Regret to say that exact data is hard to come by!
Dont want to shatter any illusions but any concept of scientific accuracy or consistency is just not present in what is a staggeringly huge and very fluid market.
There is no central clearing portal for Forex, so at any given moment, the price of a pair can vary by up to 20 pips between feeds, more after big news hits.
You have different banking groups supplying wholesale rates, other portals offering a choice of wholesalers prices to brokers, some brokers are 'straight through', others operate an internal market (aka 'dealing desk'), some are a mixture depending on market conditions.
So against all that, exact data isnt going to happen, whether for live or historical purposes.
Trading and (successful) EA writing is about managing chaos!!! |