Data Format
Forex and CFD
Introduction
Forex and CFD files have the same format and differ only in the security type folder. They have quote data only and store the actual prices. The data time zone depends on the market. For example, the data time zone of the oanda market is UTC and the data time zone of the fxcm Forex market is UTC-05.
Folder Structure
The following table shows the paths of the Forex and CFD data files:
| Resolution | Zip File | CSV File |
|---|---|---|
| Tick, second, and minute | <securityType> / <market> / <resolution> / <ticker> / <date>_quote.zip | <date>_<ticker>_<resolution>_quote.csv |
| Hour and daily | <securityType> / <market> / <resolution> / <ticker>.zip | <ticker>.csv |
In these paths, <securityType> is forex or cfd. Each zip file contains one CSV file. For example, forex / oanda / minute / eurusd / 20140501_quote.zip contains 20140501_eurusd_minute_quote.csv.
Bar Data
The following table shows the bar data, with an example row from the EURUSD minute file of the oanda market on May 1, 2014:
| Data Type | Resolutions | Example |
|---|---|---|
| Quote bar | Second, minute, hour, and daily | 0,1.38676,1.38686,1.38669,1.38686,0,1.38686,1.38697,1.38680,1.38697,0 |
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