FOREX tick/candle high-frequency data tool

    

   

UPDATE: A Cloudflare Zero Trust security portal has been set up on the external data provider endpoints for tick data.

Overview

This repository introduces a Python-based tool to retrieve high-frequency datasets on foreign exchange transactions. One may either select to retrieve tick-by-tick or candle data for several frequencies in various formats.

Remarks:

• Timestamps provided in the tool are in UTC+0

DISCLAIMER

Past performance is not indicative of future results. Data points are indicative and based on the lowest spreads available on the exchange. Datasets are provided as is for informational purposes only, and is not intended for trading purposes or financial, investment, tax, legal, ...

Getting started

cd examples/
python3 main.py

Architecture

./
├── LICENSE
├── Makefile
├── README.md
├── docs/
│   └── ROADMAP.md
├── examples/
│   ├── main.ipynb
│   └── main.py
├── fxdata/
│   ├── Config.py
│   ├── FXData.py
│   ├── __init__.py
│   ├── constants.py
│   └── utils.py
├── out/
│   ├── csv/
│   └── parquet/
├── requirements.txt
├── setup.py
└── tmp/

License & Credits

MIT