The liquidity available at the Ask price (measured in millions).
I can provide specific scripts or step-by-step setup guides based on your needs.
The data inside is compressed using standard LZMA algorithms. Structure of a Decoded Tick dukascopy historical data
Dukascopy offers a broad range of instruments and granularities for historical analysis:
Financial engineers use minute-level data to compute accurate realized volatility, Value at Risk (VaR), and other risk metrics that daily data would smooth over. The liquidity available at the Ask price (measured
This article explores everything you need to know about Dukascopy historical data, from the ways you can download it to the important considerations, limitations, and best practices for integrating it into your trading research.
: Coverage includes Forex (major and exotic), Commodities (gold, silver, oil), Indices, Stocks, ETFs, Bonds, and Crypto CFDs. Structure of a Decoded Tick Dukascopy offers a
Tickstory is a dedicated data-downloading software optimized for MetaTrader users. It automates the extraction of Dukascopy data and launches MT4/MT5 with "99% backtest quality" capability, bypassing the broker's default, less accurate data history. 3. Open-Source Python Libraries
Using the struct module, the binary stream is split into 20-byte chunks to parse time, bid, ask, and volumes.