tradedesk-dukascopy 0.1.3

Dukascopy tick downloader and candle/tick exporter for backtesting workflows.

tradedesk-dukascopy

Dukascopy tick downloader and candle exporter for use in backtesting your trading strategies.

This tool downloads raw tick data from Dukascopy, converts it into clean, deterministic CSV candle files, and writes a metadata sidecar describing exactly how the data was produced.

It is designed to be run once per dataset, not repeatedly during backtests.

---

Quick start

Install:

pip install tradedesk-dukascopy

Export 5-minute candles for EURUSD:

tradedesk-dc-export --symbol EURUSD \
  --from 2025-01-01 --to 2025-01-31 \
  --out data \
  --price-divisor 1000

This produces:

data/
  EURUSD_5MIN.csv
  EURUSD_5MIN.csv.meta.json

You can now point your backtest engine at the CSV file directly.

---

Output files

Candle CSV

The CSV file contains OHLCV candles with timestamps in UTC (ISO-8601):

timestamp,open,high,low,close,volume
2025-01-01T00:00:00+00:00,1.10342,1.10361,1.10311,1.10355,1234.0

• Timestamps are always UTC
• Prices are floats after applying the price divisor
• Volume is derived from tick volume (bid / ask / mid, depending on settings)

Metadata sidecar (.meta.json)

Every CSV is accompanied by a metadata file describing how it was generated:

{
  "schema_version": "1",
  "source": "dukascopy",
  "symbol": "EURUSD",
  "data_type": "candles",
  "timestamp_format": "iso8601_utc",
  "price_divisor": 100000.0,
  "generated_at": "2026-01-03T12:34:56Z",
  "params": {
    "resample": "5min",
    "side": "bid",
    "date_from": "2025-01-01",
    "date_to": "2025-01-31"
  }
}

This ensures datasets are self-describing and reproducible, even months later.

---

Price scaling (--price-divisor)

Dukascopy tick prices are stored as integers or scaled values depending on the instrument.

This tool applies price scaling once, at export time, using --price-divisor.

Examples:

Instrument	Typical divisor
EURUSD	1000
USDJPY	100000
Indices	1 or 10

If unsure, use probe mode:

tradedesk-dc-export --symbol GBPSEK \
  --from 2025-07-01 --to 2025-07-01 \
  --probe

Probe mode prints sample ticks at different divisors without writing files.

---

Intended workflow

This tool is intended to be used as a data preparation step, not as part of your backtest runtime loop:

1. Download and export historical data once
2. Commit or archive the CSV + metadata
3. Run fast, deterministic backtests against local files

---

Requirements

• Python 3.11+
• Internet access to Dukascopy datafeed

---

License

Licensed under the Apache License, Version 2.0. See: https://www.apache.org/licenses/LICENSE-2.0

Copyright 2026 Radius Red Ltd.