Most free data sources provide OHLCV (Open, High, Low, Close, Volume) data in 1-minute or 1-hour increments. This is fine for swing trading, but for high-frequency trading (HFT) or scalping strategies, it is useless.
Dukascopy offers raw tick data. This means you see every single price change that occurred in the market. This level of granularity allows backtests to account for slippage, spread widening, and liquidity gaps with near-perfect accuracy.
# pip install dukascopy-tick-downloader numpy pandas lzma
from dukascopy_tick_downloader import DukascopyTicker
import pandas as pd
Dukascopy’s proprietary trading platform, JForex, is the only place where you can utilize the historical data with zero latency. JForex allows for variable spread backtesting.
ticker = DukascopyTicker('EURUSD')
ticks = ticker.get_ticks_range('2023-06-01', '2023-06-02')
Standard exports are limited to CSV or the proprietary JForex format. Dukascopy Historical Data Exclusive services (offered by third-party providers authorized to redistribute Dukascopy’s source data) convert these massive tick files into ready-to-use formats for:
No essay on Dukascopy’s exclusivity would be complete without addressing its boundaries. The data is exclusive primarily to the retail Forex space. For institutional-grade depth (e.g., full limit order book reconstruction from CME or EBS), Dukascopy does not compete. Furthermore, while the tick data is extensive, it is not a perfect record of the global market. It is a record of the SWFX ecosystem. A strategy that works perfectly on Dukascopy’s exclusive tick data may fail on a different ECN’s feed.
Moreover, accessing the deepest historical data (tick-level back to 2003) effectively requires a live or demo account with Dukascopy. While demo accounts are free, this creates a subtle lock-in effect. Once a quant builds their entire backtesting pipeline around the JForex API and Dukascopy’s timestamp format, migrating to another broker incurs massive switching costs. This strategic exclusivity is a brilliant business model: give away the data to trap the workflow.
You have our personal money-back guarantee: If you’re not happy with our service for any reason, just reach out by December 31, 2025, and we’ll give you 100% of your subscription money back. No strings attached. You can cancel with one-click from your account page anytime.