---
pretty_name: Forex Daily Price
language:
- en
license: other
task_categories:
- time-series-forecasting
- tabular-regression
tags:
- finance
- quantitative-trading
- backtesting
- algorithmic-trading
- forex
- currencies
- daily
- ohlcv
- market-data
- time-series
size_categories:
- 100K<n<1M
extra_gated_prompt: "This dataset is free to browse and gated for download. Approval is tied to a Papers With Backtest subscription, which also covers the other datasets in this organisation and the strategy catalogue at https://paperswithbacktest.com. Plans and what each one includes: https://paperswithbacktest.com/pricing"
dataset_info:
  features:
  - name: symbol
    dtype: string
  - name: date
    dtype: string
  - name: open
    dtype: float64
  - name: high
    dtype: float64
  - name: low
    dtype: float64
  - name: close
    dtype: float64
  - name: volume
    dtype: int64
  splits:
  - name: train
    num_examples: 437430
---

# Forex Daily Price

This dataset includes daily price data for various FX pairs.

**437,430 rows** over 166 symbols, 7 columns, covering **1970-01-04 to 2026-07-31**. Refreshed monthly.

## Strategies Built on This Data

292 papers in the [Papers With Backtest catalogue](https://paperswithbacktest.com/strategies) declare this dataset as an input. 260 of them have been coded and run over their own full history. The median replicated Sharpe ratio is **+0.21**, and **34%** clear a t-statistic of 1.96 on their own sample, against 48% across all 4,837 replications in the library.

Some of the strongest results that lean on it:

| Strategy | Sharpe | t-stat | Tested over |
| :--- | ---: | ---: | ---: |
| [Good Carry, Bad Carry](https://paperswithbacktest.com/strategies/good-carry-bad-carry) | +1.74 | 10.5 | 36 years |
| [Lessons from the Evolution of Foreign Exchange Trading Strategies](https://paperswithbacktest.com/strategies/lessons-from-the-evolution-of-foreign-exchange-trading-strategies) | +1.24 | 7.3 | 34 years |
| [Bitcoin Price Dynamics: The Stark Contrast between P2P and Exchange Trading](https://paperswithbacktest.com/strategies/bitcoin-price-dynamics-the-stark-contrast-between-p-p-and-exchange-trading) | +2.03 | 7.2 | 13 years |
| [Differential Rates and Transaction Costs A Toolkit for Practitioners, Accountants and Financial Economists](https://paperswithbacktest.com/strategies/differential-rates-and-transaction-costs-a-toolkit-for-practitioners-accountants-and-financial-economists) | +1.02 | 6.1 | 36 years |

A Sharpe ratio quoted without its t-statistic hides how much of the library cannot be distinguished from zero, which is why both are shown. The figures are in-sample over each strategy's own window and carry no transaction costs.

## Why It Matters

This dataset underpins FX trading strategies and macro overlays by:

- **Carry and trend strategies:** Daily OHLCV supports momentum and carry screens across majors and crosses.
- **Macro hedging:** FX moves transmit global macro shocks that can hedge or confirm signals in other asset classes.
- **Long history:** 166 pairs going back to 1970, long enough to cover the end of Bretton Woods, the euro's introduction and three decades of carry.

## Load It

**Installation/Upgrade:**

```bash
pip install --upgrade pwb-toolbox
```

**Load the Dataset:**

```python
from pwb_toolbox import datasets as pwb_ds

df = pwb_ds.load_dataset("Forex-Daily-Price", symbols=["EURUSD"])
print(df.iloc[0, :])
```

**Example Output:**

```
symbol        EURUSD
date      1975-01-02
open          2.6202
high          2.6202
low           2.6202
close         2.6202
volume             0
```

## Columns

| Column Name | Description |
| :--- | :--- |
| **symbol** | Currency pair ticker. |
| **date** | Trading date (YYYY-MM-DD). |
| **open** | Opening FX rate for the session. |
| **high** | Highest FX rate observed during the session. |
| **low** | Lowest FX rate observed during the session. |
| **close** | Closing FX rate for the session. |
| **volume** | Always zero. Spot currency trades over the counter, so there is no consolidated tape to report. |

## Access

Browsing the card and the schema is open to anyone. Downloading the files needs an approved request, tied to a subscription: [what each plan includes](https://paperswithbacktest.com/pricing). The same subscription covers the other datasets in this organisation.

## Elsewhere

- [Dataset page and coverage charts](https://paperswithbacktest.com/datasets/forex-daily-price)
- [The strategy catalogue](https://paperswithbacktest.com/strategies), 3,806 papers and 4,837 replicated strategies
- [`pwb-toolbox`](https://github.com/paperswithbacktest/pwb-toolbox), the loader used in the snippet above
- [`awesome-systematic-trading`](https://github.com/paperswithbacktest/awesome-systematic-trading), the replicated strategies with their measured Sharpe
- [Every dataset in this organisation](https://huggingface.co/datasets/paperswithbacktest)

Papers With Backtest publishes 32 datasets on the Hub and codes the papers that use them. Every strategy in the catalogue is run over its own full history before it is published, which is where the numbers above come from.