FXCM offers raw and historical premium data on Sentiment (SSI), Trade Tape (Order Flow) and Volume. Each data set includes: DateTime (EST), Symbol, Name, Value.
The Speculative Sentiment Index
The Speculative Sentiment Index (SSI) provides a ratio of buyers to sellers on a given instrument. This data is typically used to build strategies on the overall behaviour of retail traders, and is often used as a contrarian indicator. Our live SSI feed is in XML format and updates at 1-minute intervals. Sentiment data dates back to 2009. Sentiment data coverage is available on our global client-base or can be region-specific.
Volume moves the market
Some strategies will use the data to determine whether a move in the markets (for example, a breakout) was a result of retail or institutional trading volume, other strategies might be momentum-based. Volume data enables detailed analysis of charting candles beyond price action. Volume data dates back to 2012 and can be retrieved in a JSON format that updates a 1-minute intervals. Sentiment and Volume data is available on the following instruments:
AUDJPY, AUDUSD, CADJPY, CHFJPY, EURAUD, EURCAD, EURCHF, EURGBP, EURJPY, EURNOK, EURSEK, EURUSD, GBPCHF, GBPJPY, GBPUSD, NZDJPY, NZDUSD, USDCAD, USDCHF, USDCNH, USDJPY, USDNOK, USDSEK, FRA40, GER30, JPN225, SPX500, UK100, US30, USOil, XAGUSD, XAUUSD
Trade Tape (Order Flow)
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. Our real-time trade tape runs in FIX 4.4 protocol and updates in milliseconds on an order-by-order basis.
Want a Data Sample?
FXCM provides a 1 month of sample data in .CSV format available, along with a product sheet including data point descriptions. The data is anonymised and containing no personally identifiable information. Email firstname.lastname@example.org to try our free entry-level data solutions or to gain access to premium data.