I have created Dukascopy OHLC M1 T6 data for Zorro. These data contain spread. There is no volume information because it is not relevant for most of assets.
I have followed methodology described on: http://statsmage.com/zorro-on-steroids-ii-data-conversion/
It was very time consuming. I has taken me three weeks and one dedicated computer with 2TB hardrive.
There are 72 assets covering Forex, Metals, Commodities and Indexes. File config.csv contains a list of all assets and the starting date of timeserie.
Feel free to download and test the data: download
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