FX — Intraday and End-of-Day OHLCV

Schema

Data formats

• Intraday bars (1-minute, 5-minute, 30-minute, 1-hour): separate date (yyyyMMdd) and time (HH:mm:ss) columns, US Eastern.
• End-of-day bars (daily): a single date column (yyyyMMdd) with no time column.
• FX dates are written yyyyMMdd with no dashes, unlike the other datasets.

Intraday bars (1-minute example)

20260102,01:31:00,1.17415,1.17416,1.17413,1.17415,33
20260102,01:32:00,1.17415,1.17427,1.17415,1.17426,37
20260102,01:33:00,1.17422,1.17427,1.17419,1.17421,72

End-of-day bars (daily)

timestamp,open,high,low,close,volume
20260102,1.17415,1.17545,1.17131,1.17189,112849
20260105,1.17194,1.17288,1.16590,1.17219,178380

One CSV per ticker per frequency, delivered as bulk zip archives.

Methodology

[Price source and basis — bid, ask or mid — to confirm.] No adjustments are applied.

Intended uses

• Training and evaluating forecasting and time-series models
• Building reinforcement-learning environments and market simulators
• Backtesting and quantitative research

Known limitations

• Bars with zero volume are left out rather than filled, so a gap in the sequence means no trades. Gaps are most common in small caps and in pre- and post-market hours.
• Trading halts, such as the March 2020 market-wide circuit breakers, show up as gaps.
• FX trades over the counter, so there is no single consolidated tape. Prices and volume reflect FirstRate Data's source rather than the whole market.

How to cite

@misc{frd_fx_intraday,
  title  = {FX — Intraday and End-of-Day OHLCV},
  author = {FirstRate Data},
  year   = {2026},
  url    = {https://firstratedata.com/ai/datasets/fx-intraday}
}