LEARN & PRACTISE
Forex data and replay methodology
A replay result depends on the prices and fill rules behind it. This page shows the history currently available on ReplayPip and explains how we turn minute prices into candles, handle gaps and calculate simulated trades.
History available in the chart
Data source: histdata · Price basis: bid. All dates are UTC. There may be gaps between the first and last minute.
| Pair | First minute (UTC) | Last minute (UTC) | Available charts |
|---|---|---|---|
| EURUSD | 2025-09-01 05:00 | 2025-10-01 04:58 | 1m, 5m, 15m, 1h |
| GBPUSD | 2025-09-01 05:00 | 2025-10-01 04:58 | 1m, 5m, 15m, 1h |
| USDJPY | 2025-09-01 05:00 | 2025-10-01 04:58 | 1m, 5m, 15m, 1h, 1D |
Imported candles and validation
The base dataset is one-minute open, high, low and close data. Imports check timestamps, numeric prices, OHLC consistency and ordered rows before storing a dataset. Invalid rows stop the import; validation does not independently prove that provider prices are correct.
HistData Generic ASCII M1 imports are bid prices. Their fixed EST timestamps are converted to UTC using UTC−5 throughout the year, without daylight-saving changes. MT5 CSV imports require an explicit broker-server time offset. Different sources and price bases are kept separate.
Timeframes and missing minutes
Higher timeframe candles are grouped into UTC buckets. Open comes from the first minute, close from the last minute, high is the maximum and low is the minimum.
A 5-minute candle needs all five constituent minutes; the same completeness rule applies to 15-minute, hourly and daily candles. Missing minutes are not fabricated or filled forward. Market closures and gaps can therefore make larger timeframes unavailable. A date-range boundary alone does not establish continuous coverage.
Replay and order fills
Future candles stay hidden on the chart until replay advances. Indicators use only revealed history. A simulated market order fills at the currently revealed close; stop and target processing begins with later candles.
Pending orders trigger on subsequent candle ranges. Gap fills use the opening price. When both stop-loss and take-profit are touched within the same candle, the simulator applies stop-loss first. For pending fills within a candle, the full candle range is evaluated because one-minute OHLC does not reveal the sequence of ticks. This is a conservative rule, not a reconstruction of the real intrabar path.
Profit calculation and omitted costs
The practice account starts at USD 10,000. One lot represents 100,000 units of the base currency. EUR/USD and GBP/USD profit is already quoted in USD; USD/JPY profit is converted to USD using the current price, or the exit price for closed positions.
Spreads, commissions, slippage, financing, leverage and margin checks are not included. Results describe this simulator’s assumptions and can differ substantially from executable broker results.
Data access and updates
Available history grows only when an import runs. Historical month downloads are separate from chart requests and are not a live-price service. The site operator must confirm appropriate storage and public-display rights for each data source.
Provider history may contain revisions or omissions. Compare important observations with your broker’s data before using them to evaluate a strategy.