data = Dukascopy().get_instrument('EUR/USD', 'M1', start='2020-01-01', end='2020-12-31') print(data.head())
Always test your data integrity by comparing a downloaded CSV’s daily high/low with a free source like Investing.com. Minor discrepancies can occur, but major gaps should be investigated before backtesting.
prices, which is essential for accurate backtesting of spreads. : Available in (MetaTrader), and Dukascopy Bank SA How to Access and Download
Calculate the actual spread: (Ask Price - Bid Price) / Pip Size . If your strategy trades on limit orders, you care about the Bid. If market orders, you care about the Ask.
Most brokers provide "1-minute" or "1-hour" OHLCV (Open, High, Low, Close, Volume) data. Dukascopy provides . A tick is every single change in the bid/ask price. By aggregating their ticks, you can reconstruct any timeframe (1-second, 5-minute, 4-hour) with 100% mathematical accuracy.
Dukascopy provides high-quality historical tick and bar data