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        "author": "Philippe Remy",
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        "description": "# FX 1-Minute Dataset (+ Crude Oil and Stock indexes)\n\nRetrieval made easy.\n\n## Data specification\n\nThis repository contains:\n- A dataset of all the FX prices (1-minute data) from 2000 to late June 2019, in Generic ASCII.\n   - More than 66 FX pairs\n- Contains some commodities:\n   - WTI/USD = WEST TEXAS INTERMEDIATE in USD\n   - BCO/USD = BRENT CRUDE OIL in USD\n- Contains some indexes:\n   - SPX/USD = S&P 500 in USD\n   - JPX/JPY = NIKKEI 225 in JPY\n   - NSX/USD = NASDAQ 100 in USD\n   - FRX/EUR = FRENCH CAC 40 in EUR\n   - UDX/USD = US DOLLAR INDEX in USD\n   - UKX/GBP = FTSE 100 in GBP\n   - GRX/EUR = DAX 30 in EUR\n   - AUX/AUD = ASX 200 in AUD\n   - HKX/HKD = HAN SENG in HKD\nE   - TX/EUR = EUROSTOXX 50 in EUR\n- A set of functions to download the historical prices yourself.\n\nAll the data is retrieved from: http://www.histdata.com/\n\nAny file in a dataset is zipped and contains: \n- a CSV (semicolon separated file).\n- a status report (containing some meta data such as gaps).\n\nAny CSV file looks like this:\n\n```bash\n20120201 000000;1.306600;1.306600;1.306560;1.306560;0\n20120201 000100;1.306570;1.306570;1.306470;1.306560;0\n20120201 000200;1.306520;1.306560;1.306520;1.306560;0\n20120201 000300;1.306610;1.306610;1.306450;1.306450;0\n20120201 000400;1.306470;1.306540;1.306470;1.306520;0\n[...]\n```\n\nHeaders are not included in the CSV files. They are:\n\n```bash\nDateTime Stamp;Bar OPEN Bid Quote;Bar HIGH Bid Quote;Bar LOW Bid Quote;Bar CLOSE Bid Quote;Volume\n```\n\n### DateTime Stamp\n\nFormat:\n`YYYYMMDD HHMMSS`\n\nLegend:\n- YYYY \u2013 Year\n- MM \u2013 Month (01 to 12)\n- DD \u2013 Day of the Month\n- HH \u2013 Hour of the day (in 24h format)\n- MM \u2013 Minute\n- SS \u2013 Second, in this case it will be always 00\n\nTimeZone: Eastern Standard Time (EST) time-zone *WITHOUT* Day Light Savings adjustments\n\n### OPEN Bid Quote\n\nThe open (first) bid quote of the 1M bin.\n\n### HIGH Bid Quote\n\nThe highest bid quote of the 1M bin.\n\n\n### LOW Bid Quote\n\nThe lowest bid quote of the 1M bin.\n\n### CLOSE Bid Quote\n\nThe close (last) bid quote of the 1M bin.\n\n### Volume\n\nNumber of lots. From what I saw it's always 0 here.\n\n## Data files provided: Early 2000 to nowadays\n\nAvailable here: [2000-Jun2019](2000-Jun2019)\n\n## How to download your own dataset?\n\nThis command will re-download all the FULL FX dataset up to today (expect the runtime to be ~4 hours).\n\n```bash\npip install -r requirements.txt\npython download_all_fx_data.py\n```\n\n## API\n\nThen, of course, you can use directly the API in `api.py`. There are two endpoints depending on what you query:\n\n- If you want data for the current year, then you have to query it per month.\n\n```python\ndef download_fx_m1_data(year='2016', month='7', pair='eurgbp'):\n    \"\"\"\n    Download 1-Minute FX data per month.\n    :param year: Trading year. Format is 2016.\n    :param month: Trading month. Format is 7 or 12.\n    :param pair: Currency pair. Example: eurgbp.\n    :return: ZIP Filename.\n    \"\"\"\n```\n\n- If you are interested in data for the past years, then you can query per year.\n\n```python\ndef download_fx_m1_data_year(year='2016', pair='eurgbp'):\n    \"\"\"\n    Download 1-Minute FX data per year.\n    :param year: Trading year. Format is 2016.\n    :param month: Trading month. Format is 7 or 12.\n    :param pair: Currency pair. Example: eurgbp.\n    :return: ZIP Filename.\n    \"\"\"\n```\n\n\n",
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        "summary": "Download FX/commodities data (M1, Tick) from histdata.com.",
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