TrueFX by Integral brings you real, dealable prices from market making banks, delivered directly with no intermediary. With TrueFX, everyone with an Internet connection has access to clean, untouched liquidity, direct from leading market makers.
TrueFX offers streaming real-time, tick-by-tick bid/offer currency rates for free. It also provides access to a database of historical (since May 2009) tick-by-tick bid/offer currency rates without charge.
TrueFX offers streaming real-time, tick-by-tick bid/offer currency rates for free. It also provides access to a database of historical (since May 2009) tick-by-tick bid/offer currency rates without charge.
Historical Tick-by-Tick Data
Historical rates starting in May 2009 are available for download for the major currency pairs shown below:
- This data is top-of-the-book, tick-by-tick market data, with fractional pip spreads in millisecond detail.
- All milliseconds time-stamps are based on GMT.
- The data inside the zipped archive is available in .CSV format, without a header, in 4 comma separated columns: Currency pair, Time-stamp, Bid, Ask.
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Each uncompressed CSV file is about 0.5 GB in size and contains approx 10 million records.
The data would be truncated, if the CSV is imported in an Excel 2007 worksheet, since only 1,048,576 rows are supported. A 'File not loaded completely' warning would be shown.
The data would be truncated, if the CSV is imported in an Excel 2007 worksheet, since only 1,048,576 rows are supported. A 'File not loaded completely' warning would be shown.
One potential approach to make such a large CSV file usable in Excel, is to split it into a set of smaller files, with approx 300-700K rows based on the date, since the data is sorted by time-stamp.
