Dukascopy intraday/daily static data provider
Author: Eugene
Creation Date: 4/26/2012 7:35 AM
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Eugene

#1
Just released: Dukascopy static data provider! Wealth-Lab users can download several years of 10/60-minute data for Forex currency pairs and a short sample of world indices and stocks.

The provider is available for installation from our web site (Extensions section):

Dukascopy provider - installation link

Download quotas are very tight, be very careful not to exceed Dukascopy's limits. Don't be greedy and it will work :)

Dukascopy provider setup guide in the Wealth-Lab Wiki
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Eugene

#2
In the latest update (2012.07):

* Fix: Update all data by provider not working
* Fix: (internal) UTC to CEST time zone change in Market Manager
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murty

#3
I cannot download data (EOD or 10min) for any instruments using DukasCopy provider. It never downloaded. I only tried today with the latest version update of WLD6

For DukasCopy: Downloader never downloads data, EOD or intraday, for any instrument.

For Forexite: Downloader downloads data successfully. But when opening a chart, it is not loaded. It says 'No Data Available'
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Eugene

#4
QUOTE:
For DukasCopy: Downloader never downloads data, EOD or intraday, for any instrument.

The provider works perfectly for me. There was at least one time when the data source returned an empty document but that was a temporary glitch. Right now, I double checked and everything's fine.

Make sure you've read and understood the provider's limitations, as imposed by the free data vendor, in the Wiki:

Limitations

Considering this, I recommend to start with Daily data. What are the "any" instruments, precisely?

QUOTE:
For Forexite: Downloader downloads data successfully. But when opening a chart, it is not loaded. It says 'No Data Available'

I appreciate your understanding that we shall maintain order on the forums. Please re-post in the appropriate forum thread:

Forexite data provider
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schranzi9

#5
Dukascopy EoD history for Forex is very good. But I miss some important forex pairs like AUD/CAD, AUD/CHF, AUD/NZD, EUR/AUD and many more. Any idea how I can import this additional forex pair into the data stream from Dukascopy? Where can I get more information which forex pairs are possible to stream EoD into WL with Dukascopy?

Regards Chris
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Eugene

#6
The provider makes possible to download every FX pair available from the data vendor. No restrictions in this sense. So if after clicking Refresh Classification it doesn't appear in the tree (e.g. a new symbol), it is not available in Dukascopy's free historical data feed.
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schranzi9

#7
Hello Eugene, I match the data from the link http://www.dukascopy.com/swiss/english/marketwatch/historical/ with the forex data in WL data manager but these data are not the same. These data are different between what comes in WL and what is offering about dukascopy page. So it is not true that the provider makes possible to download every FX pair available from the data vendor.
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Eugene

#8
Already after the provider was released, it looks like Dukascopy redesigned their data export page. Nonetheless, the old classification (click) is still functional and is being used by the provider for downloading the data. Whatever is available on that page, can be downloaded -- so what I said above is true. This explains both your confusion (sorry) and some differences that you may have noticed.

The provider will work as long as the legacy classification page keeps working. The new data export page - slow as hell and protected from parsing - will not be supported, shall Dukascopy supersede the old one.
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Barseggg

#9
Hello!

I have the same problem with Dukascopy Datasets. "No Data Available" for 10m, hourly and daily data ...
And it's strange, but I can't find Market Manager in Wealth-Lab Cient Software Components.

Regards,
Evgeny.
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Eugene

#10
The data provider is dead. The extension has been unpublished.

Lately, Dukascopy has finally taken down the old data download API. Unfortunately, the provider has become completely defunct. Since absolutely everything has changed (download URLs, classification format, proprietary data file format, file packer etc.), fixing the provider would require a considerable effort on all fronts comparable to a rewrite from scratch. What's worse, it seems that some interaction is required in order to grab the files (preprocessing), slowing things down. Finally, minification was applied to the JS code.

This is where its story ends for now, so it's advised that you shop for an alternative in our Extension Finder.

QUOTE:
And it's strange, but I can't find Market Manager in Wealth-Lab Cient Software Components.

It's under the Tools menu.

See update below!
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Barseggg

#11
Thank you for information about Dukascopy ...
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Eugene

#12
The Dukascopy provider has been re-released.

We were able to overcome those traps for a developer in our own way. ;) Version 2013.05 now delivers less data and markets but the best thing is that it works.

DataSets must be re-created; old Dukascopy DataSets will no longer work.
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Eugene

#13
In the latest update (2013.07):

* Change: provider will not add weekend bars (garbage from data feed)
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Eugene

#14
In the latest update (2014.01):

Fix: intraday data stopped updating, new downloads ended at 2007
Fix: provider stopped working in Strategy Monitor
Fix: "Update All Data" stopped working
Change: slightly optimized daily data requests
Change: (internal) multithreaded download routine rewritten. Should improve work on modern multi-core CPUs (e.g. servers)
Change: 1-minute data is no longer supported
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Eugene

#15
In the latest update (2015.06):

Fix: (breaking change) to comply with Wealth-Lab's end-of-bar timestamps, adjusted time 1 bar forward because Dukascopy timestamps dates as start-of-bar
Change: upgraded to .NET 4.5, Wealth-Lab 6.8+ recommended
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Eugene

#16
What's new in version 2017.04:

* Fix: "Update all data" doesn't update any data during first-time update
* Change: Wealth-Lab 6.9+ required