Monday, January 18, 2010

Free Historical Trade Data

Free Historical Trade Data

Download ten years of free historical trade data for futures and forex. Updated Daily!

Right click on the following link and use "Save Target As.." to save this compressed folder to your hard drive. The total size is about 2.5 megabytes for 38 futures and15 forex.

Futures, Forex data

Please note that as of January 28, 2009, these market selections have changed. Most pit markets have been removed and replaced with electronic markets. If you are using this data be sure that your data files are being updated as expected, or change your links to use these new file names. Trading Blox users may want to download a new futures dictionary from this link: Futures Dictionary. Note that if you replace your old dictionary with this new one, any changes you made to your old dictionary will be lost.

The field layout is Date, Open, High, Low, Close, Volume (zero for forex cash markets), Open Interest (futures only), Delivery Month (futures only), Unadjusted Close (zero for forex cash markets).

This data should only be used for testing and training. If you like this data, you should get your own subscription from CSI. They will provide you with more markets, more data, more options for back adjusting, and a robust reliable service with redundancy and backup processes. This free sample data is not guaranteed in anyway, is not always available, and may be changed or discontinued at any time without notice.

Here are the forex pairs included in the sample data:

And here are the symbols for the above as described in the Trading Blox Forex Dictionary:

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