Data Description

This is the historical price data of the FOREX CHF/SGD from Dukascopy. One instance (row) is one candlestick of one minute. The whole dataset has the data range from 1-1-2018 to 13-12-2018 and does not include the weekends, since the FOREX is not traded in the weekend. The timezone of the feature Timestamp is Europe/Amsterdam. The class attribute is the direction of the mean of the Close_Bid and the Close_Ask of the following minute, relative to the Close_Bid and Close_Ask mean of the current minute. This means the class attribute is True when the mean Close price is going up the following minute, and the class attribute is False when the mean Close price is going down (or stays the same) the following minute.

Attributes

`Timestamp`: The time of the current data point (Europe/Amsterdam) `Bid_Open`: The bid price at the start of this time interval `Bid_High`: The highest bid price during this time interval `Bid_Low`: The lowest bid price during this time interval `Bid_Close`: The bid price at the end of this time interval `Bid_Volume`: The number of times the Bid Price changed within this time interval `Ask_Open`: The ask price at the start of this time interval `Ask_High`: The highest ask price during this time interval `Ask_Low`: The lowest ask price during this time interval `Ask_Close`: The ask price at the end of this time interval `Ask_Volume`: The number of times the Ask Price changed within this time interval `Class`: Whether the average price will go up during the next interval

This page was built for dataset: FOREX_chfsgd-minute-Close