Dukascopy

Dukascopy is a TheoryCraft extension for downloading and streaming historical market data from Dukascopy Bank SA.

Access free historical tick and bar data for 1600+ instruments including Forex, Stocks, Crypto, Commodities, Bonds, ETFs, and Indices.

For tutorials and guides, see the user documentation:

• https://theorycraft-trading.com/docs/guides/dukascopy/

⚠️ Development Status

This library is under active development and the API is subject to frequent changes.

Breaking changes may occur between releases as we refine the interface and add new features.

Installation

Add dukascopy to your list of dependencies in mix.exs:

def deps do
  [
    {:dukascopy, github: "theorycraft-trading/dukascopy"}
  ]
end

CLI Usage

Install the CLI:

mix escript.install github theorycraft-trading/dukascopy

Download Data

# Download daily EUR/USD data
dukascopy download -i EUR/USD --from 2024-01-01 --to 2024-12-31

# Download 5-minute bars in JSON format
dukascopy download -i EUR/USD -t m5 --from 2024-01-01 -f json

# Download with caching enabled
dukascopy download -i AAPL.US/USD -t h1 --from 2024-01-01 --cache

# Download tick data
dukascopy download -i EUR/USD -t tick --from 2024-01-01 --to 2024-01-02

Search Instruments

# Search for instruments
dukascopy search EUR
dukascopy search AAPL
dukascopy search xau

CLI Options

Usage:
  dukascopy download -i INSTRUMENT --from DATE [options]
  dukascopy search <query>

Required:
  -i, --instrument    Trading instrument (e.g., EUR/USD, AAPL.US/USD)
  --from              Start date (YYYY-MM-DD)

Options:
  --to                End date (YYYY-MM-DD or 'now') [default: now]
  -t, --timeframe     Timeframe: tick, m1, m5, m15, m30, h1, h4, D, W, M [default: D]
  -p, --price-type    Price type: bid, ask, mid [default: bid]
  -f, --format        Output format: csv, json, ndjson [default: csv]
  -o, --output        Output directory [default: ./download]
  -h, --help          Show help message

Elixir API

Search Instruments

alias Dukascopy.Instruments

# Get all instruments
Instruments.all()
# => ["EUR/USD", "GBP/USD", "AAPL.US/USD", "BTC/USD", ...]

# Filter by category
Instruments.forex_majors()  # => ["AUD/USD", "EUR/USD", "GBP/USD", ...]
Instruments.forex_crosses() # => ["AUD/CAD", "EUR/GBP", ...]
Instruments.metals()        # => ["XAU/USD", "XAG/USD", ...]
Instruments.stocks()        # => ["AAPL.US/USD", "TSLA.US/USD", ...]
Instruments.commodities()   # => ["BRENT.CMD/USD", "COPPER.CMD/USD", ...]
Instruments.agriculturals() # => ["COCOA.CMD/USD", "COFFEE.CMD/USX", ...]

# Search instruments by name
Instruments.search("eur")
# => ["EUR/USD", "EUR/GBP", "EUR/JPY", ...]

DataFeed (TheoryCraft Integration)

Use Dukascopy.DataFeed with TheoryCraft's MarketSource to build trading pipelines:

alias TheoryCraft.MarketSource

# Build a pipeline with Dukascopy data
opts = [
  instrument: "EUR/USD",
  granularity: :tick,
  from: ~D[2024-01-01],
  to: ~D[2024-01-31]
]

market =
  %MarketSource{}
  |> MarketSource.add_data({Dukascopy.DataFeed, opts}, name: "EURUSD")
  |> MarketSource.resample("m5", name: "EURUSD_m5")
  |> MarketSource.resample("h1", name: "EURUSD_h1")

# Stream events through the pipeline
for event <- MarketSource.stream(market) do
  IO.inspect(event)
end

Available granularities: :tick, :minute, :hour, :day

Streaming API

Use Dukascopy.stream/3 for aggregated data with automatic resampling:

# Stream raw ticks
Dukascopy.stream("EUR/USD", :tick, from: ~D[2024-01-01], to: ~D[2024-01-02])
|> Enum.take(1000)

# Stream 5-minute bars
Dukascopy.stream("EUR/USD", "m5", from: ~D[2024-01-01], to: ~D[2024-01-31])
|> Enum.to_list()

# Stream hourly bars with options
Dukascopy.stream("EUR/USD", "h1",
  from: ~D[2024-01-01],
  to: ~D[2024-12-31],
  price_type: :mid,
  timezone: "America/New_York"
)
|> Enum.to_list()

# Stream daily bars with caching
Dukascopy.stream("EUR/USD", "D",
  date_range: Date.range(~D[2020-01-01], ~D[2024-01-01]),
  use_cache: true
)
|> Enum.to_list()

# Stream weekly bars
Dukascopy.stream("EUR/USD", "W",
  from: ~D[2024-01-01],
  to: ~D[2024-12-31],
  market_open: ~T[17:00:00],
  weekly_open: :sunday
)
|> Enum.to_list()

Supported timeframes (strings or atoms):

• :tick - Raw tick data
• t<N> - N ticks per bar (e.g., t5, t100)
• s<N> - N-second bars (e.g., s30)
• m<N> - N-minute bars (e.g., m1, m5, m15)
• h<N> - N-hour bars (e.g., h1, h4)
• D<N> - N-day bars (e.g., D, D3)
• W<N> - N-week bars (e.g., W)
• M<N> - N-month bars (e.g., M)

Instruments

Development

# Run tests (excludes network tests by default)
mix test

# Run tests including network tests
mix test --include network

# Run CI checks (credo + tests)
mix ci

# Update instrument metadata from Dukascopy API
mix dukascopy.gen.instruments

License

Copyright (C) 2025 TheoryCraft Trading

Licensed under the Apache License, Version 2.0. See LICENSE for details.