Python tool that pulls and compiles Dukascopy tick data into OHLC bars
duka-data lets researchers and quants download raw tick data from Dukascopy, decode the LZMA .bi5 files, and produce M5/H1/H4/D1 OHLC and spread bars for FX, metals, energy and indices. It ships a simple CLI and a lightweight dashboard, requires only pandas/numpy, and regenerates all data from source, making it ideal for backtesting and research workflows.
View on GitHub →saleem-latif/duka-data