EUR/USD Historical Prices Dataset

In our study, we use dataset of high-frequency EUR/USD historical prices that took place from January, 1 2007 to March 5, 2009. Each record in this dataset contains the timestamp, bid rate and ask rate. We aggregated the data over a one-second time interval, which gave us 2,592,000 tick prices over 30 days to avoid the use of extremely HFD in a very small time window. We feed these high frequencies EUR/USD historical prices into the FX market simulation, to have the traders react to price movement in the market.

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