Obtaining And Using Historical Tick Prices From Oanda

[Note: these instructions for Oanda were written a couple of years ago. If you have more recent experience of obtaining their historical prices we would appreciate an update].

Oanda, through the FXTicks tool in their FXLabs section, offers tick data going back to January 1st, 2004. This is for five currencies only though - EUR/USD, GBP/USD, USD/CAD, USD/CHF, USD/JPY.

From the website:

In order to qualify for this service, you must have an FXTrade account with a balance of 1000 USD or more. Data may be ordered as far back as January 1, 2004, and as recently as two (2) months ago.

Steps to obtain the files:

1. Go to Oanda to order the files.
2. Fill in the form on that webpage. ATM can handle ASCII Text, CSV, and Pipe-delimited.
3. Repeat step 2 for all currencies that you want the data for.
4. Wait up to 2 weeks for Oanda to process your request. When they notify you, they will provide you with a website link to click.
5. Click the link and download the file. Whether you use downTHEMall! or not is up to you.

Now you have the files downloaded to your computer. But they are huge! Seriously. They are going to be more manageable if you split them into smaller files. That's where Text File Cleaver comes in.

Start Text File Cleaver, select the file to cleave, and select the directory to put the small files in. Click the "Go!" button. Repeat that for each big file you downloaded.

Then follow the rest of the instructions to load text files and create price bars. But on the File Loader window, select the smaller files to load instead of the big file.