Unfortunately extracting historic calendar data is very difficult. I am unaware of a download button on the forex factory website where the data can be downloaded as a text or csv file for backtesting. I went through the calendar data on the forex factory website and copied the data into a spreadsheet one month
Forex Factory provides an XML file which can be downloaded from the following link and then analysed: http://www.forexfactory.com/ffcal_week_this.xml Unfortunately I am unsure about how the format of this file will change during certain events, such as All Day events that are not holidays (e.g. ECOFIN Meetings). For this reason, the code added to this site