1. Validate the sample
Download the free EUR/USD M1 Parquet sample and confirm your loader, timezone assumptions, schema, and conversion path.
HistoricalFX packages source-backed M1 OHLCV forex data into Parquet files for local research workflows. You get the data files plus coverage reporting, so your backtest starts from known facts instead of a mystery export.
Before changing strategy logic, review why forex backtests fail from data-quality issues: missing bars, duplicate timestamps, invalid OHLC rows, timezone shifts, and platform imports can distort results before the first signal fires. The clean forex data workflow shows the QA proof path behind the files. If the end goal is automation, also check the forex trading bot data requirements before treating historical research files as a live execution feed.
The expensive work is not only getting price files. It is making the files loadable, consistent, and inspectable enough that a research result is worth reading.
Load M1 OHLCV data into pandas, DuckDB, R, or a local research database.
Validate timestamp coverage before trusting strategy-test results.
Avoid rebuilding the download, normalization, Parquet conversion, and QA pipeline from scratch.
Start with a free EUR/USD sample before buying a single pair or major-pair bundle.
This is the path that gets a buyer from curiosity to a real paid result without pretending every trading platform wants the same file format.
Download the free EUR/USD M1 Parquet sample and confirm your loader, timezone assumptions, schema, and conversion path.
Use the major-pair bundle first if your strategy depends on liquid FX pairs and you want the fastest path to a real test.
Use the included coverage reports to see what is source-backed, what is current, and where known gaps still exist.
Load the files locally and run your backtest without API quotas, broker platform limits, or hidden data-fetch steps.
Get a free EUR/USD M1 Parquet sample: 31,680 rows from January 2024, with no nulls or duplicate timestamps.
No spam, ever. Just data.