Skip to content
master
Go to file
Code

Files

Permalink
Failed to load latest commit information.
Type
Name
Latest commit message
Commit time
 
 
 
 
 
 
 
 
 
 
 
 

README.md

Introduction

FXCM provide several sample data for free. Historical tick or candle data. Order flow, sentiment and volume.

TickData

Enjoy free access to our historical Tick Data.

Our repository contains Tick Data from 4 January 2015. The data is compiled by trading instrument for that trading week. The files are stored in our public directory and is updated monthly.

https://tickdata.fxcorporate.com/{instrument}/{year}/{int of week of year}.csv.gz

Instrument: 
              AUDCAD, AUDCHF, AUDJPY, AUDNZD, CADCHF, EURAUD,
              EURCHF, EURGBP, EURJPY, EURUSD, GBPCHF, GBPJPY,
              GBPNZD, GBPUSD, NZDCAD, NZDCHF, NZDJPY, NZDUSD,
              USDCAD, USDCHF, USDJPY, AUDUSD, CADJPY, GBPCAD,
              USDTRY, EURNZD

Year:         2017, 2018, 2019

Week:         1 to 52/53

To give an example, the path for extracting EURUSD data for the 1st week of 2015 would be

https://tickdata.fxcorporate.com/EURUSD/2017/1.csv.gz

If you are familiar with Python, we have two scripts that you may use for Python 2.7 and Python 3.4

Note:

o “CFDs are complex instruments and come with a high risk of losing money rapidly due to leverage. 73.62% of retail investor accounts lose money when trading CFDs with this provider. You should consider whether you understand how CFDs work and whether you can afford to take the high risk of losing your money.”

o Past performance is not indicative of future results

o Timestamps are in UTC

o Data points are indicative and based on the lowest spreads available exclusively on Active Trader accounts

o This is for personal use and abides by our EULA

o For more information, you may contact us: api@fxcm.com

CandleData

Enjoy free access to our historical Time Series or Candle Data.

Our repository contains Candle Data from 1 January 2012. The data is compiled by trading instrument for that trading week for m1 & H1, and trading year for D1. The files are stored in our public directory and is updated every Monday for minute (m1) and hour (H1) data only.

https://candledata.fxcorporate.com/{periodicity}/{instrument}/{year}/{int of week of year}.csv.gz

  Periodicity:  m1, H1, D1

  Instrument:   AUDCAD, AUDCHF, AUDJPY, AUDNZD, CADCHF, EURAUD,
                EURCHF, EURGBP, EURJPY, EURUSD, GBPCHF, GBPJPY,
                GBPNZD, GBPUSD, NZDCAD, NZDCHF, NZDJPY, NZDUSD,
                USDCAD, USDCHF, USDJPY

  Year:         2012, 2013, 2014, 2015, 2016, 2017, 2018

  Week:         1 to 52/53 (only applicable to m1 and H1)

To give an example, the path for extracting EURUSD minute-data for the 1st week of 2012 would be

https://candledata.fxcorporate.com/m1/EURUSD/2012/1.csv.gz

To give an example, the path for extracting EURUSD hourly-data for the 1st week of 2012 would be

https://candledata.fxcorporate.com/H1/EURUSD/2012/1.csv.gz

To give an example, the path for extracting EURUSD daily-data for 2012 would be

https://candledata.fxcorporate.com/D1/EURUSD/2012.csv.gz

If you are familiar with Python, we have three scripts that you may use for Python 2.7, Python 3.4, or a pandas data frame

Note:

o Losses can exceed deposits

o Past performance is not indicative of future results

o Timestamps are in UTC

o Data points are indicative and based on the lowest spreads available exclusively on Active Trader accounts

o Daily data is only updated yearly

o This is for personal use and abides by our EULA

o For more information, you may contact us: api@fxcm.com

Order Flow

Enjoy a free one-month sample of our historical Orders Data.

https://sampledata.fxcorporate.com/orders/sample.csv.gz


Each data set would include:
        •DateTime (UTC)
        •Symbol
        •Quantity (Volume)
        •Rate (Price)

Note:

o Losses can exceed deposits

o Past performance is not indicative of future results

o Scope of the data may vary per product

o This is for personal use and abides by our EULA

o For more information, you may contact us: api@fxcm.com

Sentiment

Enjoy a free one-month sample of our historical Sentiment Data also known as SSI.

https://sampledata.fxcorporate.com/sentiment/{instrument}.csv.gz

Instrument: 
         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


Each data set would include:
        •DateTime (EST)
        •Symbol
        •Name
        •Value

Note:

o Losses can exceed deposits

o Past performance is not indicative of future results

o Scope of the data may vary per product

o This is for personal use and abides by our EULA

o For more information, you may contact us: api@fxcm.com

Volume

Enjoy a free one-month sample of our historical Volume Data.

https://sampledata.fxcorporate.com/volume/{instrument}.csv.gz

Instrument: 
         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


Each data set would include:
        •DateTime (UTC)
        •Symbol
        •Name
        •Value

Note:

o “CFDs are complex instruments and come with a high risk of losing money rapidly due to leverage. 69.66% of retail investor accounts lose money when trading CFDs with this provider. You should consider whether you understand how CFDs work and whether you can afford to take the high risk of losing your money.”

o Past performance is not indicative of future results

o Scope of the data may vary per product

o This is for personal use and abides by our EULA

o For more information, you may contact us: api@fxcm.com

About

MarketData

Resources

Releases

No releases published

Packages

No packages published

Languages

You can’t perform that action at this time.