Historical market data (also known as trading history, time and sales or tick data) provides a detailed record of every trade that happens on our markets, including the following information:
- The exact date and time of each trade.
- The price at which each trade occurred.
- The amount of volume that was traded.
In order to make our historical market data as accessible as possible to our clients, we provide downloadable CSV (comma separated) files that include all of the trading history for each of our currency pairs from the beginning of each market up to the present (currently the end of Q1 2023).
Each ZIP file contains the relevant CSV files, which can be viewed in a text editor, used in code, converted into other formats (such as JSON, XML, etc.) or imported into a spreadsheet.
Note that historical market data for all of our currency pairs is also available via the REST API Trades and OHLC endpoints, but there are some limitations (such as the amount of data that is available and how quickly the data can be retrieved).
For clients that have already downloaded the historical market data in the past, incremental updates are provided at the end of each quarter.