Download and cache tick data(material) from Dukascopy Bank SA

This is a local API server that downloads tick data on request and caches results for subsequent calls. Finally, a free historical data collection for backtesting your forex trading algorithms! All instruments on this page are supported! (But only currency pairs are tested based on my use case.). Email me for special requests.

Installation ::Python3

pip install tickterial

Usage

This module can be used in two modes. As an API server using a flask backend, and as a module.

Module usage

from datetime import datetime, timedelta
from tickterial import tickloader

def download():
	period = datetime.now() - timedelta(minutes=60) # previous hour
	data = tickloader.download('GBPUSD', period)
	#
	count = 4
	for index, tick in enumerate(data):
		print(tick)
		#
		count -= 1
		if not count:
			print(f'--showing first {index + 1} ticks--')
			break

download()
print('--end--')

Sample output from GBPUSD

{'timestamp': 1689631196.875, 'ask': 1.30788, 'bid': 1.30778, 'ask-vol': 900000, 'bid-vol': 900000}

API-mode usage

Coming soon...

TODO

• Internally convert prices to float - DONE
• Add database caching for large offline histories
• Add API functionality for use as a local tcp streaming service
• Containerize the API through docker for ease of use
• Stick around. There's more coming!

Notes

• Cache is store in UTC. Pass your UTC time difference as last parameter to tickloader.download to fix local time offset.
• Tick data can only be fetch to the previous hour. Current hour returns 404. This is handled internally though
• Cache is stored in current working directory, path = .tick-data. Move this directory when migrating your server to save bandwidth and keep your cached data, or mount a local directory when using docker volumes.

Please donate to keep development going

• My Public Address to Receive BTC: bc1qg8tqa0azl7el38wtdfawxnj2tfz46ajtjnv685
• Via Trust Wallet