{"id":15626127,"url":"https://github.com/philipperemy/fx-1-minute-data","last_synced_at":"2025-05-15T12:05:27.551Z","repository":{"id":44890510,"uuid":"92007285","full_name":"philipperemy/FX-1-Minute-Data","owner":"philipperemy","description":"HISTDATA - Dataset composed of all FX trading pairs / Crude Oil / Stock Indexes. 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Tick data is also available with the API.\n\n## Download the dataset\n\n- Click Here to download it: [All instruments - 1Minute - 2000 / 2024 - Google Drive link (3GB)](https://drive.google.com/drive/folders/1IG_5SM3SLsxVeaDJlmL2qskex5EsTwjG?usp=sharing).\n\n- You can also re-download the whole dataset (up to date) by yourself:\n\n```bash\npip install -r requirements.txt\npython download_all_fx_data.py\n```\n\nExpect it to take around 10 minutes if you have a fast internet connection.\n\n\n## API\n\n[![Downloads](https://pepy.tech/badge/histdata)](https://pepy.tech/project/histdata)\n[![Downloads](https://pepy.tech/badge/histdata/month)](https://pepy.tech/project/histdata/month)\n\n```\npip install histdata\n```\n\n### Examples\n\n```python\nfrom histdata import download_hist_data as dl\nfrom histdata.api import Platform as P, TimeFrame as TF\n```\n\n- Download tick data for 2019/06:\n\n```python\ndl(year='2019', month='6', pair='eurusd', platform=P.GENERIC_ASCII, time_frame=TF.TICK_DATA)\n```\n\n- Other possible calls:\n\n```python\ndl(year='2019', month='6', pair='eurusd', platform=P.NINJA_TRADER, time_frame=TF.TICK_DATA_LAST)\ndl(year='2019', month='6', pair='eurusd', platform=P.NINJA_TRADER, time_frame=TF.TICK_DATA_ASK)\ndl(year='2019', month='6', pair='eurusd', platform=P.NINJA_TRADER, time_frame=TF.TICK_DATA_BID)\ndl(year='2019', month='6', pair='eurusd', platform=P.NINJA_TRADER, time_frame=TF.ONE_MINUTE)\ndl(year='2019', month='6', pair='eurusd', platform=P.GENERIC_ASCII, time_frame=TF.TICK_DATA)\ndl(year='2019', month='6', pair='eurusd', platform=P.EXCEL, time_frame=TF.ONE_MINUTE)\ndl(year='2019', month='6', pair='eurusd', platform=P.META_TRADER, time_frame=TF.ONE_MINUTE)\ndl(year='2019', month='6', pair='eurusd', platform=P.META_STOCK, time_frame=TF.ONE_MINUTE)\ndl(year='2018', month='6', pair='eurusd', platform=P.NINJA_TRADER, time_frame=TF.TICK_DATA_LAST)\ndl(year='2018', month='6', pair='eurusd', platform=P.NINJA_TRADER, time_frame=TF.TICK_DATA_ASK)\ndl(year='2018', month='6', pair='eurusd', platform=P.NINJA_TRADER, time_frame=TF.TICK_DATA_BID)\n```\n\n## Data specification\n\nThis repository contains:\n- A dataset of all the FX prices (1-minute data) from 2000, in Generic ASCII.\n   - More than 66 FX pairs\n- Contains some commodities:\n   - WTI/USD = WEST TEXAS INTERMEDIATE in USD\n   - BCO/USD = BRENT CRUDE OIL in USD\n- Contains some indexes:\n   - SPX/USD = S\u0026P 500 in USD\n   - JPX/JPY = NIKKEI 225 in JPY\n   - NSX/USD = NASDAQ 100 in USD\n   - FRX/EUR = FRENCH CAC 40 in EUR\n   - UDX/USD = US DOLLAR INDEX in USD\n   - UKX/GBP = FTSE 100 in GBP\n   - GRX/EUR = DAX 30 in EUR\n   - AUX/AUD = ASX 200 in AUD\n   - HKX/HKD = HAN SENG in HKD\nE   - TX/EUR = EUROSTOXX 50 in EUR\n- A set of functions to download the historical prices yourself.\n\nAll the data is retrieved from: http://www.histdata.com/\n\nAny file in a dataset is zipped and contains: \n- a CSV (semicolon separated file).\n- a status report (containing some meta data such as gaps).\n\nAny CSV file looks like this:\n\n```bash\n20120201 000000;1.306600;1.306600;1.306560;1.306560;0\n20120201 000100;1.306570;1.306570;1.306470;1.306560;0\n20120201 000200;1.306520;1.306560;1.306520;1.306560;0\n20120201 000300;1.306610;1.306610;1.306450;1.306450;0\n20120201 000400;1.306470;1.306540;1.306470;1.306520;0\n[...]\n```\n\nHeaders are not included in the CSV files. They are:\n\n```csv\nDateTime Stamp;Bar OPEN Bid Quote;Bar HIGH Bid Quote;Bar LOW Bid Quote;Bar CLOSE Bid Quote;Volume\n```\n\n### DateTime Stamp\n\nFormat:\n`YYYYMMDD HHMMSS`\n\nLegend:\n- YYYY – Year\n- MM – Month (01 to 12)\n- DD – Day of the Month\n- HH – Hour of the day (in 24h format)\n- MM – Minute\n- SS – Second, in this case it will be always 00\n\nTimeZone: Eastern Standard Time (EST) time-zone *WITHOUT* Day Light Savings adjustments\n\n### OPEN Bid Quote\n\nThe open (first) bid quote of the 1M bin.\n\n### HIGH Bid Quote\n\nThe highest bid quote of the 1M bin.\n\n### LOW Bid Quote\n\nThe lowest bid quote of the 1M bin.\n\n### CLOSE Bid Quote\n\nThe close (last) bid quote of the 1M bin.\n\n### Volume\n\nNumber of lots. Looks like it's always 0.\n","project_url":"https://awesome.ecosyste.ms/api/v1/projects/github.com%2Fphilipperemy%2Ffx-1-minute-data","html_url":"https://awesome.ecosyste.ms/projects/github.com%2Fphilipperemy%2Ffx-1-minute-data","lists_url":"https://awesome.ecosyste.ms/api/v1/projects/github.com%2Fphilipperemy%2Ffx-1-minute-data/lists"}