Data Resources – Forex

A list of unqualified data resources with a bias towards the Forex markets. Some sites provide equity data and data for other financial instruments as well.

The list is dynamic and subject to change without notice.

The list is ordered according to when the author researched the site and it is not sorted by rank or order of merit.

CAUTION – MOST OF THE LINKS CONTAIN COMMERCIAL REFERENCES OR LINK TO COMMERCIAL SITES.

NOTE: THE AUTHOR HAS NO COMMERCIAL AFFILIATIONS OF ANY KIND AND RECEIVES NO GRATUITIES, OR BENEFITS, FROM ANY COMMERCIAL ORGANIZATION OR INDIVIDUAL INVOLVED IN COMMERCIAL ACTIVITIES. NOR IS HE PERSONALLY ENGAGED IN ANY COMMERCIAL ACTIVITIES, RELATED TO TRADING, IN ANY WAY. THE LINKS ARE PROVIDED AS A RESOURCE AND FOR EDUCATIONAL PURPOSES. THEY ARE NOT A RECOMMENDATION, ON THE PART OF THE AUTHOR, NOR DO THEY CONSTITUTE INVESTMENT ADVICE AND SHOULD NOT BE CONSTRUED AS SUCH.

 

2) Paritech

http://www.paritech.com.au/default-au.htm

A Melbourne (Australian) based provider of market data utilizing Paritech’s DataTools program.

EOD data for Foreign Exchange – 13 spot cross-rates against the U.S. Dollar.

 http://www.paritech.com.au/AU/products/data/datatools.asp

 

1) JustData

 http://www.justdata.com.au/

EOD data for Forex, Stocks, Commodities and Futures from Australia, Asia, Europe, Africa, North and South America (stock market data from over 90 World Exchanges) http://www.justdata.com.au/Products/BodhiFreeway/bg_data.htm#stocks

Stock data is biased towards the Australian market (ASX equity data includes dividend adjustment, using div values as recorded by the ASX, GIC’s sectors and current fundamental data).

Historical data – shipped as a CD ROM – available with data subscription packages or standalone – deep histories – Equities & Indices for international markets – Equities, Indices and Warrants for London and the major Asian and American markets – Equities, Indices, Income, Warrants and Options for the Australian market – plus World Indices – plus Futures (Commodities) & Indices for America, Europe and Asia – plus the dollar cross rates (Forex) for the major currencies.

http://www.justdata.com.au/Products/BodhiHistory/index.htm

Bodhi History includes expired symbols on the ASX since 1990 and on other Exchanges since JustData started disseminating them.

The future and commodity markets contain continuous contracts and current contracts for all traded symbols.

Choose to adjust your databases for Structural Events such as Share Splits; Distribution events such as Renounceable issues; Capital Change and Dividends (the author is not certain of this applies to all markets). You can also adjust Overseas Future & Commodity data at the time of a contract swap.

Compatible with AmiBroker (select ASCII, CSV or spreadsheet formats).

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One Response to “Data Resources – Forex”

  1. February 3rd, 2008 | 6:44 am

    In addition to the links presented, here is another:

    Norgate Investor Services – PremiumData – End of day data
    http://www.premiumdata.net/

    As well as stocks data, Norgate Investor Services provides futures data that includes currency futures and spot forex data.

    Spot Forex data, with history back to 1991, covers 82 currencies pairs.

    Futures data covers around 100 contracts across 15 exchanges. In respect of currency futures, Norgate covers those trading on the CME with history back to 1979 where available.

    Data history can be purchased separately from daily updates, and a free trial is available to help you evaluate the suitability of the data.