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Historical Data App — FAQ

Verified answers about Historical Data App.

Historical Data App: Where does the historical data come from, and why is DukasCopy considered institutional-grade?

The Historical Data App sources all price data from DukasCopy, a Swiss-based financial data provider that aggregates tick-level pricing from multiple liquidity sources. DukasCopy is considered institutional-grade because its data represents actual market transactions rather than indicative quotes from a single broker. Banks, hedge funds, and professional trading desks rely on this type of aggregated feed for their own analysis. The tick data is compiled into clean OHLC bars with minimal gaps, producing historical records that closely match what actually occurred in the market at each moment.

Historical Data App: How does DukasCopy tick data differ from the free historical data available inside MetaTrader?

MetaTrader's built-in History Center provides data from your broker's own feed, which often contains missing bars, interpolated prices during low-liquidity periods, and inconsistent timezone handling. DukasCopy data is sourced independently from multiple liquidity providers and compiled at the tick level before being converted to bars. This produces fewer gaps, more accurate OHLC values, and consistent quality across all instruments. The practical difference shows up in backtest reliability; strategies tested on DukasCopy data tend to produce results that more closely match live execution because the underlying price history is cleaner and more complete.

Historical Data App: How does DukasCopy data compare to other data providers like TrueFX or HistData?

TrueFX and HistData both offer free forex tick data, but coverage, consistency, and format differ. TrueFX provides raw interbank quotes for a limited set of pairs with no built-in bar compilation or timezone adjustment. HistData offers pre-formatted bars but has discontinued updates for some instruments and timeframes. DukasCopy provides broader instrument coverage, ongoing daily updates, and tick-perfect compilation into all standard bar formats. The Historical Data App adds timezone synchronization and platform-specific export formatting on top of the DukasCopy feed, which saves considerable manual processing time compared to working with raw files from free providers.

Historical Data App: Which forex pairs are available in the Historical Data App?

The app covers all major forex pairs (EURUSD, GBPUSD, USDJPY, USDCHF, AUDUSD, USDCAD, NZDUSD) plus a wide range of crosses and minor pairs. Commodity instruments, cryptocurrencies, and indices are also available. The exact instrument list depends on DukasCopy's coverage and is updated as new symbols are added. For most retail traders focused on the main forex market, all commonly traded pairs are included.

Historical Data App: How far back does the historical data go for each instrument?

Coverage depth varies by instrument. Major forex pairs typically offer 15 or more years of history, extending back to 2003 or earlier for the most liquid pairs. Minor crosses and commodities may have shorter histories depending on when DukasCopy began collecting data for that specific instrument. Cryptocurrencies naturally have shorter records given their more recent market development. The app supports up to 200,000 bars per symbol, which on H1 translates to roughly 8 to 10 years of continuous data.

Historical Data App: Is XAUUSD (Gold) data included?

Yes. XAUUSD is available across all supported timeframes from M1 through W1. Gold is one of the more frequently requested instruments, particularly among traders testing scalping or breakout strategies on the H1 chart. The DukasCopy feed for Gold provides the same tick-compiled quality as the forex pairs, with daily updates and configurable timezone settings.

Historical Data App: What timeframes are available; M1, M5, M15, M30, H1, H4, D1, W1?

All standard timeframes are supported: M1, M5, M15, M30, H1, H4, D1, and W1. The app compiles DukasCopy tick data into your selected bar format during the download process. You can download the same symbol across multiple timeframes simultaneously for multi-timeframe strategy testing. Each timeframe produces a separate file formatted for your chosen export target.

Historical Data App: How do I import the data into MetaTrader 4; is it a simple drag-and-drop or does it require a script?

The import process for MT4 uses the built-in History Center, accessed through Tools > History Center in the platform menu. You select the symbol, choose the timeframe, and use the Import button to load the CSV file produced by the Historical Data App. No scripts or external tools are required. The process takes a few minutes per symbol and timeframe. The app formats the exported file specifically for MT4's import requirements, so column ordering, date formatting, and delimiter settings are already correct. A step-by-step guide is included with the software.

Historical Data App: How does the timezone synchronization work; can I match any broker's server time?

The app includes a configurable UTC offset field where you enter your broker's server time relative to UTC. Common offsets include UTC+0, UTC+2, and UTC+3, though any offset is supported. When you download data, the app adjusts all candle open and close timestamps to match your specified offset before compiling the bars. This means your exported M15 or H1 candles will have identical boundaries to what your MetaTrader installation shows, which is essential for accurate backtesting. If you are unsure of your broker's offset, checking the server time displayed in MT4's Market Watch window against UTC provides the answer.

Historical Data App: What operating systems does it run on; Windows only, or also Mac and Linux?

The Historical Data App runs natively on Windows. Mac and Linux are not natively supported, though running the application through a Windows virtual machine or VPS is a common workaround. The software is lightweight and does not require significant system resources, so it operates comfortably within most virtualization environments. For traders already running MetaTrader on a Windows VPS, adding the Historical Data App to the same server is practical.

Historical Data App: How often should I update my historical data to keep strategies relevant?

For active strategy development and testing, updating data weekly is a reasonable practice. The app provides daily updates, so you can refresh as frequently as needed. If you are running strategies live and periodically re-testing them against current data, weekly or bi-weekly updates keep your backtests current without excessive effort. Before any significant strategy decision, such as deploying a new EA or adjusting risk parameters, running a fresh backtest on updated data is recommended.

Historical Data App: How does the Historical Data App compare to downloading free data from MetaTrader's History Center?

MetaTrader's History Center pulls data from your broker's server, which varies in quality, depth, and consistency between providers. Gaps, missing bars, and timezone discrepancies are common, particularly on lower timeframes. The Historical Data App provides DukasCopy tick-compiled bars with consistent quality across all instruments, configurable timezone matching, and platform-specific formatting. The result is backtests that produce more reliable, repeatable outcomes. The tradeoff is cost; MetaTrader's data is free, while the Historical Data App requires a subscription. For casual testing, free data may be adequate. For serious strategy development where backtest accuracy directly affects trading decisions, the quality difference justifies the investment.

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