Premium Market Data

What can data do for you?

As trading becomes increasingly quantitative the need for traders to test and optimize an algorithmic trading strategy with dependable, high-quality data is crucial. Backtesting a strategy using historical data allows a trader to get an idea of the way their strategy could have performed in past market conditions, allowing the trader to optimize the strategy for possible future market conditions. Volume, sentiment, and other ready-to-go trading tools turn data into powerful market insights.

 What kind of data does FXCM offer?

FXCM is presently offering three types of market data feeds: volume, sentiment, and orders. A one-month sample of each data product is now available on our Github. You may request for longer historical data, trial access, or a subscription to the feed by emailing premiumdata@fxcm.com

Volume  

This data set includes the amount of volume in terms of currency units traded and the aggregate number of transactions executed within a given one minute period.

Volume refers to the number of buy and sell orders placed at a particular time, in other words, volume is the amount of open interest in the market. For every buyer there must be a seller, and vice versa. This back-and-forth movement between buyers and sellers for the best available prices allows us to analyze varying volume to predict the conviction of traders.

Transaction data indicates the number of orders executed in terms of individual tickets. While volume indicates the total units exchanged, transaction data offers a different insight in terms of the number of individual tickets executed. This data can be combined with volume to provide powerful market insight.

Sentiment

This data set provides the aggregated long and short positions in terms of volume or transactions. Unlike major equities or futures markets, there is no single centralized exchange for forex trading. Such decentralized activity makes finding uniform open interest data impossible. FXCM as an industry-leading FX broker boasts important FX trading volumes and a significant trader sample. Our sentiment data makes that retail trader positioning data available to help fill this important gap in market information.

Sentiment data is derived from the buyer-to-seller ratio among FXCM traders. At a glance, you can see where traders were in the market. Are there large numbers of buyers or sellers? Are they exiting or entering? As a contrarian indicator, sentiment helps you locate potential trading opportunities.

Orders

This data paints a picture of FXCM’s retail order book in real-time, indicating what instruments are traded, as they are traded, and how much was traded. Our sample dataset includes the executed time in UTC, symbol of the instrument traded, quantity that was bought (positive) or sold (negative) and rate at which the order was executed.

Although currently each market data scope may vary, FXCM is actively looking to optimize the data collection process. Please contact us at premiumdata@fxcm.com for more information or custom solutions.

 

Risk Warning: The FXCM Group does not guarantee accuracy and will not accept liability for any loss or damage which arise directly or indirectly from use of or reliance on information contained within the webinars. The FXCM Group may provide general commentary which is not intended as investment advice and must not be construed as such. FX/CFD trading carries a risk of losses in excess of your deposited funds and may not be suitable for all investors. Please ensure that you fully understand the risks involved.

 

Past Performance: Past Performance is not an indicator of future results.


Risk Warning: The FXCM Group does not guarantee accuracy and will not accept liability for any loss or damage which arise directly or indirectly from use of or reliance on information contained within the webinars. The FXCM Group may provide general commentary which is not intended as investment advice and must not be construed as such. FX/CFD trading carries a risk of losses in excess of your deposited funds and may not be suitable for all investors. Please ensure that you fully understand the risks involved.