Download in Bulk

To unlock local access to the Forex dataset, open the Pricing page of your organization and subscribe to at least one of the following data packages:

• OANDA Forex - Daily History
• OANDA Forex - Hour History
• OANDA Forex - Minute History
• OANDA Forex - Second History

You need billing permissions to change the organization's subscriptions.

After you subscribe to local access, follow these steps to download the data:

1. Log in to the Algorithm Lab.
2. On the CLI tab of the dataset listing, use the CLI Command Generator to generate your download command and then copy it.

The Ticker, Start Date, and End Date fields are irrelevant for bulk downloads.

3. Open a terminal in your organization workspace and then run the command from the CLI Command Generator.

After you bulk download the Forex dataset, new daily updates are available at 3 PM Coordinated Universal Time (UTC) after each trading day. To gain access to the data updates, open the Pricing page of your organization and subscribe to at least one of the following data packages:

• OANDA Forex - Daily Updates
• OANDA Forex - Hour Updates
• OANDA Forex - Minute Updates
• OANDA Forex - Second Updates

You need billing permissions to change the organization's subscriptions.

After you subscribe to dataset updates, to update your local copy of the Forex dataset, use the CLI Command Generator to generate your download command and then run it in a terminal in your organization workspace. Alternatively, instead of directly calling the lean data download command, you can place a Python script in the data directory of your organization workspace and run it to update your data files. The following example script updates all data resolutions:

import os
from datetime import datetime
from pytz import timezone

# Define a method to download the data
def download_data(resolution, overwrite=False):
    print(f"Updating {resolution} data...")
    command = f'lean data download --dataset "FOREX Data" --data-type "Bulk" --resolution "{resolution}"'
    if overwrite:
        command += " --overwrite"
    os.system(command)

# Update minute and second data files
END_DATE = datetime.now(timezone("US/Eastern")).strftime("%Y%m%d")
new_data_available = False
for resolution in ["second", "minute"]:
    latest_date = sorted([f for f in os.listdir(f"forex/oanda/{resolution}/eurusd")])[-1].split('_')[0]
    if latest_date >= END_DATE:
        print(f"{resolution} data is already up to date.")
        continue
    new_data_available = True
    download_data(resolution)

# Update daily and hourly data files
if new_data_available:
    for resolution in ["hour", "daily"]:
        download_data(resolution, True)

To update your local dataset, the preceding script checks the date of the most recent EURUSD data you have for second and minute resolutions. If there is new data available for either of these resolutions, it downloads the new data files and overwrites your hourly and daily files. If you don't intend to download all resolutions, adjust this script to your needs.

The following table shows the size of the Forex dataset for each resolution:

The following table shows the price of the Forex dataset subscriptions: