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If you use Last price only, you ignore the spread. In a fast market (News events), the spread on Dukascopy data can widen from 0.1 pips to 10 pips instantly. If your backtest uses Last price, it will show a profit when in reality you would have been stopped out by the spread.
Dukascopy historical data has a wide range of real-world applications, including: dukascopy historical data
Includes millisecond-accurate price action and volume data (sum of best bid/ask volumes). How to Access and Download the Data If you use Last price only, you ignore the spread
| Aspect | Review | |--------|--------| | | Direct from Dukascopy’s live trading servers (ECN environment) | | Tick granularity | True tick data (not artificially sampled) | | Cleaning | Minimal filtering; raw ticks may contain spikes, but this reflects real market conditions | | Gaps | Some gaps exist around weekends, holidays, or low-liquidity hours (especially exotics) | | Adjustments | No automatic split/dividend adjustments for indices – you must handle this manually | | Spread data | Not directly provided; you must derive from bid/ask ticks (if using full tick data) | Dukascopy historical data has a wide range of
For algorithmic traders and quantitative analysts, is often cited as the "gold standard" for free, institutional-grade market information. Providing tick-level precision for over 1,600 instruments —including Forex, stocks, crypto, and commodities—it serves as the backbone for high-accuracy backtesting and strategy development. Key Features of Dukascopy Historical Data