Market Data
A decade of minute-resolution history across thirty instruments — the thing that decides whether a backtest is evidence or an opinion with a chart attached.
Back to 2016 — through 2020 and through 2022. A strategy that has only ever seen a calm market has never been told no by a real one.
138 million one-minute bars. It is what lets the engine settle the bars where your stop and your target both got touched.
FX majors and crosses, indices, metals, oil, crypto — so a setup can be tested where it should work and where it shouldn't.
Every incoming bar is reconciled against history we already hold. A feed that disagrees is refused, not blended in.
Whatever you build here is tested against real market conditions and graded out-of-sample, so you always know whether it's working — on your own strategy, not a marketing figure. How the proof engine grades.
We don't publish our sources, the reconciliation rule, or how the archive is assembled and kept current.
We publish what a module does and what it's for. We don't publish how it works. The method is the product — and anyone holding the method holds the product.
Evaluating this for a desk? Talk to sales and we'll go as deep as an NDA allows.
Coverage is not uniform, and the product says so per run rather than in the small print — where an instrument's volume history is thin, a rule that reads volume is told exactly how thin.
- 01Minute resolution, a decade deep
The archive holds minute bars across the major markets, which is what makes intrabar questions answerable at all. Daily data cannot tell you whether your stop or your target came first.
- 02Resolution chosen per bar, not per run
For each ambiguous bar the engine takes the finest data that actually exists for that minute, falling back a rung where it doesn't. Committing to one resolution for a whole decade discards evidence you hold.
- 03Coverage is stated, not assumed
If the archive holds less history than you asked for, the result says so and reports what was really tested — a flat early curve should read as "no data yet", not as "your strategy did nothing for two years".
What one backtest can draw on.
- Minute bars held
- 166.7 million
- Markets
- 30
- On disk
- 22.7 GB
- Used per ambiguous bar
- fetched per bar, not preloaded~60 rows
Depth only helps if it is reachable at the moment of the question. Fetching per bar is what keeps decade-long runs at full resolution instead of decaying to the newest few months.
Every one of these is a thing we could ship and choose not to. They are here because the limits are the part of a research tool you actually have to trust.
Requested versus tested history is reported on every run.
The result names the timeframes that actually settled bars.
One pipeline, one strategy shape end to end. What you backtest is byte-for-byte what papers and what exports — there is no re-implementation step where drift can hide.
The archive behind every fill, settle and verdict.
Back through 2020 and 2022 — regimes a calm-year backtest never meets.
FX majors and crosses, indices, metals, oil, crypto.
One of the published studies — this one came back negative.
Most backtesters silently assume the answer that makes the result look better. This platform measures it on minute data — and when the evidence isn't there, it charges you the stop. Your paper trades and your backtests are settled by the same rule.
How much history do I get?
Around a decade of minute-resolution data across 30 markets. Where the archive is shorter than your request, the result states the shortfall and its cause instead of quietly testing less.
Why does minute data matter for a strategy I run on H1?
Because of ambiguous bars. When one H1 candle contains both your stop and your target, only finer data can say which came first. Without it the engine has to assume — and it assumes the stop.
Draw your rules on a canvas, or just describe them in plain English. Either way you end up with a strategy the platform can test, trade and grade like any other.
Bring a strategy you already run. An MT5 expert or a Pine script comes in and gets held to the same standard as everything else here.
It reads the chart the way you do — structure, swings, ranges, compression, the shape of the candles — and it reads it as of that bar, never with hindsight.
Most strategies aren't good or bad — they're good somewhere and bad somewhere else. This finds which conditions carry yours, and which quietly bleed it.
Every losing trade is evidence. This reads all of them, finds what they had in common, proposes a change to the rule — and proves the change before it ships.
Every module has an opinion. This turns them into one call, with the reasoning attached — and it will only act on an edge that has actually proved out.
A backtest tells you what a strategy would have made. This tells you whether its decisions were actually any good — against history it was never shown.
It goes to paper the moment it earns it. Live stays off until you turn it on — and you're the only one who can.
Edges decay. A strategy exported six months ago is quietly rotting on someone's terminal, and nothing tells them. This does.
Bring a strategy you already trade.
Test it yourself — or bring your desk's questions to us.
No card required · sales is for desks and teams