Data Methodology

Trustworthy research needs a clear data lineage. This page documents exactly where the data the app retrieves comes from, how it's processed into candles on your own machine, and the limitations you should know about.

Source

All historical price data originates from Dukascopy Bank SA, a Swiss bank and ECN broker that publishes a long, public archive of historical quotes. The app retrieves it directly from that archive using an engine built on the open-source dukascopy-node library, running on your machine. We never receive, store or alter the prices — we are not in the path at all, which is also why we can make no claim to rights over them. MarketData Hub is not affiliated with, endorsed by or sponsored by Dukascopy Bank SA. The application retrieves data on your machine, under your instruction, subject to the source's own terms.

From ticks to candles

The raw feed is tick data: individual bid/ask quotes time-stamped to the millisecond. OHLC candles (1-second through monthly) are built on your machine by resampling those ticks into fixed time intervals — the open is the first price in the interval, high and low the extremes, and close the last price. You choose the bid or ask side before the run; forex candles also carry volume where available.

History depth

Available history varies by instrument and by timeframe. Aggregated daily candles reach back furthest — EUR/USD daily, for example, goes to 1973 — while full tick and intraday history for major forex pairs generally begins around 2003, and newer instruments start later. Every instrument page lists the exact start date for each granularity, so you always know the real coverage before you start a run. Every licence tier reaches all of it: depth of history is never something a tier buys.

Update cadence

The archive is current through the last completed trading day, and the app fetches whatever is there at the moment you run it — there is no cache of ours in between to go stale. Markets are closed on weekends and holidays, so those gaps are expected and reflect genuine non-trading periods rather than missing data.

Timestamps & timezone

All timestamps are in UTC, so data lines up consistently across instruments and sessions regardless of your local timezone. CSV and JSON files share the same column layout, documented in the CSV & JSON format guide.

Known limitations

• Prices are indicative aggregated quotes from Dukascopy Bank SA, not an exchange's official consolidated tape — ideal for research and backtesting, but they can differ slightly from a specific venue's prints.
• Because retrieval depends on a third-party archive, the source may change, restrict or discontinue access at any time, which can impair retrieval for some or all instruments. That is outside our control.
• Tick and intraday history is shorter than daily history for most instruments (see "history depth" above).
• Very illiquid periods or instruments may contain sparse data; weekend/holiday gaps are normal.

Using the data

See backtesting with historical data for how to avoid look-ahead and survivorship bias, our Terms of Use for the software licence, and Dukascopy's own terms for what you may do with the data you retrieve.