i don't know, I do not have data yet from an alternative provider to compare.