Dukascopy maintains an impressive historical archive.
By reviewing the tick data during previous Non-Farm Payroll releases, you can calculate the average slippage (e.g., "A market order of 1 lot slips 2.5 pips in the first second"). dukascopy historical data
Is Dukascopy always the best? No. Here is how it stacks up against competitors: Dukascopy maintains an impressive historical archive
| Feature | Dukascopy | ForexTickData | TickStory | Oanda | | :--- | :--- | :--- | :--- | :--- | | Cost | Free (via JForex) | $50+/month | Free (limited) | Free | | Tick Depth | Yes (Volume) | Yes | Yes | No (Only Bid) | | Historical Span | 20+ Years | 10 Years | 15 Years | 20 Years | | Ease of Use | Moderate (Needs JForex) | Easy (CSV ready) | Moderate | Easy | | Spread Accuracy | High (ECN raw) | Medium | High | Medium (Retail) | So you have 1 million rows of CSV data
Verdict: Use Dukascopy if you need raw tick volume and long history. Use a paid service if you want cleaned, ready-to-use CSV files without the technical headache.
So you have 1 million rows of CSV data. Now what? Here is a professional workflow.