Dukascopy data records the reality of the Dukascopy Swiss ECN pool . If you backtest an algorithmic strategy using this data, but deploy the live algorithm on a standard retail market-maker broker, your live performance will diverge from your backtest. Retail brokers typically charge higher, variable markups on top of the raw market spread. Transforming Raw Ticks for Modern Backtesting platforms
A crucial, exclusive feature of Dukascopy’s data service is that the historical data provided for testing is sourced directly from their , not the DEMO environment. This guarantees that backtests are based on real market conditions, enabling more accurate strategy optimization. 3. Deep Historical Coverage dukascopy historical data exclusive
For data scientists and quantitative funds, writing a custom Python script is the preferred method. Using Python libraries like requests , struct , and lzma , you can automate the pipeline directly into a local SQL database or a Pandas DataFrame. Dukascopy data records the reality of the Dukascopy
If you are interested, I can also show you how to compare this data with other brokers to see the difference yourself. Forex Historical Data Export:: Dukascopy Bank SA Transforming Raw Ticks for Modern Backtesting platforms A