Historical Forex Data from 1986 | Olsen Data

The data is available at tick level with millisecond resolution as well as at regular intervals of 1 Min, 5 Min and so on. Tick data fields can optionally include a 4 letter contributor code to distinguish between different quoters. Regular interval data is usually supplied as one of these sets: CloseMid CloseBid, CloseAsk OpenMid, HighAsk, LowBid, CloseMid OpenMid, HighMid, LowMid, CloseMid HighAsk, LowBid, CloseBid, CloseAsk HighMid, LowMid, CloseBid, CloseAsk Field: NumOfTicks in the last interval can also be added if required. Timestamps are by default in GMT but data can be in any Time Zone requested. Pricing depends on frequency and number of fields. 100s of papers in finance and economics have been written since 1986 onwards using our data and several reputed banks and hedge funds use our data for back testing and risk management.