Flat Files/Forex Minute Candlesticks

Forex Minute Candlesticks

23.4 GB

8 columns

From Sep 25, 2009

Candlesticks with open, high, low, close, and volume at per minute granularity for over 1,750+ currency pairs.

Tickers

1,750+

Rows

2 Billion+

Coverage Start

Sep 25, 2009

Region

Global

Available

End of day

Resolution

Nanosecond

Sample Data

CSV sample file
tickervolumeopenclosehighlowwindow_starttransactions
C:EURUSD1201.080631.080331.08071.08031679961600000120
C:EURUSD1201.080341.080551.08061.08031679961660000120
C:EURUSD831.08041.080661.080681.0803167996172000083
C:EURUSD1041.080671.080661.08081.08051679961780000104
C:EURUSD871.080721.080751.08081.0805167996184000087
C:EURUSD871.080721.08071.080741.0805167996190000087
C:EURUSD711.080721.080761.08081.0805167996196000071
C:EURUSD651.080751.080641.08081.0805167996202000065
C:EURUSD1261.080631.080791.08081.08051679962080000126
C:EURUSD741.08081.080691.0811.0806167996214000074

Documentation

ticker - string

The exchange symbol that this item is traded under.


volume - number

The trading volume of the symbol in the given time period.


open - number

The open price for the symbol in the given time period.


close - number

The close price for the symbol in the given time period.


high - number

The highest price for the symbol in the given time period.


low - number

The lowest price for the symbol in the given time period.


window_start - timestamp - integer

The Unix millisecond timestamp for the start of the aggregate window.


transactions - integer

The number of transactions in the aggregate window.


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