Where can I buy hourly data for currency prices for the past 10 years
for the YEN vs GBP, YEN vs CHF, YEN vs CAD, YEN vs AUD and the YEN vs
EURO... I assume they would all be able to be bought from the same
company because if they have one they are likely to have them all. The
data needs to go back a minimum of 5 years, preferably 10 years and
it must be on an hourly basis if not less. It is easy to find daily
data but hourly or tick data is difficult, especially for the YEN. The
cost of the data is immaterial. Good luck!!

Hello altozar-ga,
There are a couple of sites that offer exactly what you're looking
for. I'll list them here from most comprehensive (and expensive) to
least (for free).

- Olsen Data
http://www.olsendata.com/

They offer tick data for all the pairs you require (and much more).
Bear in mind, however, that the Euro only exists since 1999. You can
check the Pricing page in their site to see how much all the pairs you
need data for will cost. If you can afford it, Olsen is one of the
most respectable data providers.

- Disk Trading
http://disktrading.is99.com/disktrading/

This site offers tick data since 1998 for all the pairs you require,
except for YEN vs CAD. Anyway, you can always calculate this rate, as
USD vs CAD and USD vs YEN is supplied in the CD they sell. You can
download the data you need, along with other 30 pairs, for $134.99.
You also have the option of downloading only the pairs you need, at
$20 per pair.

- Forexite
http://www.forexite.com/free_forex_quotes/forex_history_arhiv.html

This site features 1-minute data for the pairs you require since 2001,
for free. However, since you have to download one file per day (that
would be about 800 files, from 2001 till now), if you don't have
programming skills, using this site might be tedious.

Note that different providers might have different data at the same
time; this is due to the decentralized nature of the foreign exchange
markets.


Google search terms:
forex data
olsen data


I hope this helps! If you have any doubts regarding my answer, please
don't hesitate to request further clarification, I'll be more than
happy to assist.

Best wishes!
elmarto

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Request for Answer Clarification by altozar-ga on 31 Jul 2004 11:21 PDT

Hello,

Thanks for a good answer.  I have investigated the option you
mentioned however these providers only offer the bid/ask prices and
not the traded prices... do you know if I can get the trade prices for
the hourly currency rates mentioned?

-Gavin

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Clarification of Answer by elmarto-ga on 02 Aug 2004 08:25 PDT

Hi altozar!
I don't think it's possible to get the actual trade prices, basically
because the spot foreign exchange market is not centralized in one
exchange, so data providers, like Olsen, can only supply the bid/ask
quotes they receive from different banks. This, of course, is
different with stocks, where, for example, the NYSE records "at
10:12:45, 500 issues of Microsoft were traded at $27.42". Spot FX is
traded through many banks all over the world, therefore there is no
such centralized trade record.

Best regards,
elmarto

All the information you seek is available at the FOREX 
what you are looking for is so called DMI charts,

Directional Movement Indicator, or "DMI", is a popular technical
indicator used to determine whether or not a currency pair is
trending.
DMI has three significant lines.
· Average Directional Line (ADX)
· Positive Directional Index (+DI): measures an upward movement in price
· Negative Directional Index (-DI): measures a downward movement in price
Each line is plotted on top of one another, and ranges from 0 to 100.
The mathematical computations for the level of these lines are beyond
the scope of this report, but are fully explained in his book. The
default time parameter used is 14 for both the DMI and ADX period,
although highly risk-averse traders occasionally use the 30-period.

How is it used?
A high level of the ADX line indicates that the current trend is
strong. A reading under 25 indicates a non-trending market (and
therefore, range trading strategies should be looked at), while a
reading above 40 indicates a strong trending market (and therefore,
trend trading strategies should be used).

Trading signals are given when the +DI crosses the -DI line. Wilder
suggests buying when the +DI rises above the -DI and selling when the
+DI falls below the -DI. You can actually consider the DMI to be a
trading system in itself, as you buy or sell on crossovers only when
the current trend is strong.

DMI is similar to most oscillators in that traders may also look for
divergence. A divergence occurs when the price makes new highs, but
the indicator (in this case, you are looking at the ADX line) does
not. This indicates a possible reversal of the current trend. However,
many traders will still consider the trend to be strong above the
30-level, even with divergence.

When using the crossover signals a trader also looks at the extreme
point rule. The rule requires that you note the extreme points on the
day of the crossover (never enter a trade on the day of the
crossover). With a bullish signal, the extreme point is the high of
the day, whereas with a bearish signal, it is the low of the day. The
rule is to prevent you from whipsaws and "chasing the markets", as you
may receive many false signals.


If you are interested in this kind of information you will have to
sign up with the FOREX
http://www.fxcm.com/

Regarding the comment from corwin02-ga - the information provided is
completely on the wrong track, as I specifically said in the question
I am looking for the HOURLY CURRENCY PRICES...what I want has
absolutely nothing to do with DMI whatsoever.

I am not looking for charts. I am looking for data. IE. The hourly
prices (in numbers, with a time and date associated with each prices)
over a 5-10 year history. Please dont paste and copy the definition of
a DMI and think that it even vaguely qualifies as some kind of answer.