Source of Top Quality FX data?

a_gnome

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Can anyone recommend a good quality source of end of day FX data? It must be actual tradable data rather than indicative and ideally from an ECN and ideally in highest-bid/lowest-ask bars. I need it for as many cross rates (i.e. non USD ccy pairs) as possible. I know of Olsen as a possible (but expensive) data source (www.olsendata.com) but I am wondering whether anyone knows of any other sources or whether anyone could in fact supply such data themselves.

By way of an example I have data of this quality from Interactive Brokers but only back to the start of this year whereas I am really looking for data back to the start of 2000.
 
Don't know they'll meet all your requirements, Alpari have a 'Data Bank' where data can be downloaded, or download their MetaTrader 4 renewable demo and obtain the data via MT4:
http://www.alpari-idc.com/

Try Oanda, they trade 'all' pairs — I think.

A point: most retail fx prices are similar however their order entry/charting programs manipulate data differently, MT4 brokers for instance as well as from broker to broker. Also as you probably know some independant charting programs will display tick data whereas others do not, TradeStation v MetaStock. Daily OHLC will be close broker to broker however intraday data will differ because different brokers have different weekly start/end times.
Bottom line, use the data of the broker you intend trading through.
 
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