Hi stearno and thanks for the question!
There are a few things to note, and I think the most important is that FX is an OTC
(over the counter
) market, so there is no central exchange where all orders are sent to. This means that there can be times when the price available through one broker may not exactly match others. This also impacts historical data as well.
The HDD platform available from www.fxcmapps.com
does offer access to all of the historical prices at FXCM. On major pairs, such as EUR/USD, GBP/USD, USD/JPY, USD/CHF and so forth, the rough average is about 90,000 ticks
per day. This, obviously, depends on market activity (higher volatility leads to more ticks and vice versa), but overall the data is very robust.
In addition to the quality of data, the amount of data is likely just as important. When creating an algorithmic strategy, you not only want to have high quality data, but lots
of it to test your strategy in many market scenarios. Again, the HDD platform provides access to all of FXCM’s historical data, going back about 10 years for 1 minute data, and even further for larger timeframes.
I hope this helps, if you have additional questions, feel free to email me or post them here.