With trading in the world's main foreign exchange markets estimated by a recent Bank for International Settlements Triennial survey (December 2007), to be over US$3.2 trillion (c.€4.5trn) daily, equivalent to 30 times larger than the NYSE and NASDAQ combined, demand for historical pricing data would seem assured. This is especially true given that a tad over US$1trn is accounted by spot FX transactions alone - largely driven by big institutions but also fuelled by a rapidly growing online retail FX trading market. Developing a mechanical FX trading system requires back testing. And, backtesting for systematic and algorithmic traders requires plenty of high quality FX historical price data from which to build models and evaluate new trading strategies before they are unleashed into a live environment. As such, historical price data that includes tick data, raw and cleansed data, are therefore absolutely critical elements for many FX trading end users. Generally speaking, having local copies of data can lead to faster and improved back testing. Such data can be used to test MetaTrader 3.0 and MetaTrader 4.0 Expert Advisors, as well as other proprietary and bespoke platforms for mechanical FX trading systems.