- Our real-time trade tape runs in FIX 4.4 protocol and updates in milliseconds on an order-by-order basis.
- There is 1 month of sample data in .CSV format available, along with a product sheet including data point descriptions. The data is anonymised and contains no personally identifiable information.
- For more information please contact firstname.lastname@example.org.
Trade Tape (Order Flow)
Where most brokers are secretive about their order flow to protect their desks from predatory strategies, FXCM’s enhanced execution environment enables us to offer this unique data set.
Timestamped in milliseconds, our trade tape enables real-time analysis of retail trading transactions.
Our order flow data dates back to 2012 and is available on all of our FX and CFD instruments.
Each data set includes:
- DateTime (EST)
- Quantity (Volume long or short)
- Rate (Price)