No discussion of Dukascopy data is complete without a sober assessment of its quality. The data is . It reflects the bid/ask prices on Dukascopy’s own liquidity pool and its relationship with its liquidity providers (e.g., Credit Suisse, J.P. Morgan, UBS). This means the data is a consolidated snapshot of one broker’s execution environment, not a true “tape” of the entire interbank market.
: While high quality, some users report that raw ticks may still require "cleaning" or synchronization of bid/ask bars for the most precise results. dukascopy+historical+data