FXCM offers many quality and cost-effective market data solutions. Historical bid/ask prices and application programming interfaces (APIs) let you develop, backtest, and automate trading strategies in a wide-range of software environments. Volume, trader sentiment, and other ready-to-go trading tools turn FXCM data into powerful market insights. Try our entry-level data solutions for free or gain access to premium data by e-mailing premiumdata@fxcm.com.
All of FXCM's market data solutions are based on executable pricing and real client trading behaviour, which means that you are getting more than indicative data. Accessing FXCM's data is a very simple process for anyone familiar with utilising an API. Getting started is a straightforward process and we have sample code available for how to systematically consume our data, saving you valuable developer time.
Receive real time prices in multiple formats – widgets, live stream via API, XML feed or end of day pricing in .CSV
High quality historical candle/price data is available on all our FX and CFD symbols.
FXCM is committed to providing systematic traders with exactly what they need : large, actionable, high-quality, and affordable data sets.
Prior to offering our premium data products outside of FXCM, our in-house programmers utilised these data sets for FXCM's own internal algorithms for many years. This has the benefit of ensuring that the data has been maintained to an extremely high standard in terms of completeness, structure, and accessibility.
FXCM's premium data sets are derived from FXCM's live retail client trading accounts, meaning these data sets are unique to FXCM and represent real retail client behaviour. Simply put, this data is FXCM specific and cannot be found elsewhere. Please note the market data available does not indicate any personally identifiable data.
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 (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.
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
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.
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 premiumdata@fxcm.com to try our free entry-level data solutions or to gain access to premium data.
The products and services listed are our most commonly sought after. We can accommodate most requests so feel free to contact us if you need a customised solution tailored to your needs. Whether it be end-of-day secure FTP uploads, specific date periods on historical data sets or latency sensitivity, we have a team of specialists at hand who will provide you with a simplified solution that is easy to integrate with a choice of delivery options.
For customised data feeds on additional instruments, delayed data or region-specific data please contact us at premiumdata@fxcm.com.
Our work does not stop after we have provided you with our market data. Our support team is comprised of programmers, developers and API specialists who will get to the root of your exact requirements. Whether you require assistance for connecting, integration or simple pointers and sample lines of code, our sophisticated support team is reliable, highly responsive and available 24/5 at api@fxcm.com.
FXCM Apps: The apps displayed do not take into consideration your individual circumstances and trading objectives, and, therefore, should not be considered as a personal recommendation or investment advice. Past performance is not indicative of future results.
Past Performance: Past Performance is not an indicator of future results.