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Market Data

All instruments stored locally on mac mini — updated live by bar_server + hourly by data_refresh

23
1-Hour instruments
54
1-Min instruments
~5yr
Core history depth
~90M
Total 1-min bars
4.2 GB
Storage (1-min CSVs)
1-Hour Bars — 23 instruments — IB MIDPOINT via data_refresh.py
SymbolTypeSource Bars FromTo Years
G10 FX
EURUSDFXIB31,944Feb 2021Mar 20265.1
GBPUSDFXIB31,944Feb 2021Mar 20265.1
USDJPYFXIB31,945Feb 2021Mar 20265.1
AUDUSDFXIB31,944Feb 2021Mar 20265.1
USDCADFXIB31,724Feb 2021Mar 20265.1
USDCHFFXIB31,724Feb 2021Mar 20265.1
NZDUSDFXIB31,712Feb 2021Mar 20265.1
USDNOKFXIB31,724Feb 2021Mar 20265.1
USDSEKFXIB31,724Feb 2021Mar 20265.1
USDPLNFXIB31,724Feb 2021Mar 20265.1
EM FX
USDMXNEM FXIB31,724Feb 2021Mar 20265.1
USDCNHEM FXIB31,724Feb 2021Mar 20265.1
USDZAREM FXIB31,724Feb 2021Mar 20265.1
USDKRWEM FXIB8,555Feb 2021Feb 20265.0
Futures
ESFutureIB————
NQFutureIB1,404Apr 2025Mar 20261.0
CLFutureIB3,723Feb 2025Mar 20261.1
GCFutureIB2,288Feb 2025Mar 20261.1
HGFutureIB2,749Feb 2025Mar 20261.1
ZNFutureIB1,288Oct 2025Mar 20260.4
DXFutureIB1,619Aug 2025Mar 20260.6
Indices
SPXIndexIB9,267Mar 2021Mar 20265.0
VIXIndexIB19,412Feb 2021Mar 20265.1
MBTIndexIB92May 2025Feb 20260.8
1-Minute Bars — 54 instruments — Dukascopy historical + IB live (bar_server)
SymbolTypeSource Bars FromTo Years
G10 FX — Dukascopy historical
EURUSDFXDukascopy1,807,209Mar 2021Mar 20265.0
GBPUSDFXDukascopy1,797,541Mar 2021Mar 20265.0
USDJPYFXDukascopy1,809,112Mar 2021Mar 20265.0
AUDUSDFXDukascopy1,785,354Mar 2021Mar 20265.0
USDCADFXDukascopy1,799,834Mar 2021Mar 20265.0
USDCHFFXDukascopy1,745,087Mar 2021Mar 20265.0
NZDUSDFXDukascopy1,786,065Mar 2021Mar 20265.0
USDNOKFXDukascopy1,805,022Mar 2021Mar 20265.0
USDSEKFXDukascopy1,804,680Mar 2021Mar 20265.0
USDPLNFXDukascopy1,833,169Mar 2021Mar 20265.0
EUR Crosses
EURJPYFXDukascopy1,803,517Mar 2021Mar 20265.0
EURGBPFXDukascopy1,784,265Mar 2021Mar 20265.0
EURAUDFXDukascopy1,810,529Mar 2021Mar 20265.0
EURCADFXDukascopy1,815,657Mar 2021Mar 20265.0
EURCHFFXDukascopy1,772,180Mar 2021Mar 20265.0
EURNZDFXDukascopy1,806,873Mar 2021Mar 20265.0
EURSEKFXDukascopy1,752,374Mar 2021Mar 20265.0
EURNOKFXDukascopy1,768,778Mar 2021Mar 20265.0
EURCZKEM FXDukascopy1,667,650Mar 2021Mar 20265.0
EURDKKFXDukascopy1,209,510Mar 2021Mar 20265.0
EURHUFEM FXDukascopy1,708,732Mar 2021Mar 20265.0
EURPLNEM FXDukascopy1,678,475Mar 2021Mar 20265.0
EURTRYEM FXDukascopy1,664,619Mar 2021Mar 20265.0
EURZAREM FXDukascopy1,802,658Mar 2021Mar 20265.0
GBP Crosses
GBPJPYFXDukascopy1,814,715Mar 2021Mar 20265.0
GBPAUDFXDukascopy1,815,381Mar 2021Mar 20265.0
GBPCADFXDukascopy1,813,259Mar 2021Mar 20265.0
GBPNZDFXDukascopy1,802,712Mar 2021Mar 20265.0
GBPPLNEM FXDukascopy1,776,385Mar 2021Mar 20265.0
GBPZAREM FXDukascopy1,794,773Mar 2021Mar 20265.0
AUD / NZD Crosses
AUDCADFXDukascopy1,804,867Mar 2021Mar 20265.0
AUDJPYFXDukascopy1,818,880Mar 2021Mar 20265.0
AUDNZDFXDukascopy1,804,081Mar 2021Mar 20265.0
CADJPYFXDukascopy1,814,650Mar 2021Mar 20265.0
CHFJPYFXDukascopy1,808,792Mar 2021Mar 20265.0
NZDJPYFXDukascopy1,808,570Mar 2021Mar 20265.0
EM FX
USDCNHEM FXDukascopy1,793,801Mar 2021Mar 20265.0
USDZAREM FXDukascopy1,879,413Mar 2021Mar 20265.0
USDMXNEM FXIB Live3,112Mar 2026Mar 2026—
USDCZKEM FXDukascopy1,799,614Mar 2021Mar 20265.0
USDDKKFXDukascopy1,810,129Mar 2021Mar 20265.0
USDHKDEM FXDukascopy1,441,338Mar 2021Mar 20265.0
USDHUFEM FXDukascopy1,799,466Mar 2021Mar 20265.0
USDSGDEM FXDukascopy1,773,326Mar 2021Mar 20265.0
USDTHBEM FXDukascopy1,338,476Mar 2021Mar 20265.0
USDTRYEM FXDukascopy189,608Mar 2025Mar 20261.0
Futures — IB live + Dukascopy historical
ESFutureIB Live83,417Mar 2025Mar 20261.1
CLFutureDukascopy235,996Apr 2024Mar 20262.0
GCFutureIB14,073Feb 2026Mar 20260.1
NQFutureIB2,884Mar 2026Mar 2026—
ZNFutureIB2,943Mar 2026Mar 2026—
Indices — Dukascopy historical
SPXIndexDukascopy1,877,760Mar 2021Mar 20265.0
NQ (Duka)IndexDukascopy1,877,760Mar 2021Mar 20265.0
GC (Duka)IndexDukascopy1,877,760Mar 2021Mar 20265.0

Storage: ~/trade-data/ on mac mini (local, not iCloud). Laptop syncs from mini every 2 hours via rsync. 1-hour bars updated hourly at :02 by data_refresh.py (IB client 21). USDMXN + ES 1-min bars updated live every 60s by bar_server.py (IB client 22). All other 1-min bars are nightly Dukascopy historical data.