Historic Calendar Data

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 at a time.   I attempted to create a spreadsheet to simplify the task of moving the data into a sensible format and mapping calendar events into different levels of impact.   I have had some success, however it is laborious, messy and boring.

I have attached the xml file that I created of High impact calendar events and Bank Holidays for the year 2017.   Unfortunately there are some kind of events that I could not process.   Because I only have one or two copies of the forex factory xml file, I am unsure how daylight saving adjustments are recorded and there are also a number of high impact daily events such as OPEC Meetings, G20 Meetings and General Elections, that I do not believe are included in the weekly xml file.   For this reason, I have included 2 versions of the file, one excluding ‘All Day’ events and the other including them.

2017 – High Impact Events and Bank Holidays:  ffcal_week_history
2017 – High Impact Events and Band Holidays Inc ‘All Day’:  ffcal_week_history_inc_allday



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