How Far Back Does Historical Market Data Go?
"How far back does the data go?" has no single answer — it depends on the instrument AND the granularity, and the two can differ by three decades on the same symbol. This page maps the actual per-timeframe start dates of all 265 instruments in the catalogue. Every number below is computed from the same metadata the instrument pages use, not typed in by hand.
Get the app — €5.60 →The deepest series in the catalogue
The longest daily series here is EUR/USD, reaching back to 1973-03-01. 17 instruments have daily history starting before 1990, and 68 before 2000. The twenty deepest:
| # | Instrument | Asset class | Daily from | Tick from |
|---|---|---|---|---|
| 1 | EUR/USD | Forex Majors | 1973-03-01 | 2003-05-04 |
| 2 | XAG/SEK | Forex Metals | 1977-04-01 | 2011-09-18 |
| 3 | XAG/SGD | Forex Metals | 1980-01-02 | 2011-09-19 |
| 4 | USA 500 (S&P 500) | Indices – Americas | 1980-01-02 | 2012-01-16 |
| 5 | US Light Crude Oil (WTI) | Commodities – Energy | 1983-04-20 | 2013-01-01 |
| 6 | XAG/EUR | Forex Metals | 1985-01-02 | 2011-09-19 |
| 7 | GBP/USD | Forex Majors | 1986-02-10 | 2003-05-04 |
| 8 | USD/CAD | Forex Majors | 1986-02-10 | 2003-08-03 |
| 9 | USD/CHF | Forex Majors | 1986-02-10 | 2003-05-04 |
| 10 | USD/JPY | Forex Majors | 1986-02-10 | 2003-05-04 |
| 11 | USD/HKD | Forex Crosses | 1986-03-17 | 2007-03-13 |
| 12 | Japan 225 (Nikkei) | Indices – Asia | 1986-09-04 | 2013-01-01 |
| 13 | XAG/GBP | Forex Metals | 1986-10-01 | 2011-09-19 |
| 14 | XAG/TRY | Forex Metals | 1987-12-31 | 2011-09-19 |
| 15 | France 40 (CAC 40) | Indices – Europe | 1987-12-31 | 2013-01-01 |
| 16 | UK 100 (FTSE 100) | Indices – Europe | 1988-04-05 | 2013-01-01 |
| 17 | EUR/JPY | Forex Crosses | 1989-06-28 | 2003-08-03 |
| 18 | XAG/HKD | Forex Metals | 1990-01-02 | 2011-09-19 |
| 19 | USD/DKK | Forex Crosses | 1990-04-12 | 2003-08-04 |
| 20 | GBP/CHF | Forex Crosses | 1990-09-06 | 2003-08-04 |
A caveat that applies to every very long series: the further back you go, the more likely the early data is a reconstruction or a stitched continuation rather than tradable quotes — EUR/USD's "1973" daily series predates the euro itself by 26 years. Long history is for regime studies; recent history is for execution-sensitive backtests. See backtesting with historical data.
Depth by asset class
Asset classes joined the archive at very different times — spot forex and metals carry decades of end-of-day history, while crypto crosses and some index CFDs are only a few years old:
| Asset class | Instruments | Deepest daily series | Median daily start | Earliest tick |
|---|---|---|---|---|
| Forex Majors | 7 | EUR/USD (1973) | 1986 | 2003 |
| Forex Crosses | 55 | USD/HKD (1986) | 1998 | 2003 |
| Forex Metals | 18 | XAG/SEK (1977) | 2003 | 2003 |
| Indices – Americas | 6 | USA 500 (S&P 500) (1980) | 2017 | 2012 |
| Indices – Europe | 9 | France 40 (CAC 40) (1987) | 2014 | 2013 |
| Indices – Asia | 6 | Japan 225 (Nikkei) (1986) | 2017 | 2013 |
| Indices – Africa | 1 | South Africa 40 (2022) | 2022 | 2022 |
| Crypto | 33 | Bitcoin vs US Dollar (2017) | 2021 | 2017 |
| Commodities – Energy | 4 | US Light Crude Oil (WTI) (1983) | 2012 | 2010 |
| Commodities – Metals | 3 | High Grade Copper (2012) | 2021 | 2012 |
| Commodities – Agriculture | 6 | London Sugar No.5 (2017) | 2017 | 2017 |
| Bonds | 3 | Euro Bund (2016) | 2017 | 2016 |
| ETFs | 25 | PowerShares QQQ ETF (Nasdaq) (2017) | 2017 | 2017 |
| US Stocks | 49 | Apple Inc (2017) | 2017 | 2017 |
| EU Stocks | 18 | LVMH Moet Hennessy Louis Vuitton (2011) | 2011 | 2015 |
| UK Stocks | 12 | AstraZeneca PLC (2011) | 2011 | 2016 |
| Japan Stocks | 10 | Toyota Motor Corp (2018) | 2018 | 2018 |
The tick-data gap nobody mentions
End-of-day records predate electronic tick archives by decades, so on old instruments the tick series starts much later than the daily one. 107 of the 265 instruments have a gap of two years or more between their daily start and their tick start. The widest gaps:
| Instrument | Daily candles from | Tick data from | Gap |
|---|---|---|---|
| XAG/SEK | 1977-04-01 | 2011-09-18 | 34 years |
| USA 500 (S&P 500) | 1980-01-02 | 2012-01-16 | 32 years |
| XAG/SGD | 1980-01-02 | 2011-09-19 | 32 years |
| EUR/USD | 1973-03-01 | 2003-05-04 | 30 years |
| US Light Crude Oil (WTI) | 1983-04-20 | 2013-01-01 | 30 years |
| XAG/EUR | 1985-01-02 | 2011-09-19 | 27 years |
| Japan 225 (Nikkei) | 1986-09-04 | 2013-01-01 | 26 years |
| France 40 (CAC 40) | 1987-12-31 | 2013-01-01 | 25 years |
| XAG/GBP | 1986-10-01 | 2011-09-19 | 25 years |
| UK 100 (FTSE 100) | 1988-04-05 | 2013-01-01 | 25 years |
| XAG/TRY | 1987-12-31 | 2011-09-19 | 24 years |
| USA 100 (Nasdaq) | 1990-11-07 | 2013-01-01 | 22 years |
The practical consequence: a strategy backtested on candles can reach much further back than one that needs quote-level data. If your method needs ticks, your effective history starts at the tick date in the right-hand column, whatever the headline "since 1973" says. The trade-offs are covered in tick data vs OHLC.
When series begin, by decade
| Daily series starts in… | Instruments | |
|---|---|---|
| 1970s | 2 | |
| 1980s | 15 | |
| 1990s | 51 | |
| 2000s | 5 | |
| 2010s | 147 | |
| 2020s | 45 |
The bulges tell the archive's story: the pre-2000 block is spot FX and metals with deep end-of-day records; the 2010s wave is index, commodity and stock CFDs joining; the 2020s tail is crypto crosses and the newest metal pairs.
How to check any instrument's exact dates
Every instrument page lists its own per-timeframe start dates (tick, minute, hour, daily) and approximate row counts — for example EUR/USD, gold or Bitcoin. Or browse the full catalogue by asset class. The methodology page explains where the metadata comes from and its limitations.
Frequently asked questions
- Which instrument has the longest price history?
- In this catalogue, EUR/USD: daily candles from 1973-03-01. Note that the earliest decades of very long FX series are reconstructed continuations rather than tradable quotes — useful for regime analysis, not execution simulation.
- How far back does tick-level data go?
- The earliest tick data in the catalogue starts 2003-05-04 (EUR/USD). Tick archives are systematically younger than daily records: 107 of 265 instruments have at least a two-year gap between their daily start and their tick start.
- Does more history always make a better backtest?
- No. Old data can span different market regimes, different quoting conventions and (for the oldest FX series) reconstructed prices. More history helps regime and drawdown studies; execution-sensitive strategies should weight recent, quote-level data. The backtesting guide covers the biases involved.
- Do all timeframes of an instrument reach equally far back?
- Almost never. Daily and monthly candles reach the furthest; minute and hourly data typically start years later; tick data is youngest. Each instrument page lists its exact per-timeframe start dates.
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- MarketData Hub vs HistData (2026)
- MarketData Hub vs Dukascopy's Own Historical Export
- MarketData Hub vs TrueFX (2026)
- How to Use MarketData Hub — The Complete Guide
- Historical Market Data CSV & JSON Format Explained
- Backtesting a Trading Strategy with Historical Data