MARKETDPRO — Professional Market Data for Quant Traders

WHAT CAN YOU DO WITH THIS DATA?

From Your First Chart to Your First Algorithm.

You don't need to be a developer. You don't need a finance degree. You just need curiosity — and data that actually works.

🟢 BEGINNER

"I want to see what gold did during the 2008 crash."

Download XAUUSD D1. Open it in Excel or Google Sheets. Scroll to 2008. That's it. You're already doing research that used to cost thousands.

No coding required · Works in Excel, Google Sheets

          # Just open the CSV in Excel

          date      | open   | close

          2008-09-15 | 783.40 | 768.20

          2008-09-16 | 768.20 | 782.50

          2008-09-17 | 782.50 | 865.00

          # Gold surged +12% in 3 days

⚙️ INTERMEDIATE

"I want to test if MA crossover actually works on EURUSD."

MA20 and MA50 are already in every row. Load the Parquet in Python, write 10 lines, and you have a 20-year backtest in seconds. Research only.

Python · pandas · 10 lines of code · Full guide →

          import pandas as pd

          df = pd.read_parquet('EURUSD_D1.parquet')

          # MA20 and MA50 already there

          df['signal'] = df.ma20 > df.ma50

          df['ret'] = df.close.pct_change()

          result = df[df.signal].ret.mean()

          # Research use only. Not advice.

🚀 ADVANCED

"I want to replicate the 45-event discovery on a different asset."

Use the cross-asset correlation matrices from 40 FX pairs × 26 years. Compute Pearson correlations across windows, find simultaneous collapse events, validate direction outcomes. Extend what we found to your own universe.

DuckDB · polars · scipy · 330M+ bars · Full guide →

          import duckdb, scipy.stats as ss

          # Load 40 pairs × 26yr at once

          db.execute("SELECT * FROM 'fx/**/*.parquet'")

          # Compute rolling Pearson per window

          r_prev, r_curr = pearson(w1), pearson(w2)

          # Collapse: |prev|>=0.8 → |curr|<=0.5

          if abs(r_prev)>=.8 and abs(r_curr)<=.5:

              CORRELATION_BREAKDOWN # Fire

🔬 RESEARCHER / QUANT

"I want to publish a paper on cross-asset correlation regimes."

26 years of cleaned M1 data across FX, Crypto, and Gold — all in the same schema. No gaps, no format changes, QC score on every row. The dataset behind a production signal engine, available for academic research.

Parquet · CSV · Educator License available · See pricing →

What researchers get:

✅ Cross-asset Pearson matrices, 26yr

✅ CORRELATION_BREAKDOWN event log

✅ ZZ_REVERSAL signal timestamps

✅ confidence scores per event

✅ Direction outcomes (verified)

Educator License: unlimited classroom use

🤔 WAIT, YOU CAN ALSO…

Discover hidden patterns

Does Gold always rise when the dollar falls? Check it. 26 years of data. For research only.

Build a personal dashboard

Feed the data into TradingView, Grafana, or your own app. The schema never changes.

Study historical crises

2008, COVID crash, FTX collapse, SVB bank run — all in the data. Build a crisis playbook.

Teach yourself algo trading

No live money. No broker API. Just data, Python, and your ideas. The safest way to learn.

See Full How-to Guide with Examples →

All use cases are for research and educational purposes only. Not financial advice.

What is MARKETDPRO?

We do the hard part so you don't have to. Every dataset has been through a 4-step process before it reaches you.

📥

1 — Collect

Raw OHLCV from institutional-grade sources. Up to 26 years of history per asset.

🔧

2 — Clean

Remove outliers, fill verified gaps, validate every OHLC row. QC score gate before release.

📊

3 — Enrich

MA20/50/100/200, ATR14, RSI14, RSI zone — pre-calculated on every single bar.

📦

4 — Deliver

Parquet + CSV. Pay once, download instantly. Your file, your machine, yours forever.

Download Once. No Dependencies.

APIs go down. Rate limits hit. Endpoints deprecate. A file on your machine never disconnects.

❌ API Dependency

✕Goes offline without warning

✕Rate limits slow your research

✕Pricing changes, service ends

✕Format can change anytime

✓ MARKETDPRO Download

✓Your file, your machine, forever

✓Full CPU speed, no rate limits

✓Pay once, no recurring cost

✓Stable schema, versioned files

TRY BEFORE YOU BUY

Free sample on every dataset.

Not sure if the data is right for your project? Download a free sample — 500 bars, real data, full column set including all indicators. No sign-up required.

Browse Catalog & Download Samples →

All samples include metadata.json + README.md · Works with pandas, Excel, DuckDB

PRICING — BUY ONCE, OWN FOREVER

The data behind a world-first discovery.
Priced for researchers, not institutions.

Professional hedge funds pay $50,000/year for comparable datasets. We built ours independently — and priced it so individual researchers can access the same quality.

⭐ WORLD FIRST

NEW

Correlation Signal Dataset

The 45-event discovery, packaged as research data. Every CORRELATION_BREAKDOWN event with timestamps, direction, confidence score, and outcome. Build your own Layer 1 detector from the proven foundation.

45 verified cross-asset breakdown events
ZZ_REVERSAL log (n=428, 94.2% verified)
Confidence scores per event
Direction outcomes (BUY/SELL/result)
Correlation matrices (40 pairs × 26yr)

$499one-time

Get Signal Dataset →

FX COMPLETE

What's in the Catalog

Five asset classes. One consistent schema. All with indicators included.

FX · FOREX

40 pairs · M1 to D1
EURUSD, GBPUSD, USDJPY…
History from 2003

Backtest FX strategies · Study market structure · Analyze session volatility patterns

CRYPTO

12 assets · M1 to D1
BTCUSD, ETHUSD, SOLUSD…
From exchange launch

Study crypto cycles · Test momentum strategies · Analyze BTC halving impacts

GOLD · SILVER

XAUUSD, XAGUSD · M1 to D1
From 2003 · 1-minute precision

Analyze safe-haven behavior · Study inflation correlation · Test range strategies

US STOCKS · ETFs

43 symbols · D1
AAPL, MSFT, NVDA, SPY, QQQ…
Split & dividend adjusted · 2000+

Backtest equity strategies · Build factor models · Study earnings season patterns

BONDS · MACRO

US Treasuries (2Y/10Y/30Y)
Fed Funds, CPI, VIX, Nonfarm
From 1962

Study yield curve inversions · Analyze rate cycle impacts · Build macro dashboards

More Coming

EU stocks · ASX · Commodities
Added as data is verified

View Full Catalog →

The Format Quants Actually Use

Every dataset ships with metadata.json (QC scores, date range, bar count) and a README.md explaining every column in plain English.

      time  ·  open · high · low · close  ·  volume

      ma20 · ma50 · ma100 · ma200

      atr14  ·  rsi14  ·  rsi14_zone

      # Format: Parquet (snappy) + CSV where applicable

      # Works with: pandas · polars · DuckDB · R · Julia · Excel

Free sample available for every dataset. See the data before you buy.

WORLD FIRST · PROVEN IN PRODUCTION

The data behind our
3-Layer Signal Engine.

Not a moving average crossover tool. Not RSI alerts.
A statistically validated cross-asset correlation collapse system — verified on real market data.

THE DISCOVERY

Cross-asset correlation collapse: 45 predictive events.
Same-asset correlation: 0 predictive events.

When unrelated assets break their historical relationship simultaneously, a directional price move follows. Same-asset noise produces zero signal. This asymmetry is the foundation of the entire engine.

LAYER 1 — D1 CORRELATION

72.7%

Detection rate · XAUUSD 13-month backtest

RSI 30-50 zone lift +13 ~ +20%

RSI <30 accuracy drop −20%

BUY baseline (n=1,571) 66.3%

LAYER 2 — H1 MA CROSS

28 min

Before Golden Cross — correlation collapse fires first

M15→H1 propagation median 75 min

Within 120 min 70.2%

NEGATIVE_FLIP + RSI30-50 91.9% (n=4,262)

LAYER 3 — M15 ZZ_REVERSAL

94.2%

Price move ≥2% within 15 days · n=428

Without ZZ_REVERSAL ~66% baseline

ZigZag precision gain +28 percentage points

CORR_RISE 8h UP 92.4% (n=66)

WITHOUT vs WITH ZZ_REVERSAL

❌ WITHOUT ZigZag

~66%

Correlation signal alone

Signal fires at any candle
No entry timing precision
High false positives on ranging markets

✅ WITH ZZ_REVERSAL (Layer 3)

94.2%

Correlation + ZigZag confluence

Fires only at confirmed pivot points
M15 precision timing
Noise filtered — n=428 verified cases

All statistics are from internal backtests on historical OHLCV data. For research purposes only. Not financial advice. Past results do not guarantee future performance.

View Live Signal Engine → · Browse Datasets →

ROADMAP

What's being built next.

The library keeps growing. Every verified dataset that passes our QC gate gets added. Here's what's in progress.

FX 40 pairs M1 + D1

Released · 330M+ bars · Indicators included

Crypto 12 assets M1 + D1

Released · BTC to SOL · From launch dates

Gold + Silver M1 + D1

Released · 20+ years · 1-minute resolution

US Stocks + ETFs D1 (43 symbols)

Released · Split & dividend adjusted · From 2000

Macro & Bonds (FRED)

Released · Yield curve · Fed Funds · CPI · VIX

EU Stocks + Nikkei D1

In verification · DAX, CAC40, FTSE, Nikkei components

Energy + Commodities M1

In collection · WTI, Brent, Natural Gas, Copper

ASX + HK + SGX Stocks

Planned · Pacific markets coverage

Ultimate Bundle purchasers receive all new datasets added within 12 months at no extra charge.

Your next research project starts here.

94+ datasets. Five asset classes. 26 years of history. One consistent format. All for research purposes — not financial advice.

Open Data Catalog → How to Use the Data →

One-time purchase · Instant download · No subscription required

When unrelated assets break their relationship simultaneously, a trend reversal follows.