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I need for my project the values of the EUR-USD exchange (both intra-day and ticker). I've been playing around with the Yahoo's YQL API and at this moment I can obtain the current value of the exchange. But no idea about how to get the intra-day values.

Any suggestions?

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Option #1 - If you need historical data you can use one of the links from other answers

Option #2 - Also, historical data can be exported from Metatrader or Ninjatrader :

Option #3 - if you need real time tick data, again, export them from Ninjatrader as far as some brokers now allow to open account in NT for free, e.g. FXCM

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You might be interested in this link:

https://www.dukascopy.com/swiss/english/marketwatch/historical/

It's not as good as Reuters or Bloomberg data, but it's free.

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  • $\begingroup$ I made a script back in the days, to automate the download, and generate a nice CSV or insert the data into a db, maybe it have you interest? $\endgroup$ – chjortlund May 27 '15 at 8:58
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    $\begingroup$ Yes, you could post a link to the uploaded script here. $\endgroup$ – emcor May 27 '15 at 14:56
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Intraday data on FX markets are not publicly available. I can only recommend a paid source where you may eventually ask for a student trial:

http://thomsonreuters.com/en/products-services/financial/quantitative-research-and-trading/tick-history.html

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Oanda also offers tick data for free provide you have an account with them and maintain a balance in excess of $1,000 (academic exceptions are possible). The data can be downloaded from

https://fxtrade.oanda.com/trade-forex/fxtrade/historical-data

It appears that you need to log in to see the relevant restrictions but I have included them here for people to see

To qualify for this service, you need an fxTrade account with a balance of USD 1000 or more. (See below for additional restrictions, and to find out about academic exemptions.)

Restrictions

To qualify for this service, you need an fxTrade account with a balance of USD 1000 or more. (There is an exemption for academics—see below.) You can order data dated as far back as January 1, 2004, and as recent as two (2) months ago. Dates begin and end at midnight GMT. Orders may take up to two weeks to process. So that we can fairly accommodate as many people as possible, each user account can have only one order queued for processing at any time. You may submit a new order as soon as your previous order is processed. This service requires a Javascript-enabled browser. OANDA Rates® are proprietary. Access and use is subject to a limited purpose, fixed-term license agreement. Use is restricted to Licensee's own internal use. Rates are provided "as is" without warranty of accuracy or completeness. All rights reserved.

Academic Exemptions

If you are an academic, you can apply for an exemption from the USD 1000 account minimum: You still must open an fxTrade account. Click the exemption box located at the bottom of the form. In the form's description box, supply details of your academic institution and faculty and include an email address from your academic institution.

TrueFX also has good history with a variety of pairs. Registration is required but is free.

TrueFX brings you real, dealable prices from market making banks, delivered directly with no intermediary. With TrueFX, everyone with an Internet connection has access to clean, untouched liquidity, direct from leading market makers. TrueFX offers streaming real-time, tick-by-tick bid/offer currency rates for free. It also provides access to a database of historical tick-by-tick bid/offer currency rates without charge.

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