Tuesday, November 20, 2012

Source of Forex historical intraday data

As mentioned in the last post, I am trying to find some historical forex intraday data, at least in hours, better in minutes or seconds.

I found a post listing 6 places to download forex historical intraday data. I select the follows as I feel they are  easier to use.

Fxhistoricaldata

Forex intraday data provided by Fxhistoricaldata is available in two different periods (hourly and daily) and for 17 FX pairs.

How to download quotes:

  • - Go to http://www.fxhistoricaldata.com/
  • - Click on one currency pair
  • - Click on "Hourly" to download 1-hour data
  • - Rename the downloaded file by adding the ".zip" extension
  • - Open the zipped file and extract the CSV data

I think, instead of using R to download daily forex data from Oanda, I prefer downloading data and do the analysis seperately. However, one thing I am worred is R's ability to work with big data which is an issue since long time ago -- several problems when R meets big data makes me stay farther from it.... 



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