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[Feature] Free Download of FXCM and Oanda Data

We are pleased to announce we can offer free download of our entire forex data library! This collection data covers FXCM and Oanda pricing, including resolutions: Tick, Second, Minute, Hour and Daily.

Never before has such a massive library been available for download. Our dataset covers 39 FXCM currencies since April 2007, and 140 Oanda Forex & CFD contracts since 2004. 

You can see more information about the data here: https://www.quantconnect.com/data. We have a page outlining the symbols available here. All the data is in LEAN format; ready to be plugged into LEAN to be used in Visual Studio locally.

Because the data is so huge (100-200GB) we've asked for a $1 fee to cover the bandwidth costs. Current subscribers can access this data for free.

This data is then stored in your data collection - "My Data". The data will then be available to you on any PC forever!

 

 

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The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.



This is awesome. Thank you Team !
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Sweet :)
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Great news Jared. I just selected a few of those datasets and purchased the bandwidth, but then found over 15,000 files in my MyData folder, I guess one for each instrument/date. Is there a way to download a whole folder, or one file per ticker/instrument?
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Sorry not at this time Kon Rad as zipping 15,000 the files would take significant time to complete. We did disable authentication requirements for the links so its possible to bulk download them using a simple program.

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The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.


Hey Jared. I was able to automate file download with a Firefox plugin, but getting too many duds - empty files, files showing as XML, or simply corrupted zips. If your team could take a look, here are some examples:
https://www.quantconnect.com/data#repository/forex/oanda/minute/usdcnh
All or most of the files.

https://www.quantconnect.com/data#repository/forex/fxcm/second/usdjpy/
At least 5 files, with couple examples here:
20100101_quote.zip
20151225_quote.zip
20160728_quote.zip

Haven't tried more because my Firefox is displaying lots of error messages and crashes.

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Thanks Kon Rad, please submit a ticket to quantconnect.com/support so we can look into your account. Its a brand new system so we're still ironing out the bugs.

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The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.


Hi Jared,

Thanks for this great giving. A couple of questions below:

1. Which forex data quality is better, FXCM or Oanda?

2. How does Lean support multiple minutes data such as 5 minutes, 10 minutes, etc., and weekly data? Should I build multiple minutes data based on minute data and weekly data based on daily data?

Thanks,

ww

 

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new member here, is this pay-$1-per-pair-to-download or $1 for all pairs?
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Hi David, the charge is made by the weight of the data that you are downloading with a total minimum charge of $1.

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The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.


The data files come in LEAN format JC: if you're using the LEAN algorithmic trading engine it will work seamlessly. It can even be configured to download and put the files inplace for you.

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The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.


For those interested...the hourly data is much easier to handle. It appears to be one file per symbol instead of the one file per day per symbol for minute data.
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Have this inconvenient been solved? Should have read this thread before paying that USD1. Not only I mistaken selected the wrong set of data (EURAUD instead of EURUSD), the data comes in multiple files and multiple links.

I need the data for my own local research, thus do not plan to use the LEAN engine or have MSVC installed. Anyone knows of an alternative way to download the data, hopefully in a single file? Python script would do too.   

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To help new users utilize the free data we've create a quick introductory video! Check it out below:

https://www.youtube.com/watch?v=uyHp_jyeSpA

 

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The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.


I downloaded Lean and compiled in VS with the sugested configs.  I am getting a reference to the fxcm data by default.  How do I change the api to look for oanda data?

 

Thanks,

Dan

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AddForex ("EURUSD", Resolution.Minute, Market.Oanda);
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The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.


Is tick data available for Oanda?

I attempted to download EURUSD data from Oanda in both tick and second resolutions. But, I'm getting a "Not available for download" notice before adding the data to my cart. However, those frequencies are listed in the Resolutions section of the instrument.

Thanks, Wayne

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OANDA didnt permit us to allow it for downloading, but you can backtest on

it in QC.
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The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.


Hi ,

I've downloaded EURUSD 1 minute data files from oanda and fxcm and I am trying to compare them but the files contain very different data (not just 1 or 2 pips but sometimes 20 pips or more).

Do the fxcm and oanda files use the same timezone ?    If not what are the timezone used ?

Thanks

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FXCM is ET, OANDA is GMT. 

They are for use in LEAN which automatically handles the timezones. For LEAN support please use the open source group.

https://groups.google.com/forum/#!forum/lean-engine

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The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.


Update Backtest





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The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.


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