historical data - Page 2

AkataPouree · #16 (**permalink**) 10-15-2009, 06:05 AM

Hi,

Using calls to GetPriceHistoryUTC, I notice that the last prices for a week are on Friday at around 3:59 PM and the first prices for the week are on Sunday at around 5:00 PM.
However, that would mean that the times returned by GetPriceHistoryUTC are in fact EST times! (shouldn't that be the role of GetPriceHistory?)
Could somebody please explain to me why that is?

Thanks,
AP

AkataPouree · #17 (**permalink**) 10-15-2009, 11:09 AM

Hi All,

Yet another question:
How do I get the history of Rollover interests for different instruments?
It is not available in the return value from GetPriceHistory(...)

Thanks,
AP

Jose Sinning · #18 (**permalink**) 10-16-2009, 01:22 PM

Quote:

Originally Posted by AkataPouree

Hi All,

Yet another question:
How do I get the history of Rollover interests for different instruments?
It is not available in the return value from GetPriceHistory(...)

Thanks,
AP

Hello AP,

There is no way to download a history of rollover interests from the API. If you want to download a schedule of rollover rates you can download it here

AkataPouree · #19 (**permalink**) 10-16-2009, 03:05 PM

Quote:

Originally Posted by Jose Sinning

Hello AP,

There is no way to download a history of rollover interests from the API. If you want to download a schedule of rollover rates you can download it here

Thanks Jose.
I will however need some explanation on the contents of the file.
Nothing in there resembles the rollover rates that the FXCM trading station displays; in fact, looking at the rates for EUR/USD today:
- the Excel file shows 1 (where are the Roll S and Roll B values?)
- FXTS shows Roll S=0.62 Roll B=-1.82

Could you please tell me more?
Thanks,
AP

AkataPouree · #20 (**permalink**) 10-16-2009, 09:40 PM

Thanks Jose,

however, I am not able to make sense of the content of the Excel file towards which you pointed me.
For one thing, it does not contain the double values I am expecting (Roll S and Roll B).
Additionally, none of the values correspond to what the FX Trading Station shows for a given date.
Could you please shed some light on this?

Thanks,
AP

Jose Sinning · #21 (**permalink**) 10-21-2009, 09:38 AM

Quote:

Originally Posted by AkataPouree

Thanks Jose,

however, I am not able to make sense of the content of the Excel file towards which you pointed me.
For one thing, it does not contain the double values I am expecting (Roll S and Roll B).
Additionally, none of the values correspond to what the FX Trading Station shows for a given date.
Could you please shed some light on this?

Thanks,
AP

Hello AP,

FXCM rollover rates are provided by multiple global banks and these rates change on a constant basics. There is no way to download a history of rollovers from our API or to obtain the future rollover rates.

The excel spreadhsheet you saw, which is now in the following link: DailyFX - displays the number of rollover days that will be collected on a given day. This means that if you see 3, you will pay/recieve the rollover rate for that day times 3.

If you have additional questions about FXCM rollover I recommend you visit Collect Positive Rolls | Forex on Margin | Currency Interest

iirksu · #22 (**permalink**) 10-30-2009, 09:16 PM

Quote:

Originally Posted by AkataPouree

Thanks Jose.
I will however need some explanation on the contents of the file.
Nothing in there resembles the rollover rates that the FXCM trading station displays; in fact, looking at the rates for EUR/USD today:
- the Excel file shows 1 (where are the Roll S and Roll B values?)
- FXTS shows Roll S=0.62 Roll B=-1.82

Could you please tell me more?
Thanks,
AP

FXCM rollover rates are provided by multiple global banks and these rates change on a constant basics. There is no way to download a history of rollovers from our API or to obtain the future rollover rates.
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gigikent · #23 (**permalink**) 11-19-2009, 06:46 PM

I can't post in the Order2Go forum, so I'll use this thread.

Something is not right when I try to retrieve EUR/USD prices, using the latest version of Order2Go (01.05.092109) on a demo account. On 18 March 2009 EUR/USD jumped 200 points in one minute, because of a FOMC meeting. It happened at 18:17 GMT time.

But GetPriceHistoryUTC returns different jump times for "m1" versus "t1":
m1: 2009-03-18 18:17:00 1.31157 1.31151 1.33313 1.33313
t1: 2009-03-18 18:16:10 1.34954 1.34954 1.34954 1.34954 <-- this is from the future

The jump for "t1" occured at 14:17 :
2009-03-18 14:17:04 1.31154 1.31154 1.31154 1.31154
.......
2009-03-18 14:17:44 1.33002 1.33002 1.33002 1.33002

My question is if all the history tick data is affected by this 4 hour offset, or only some portions of it, and if this problem will be fixed.

gigikent · #24 (**permalink**) 11-19-2009, 07:05 PM

I just realized that the "t1" time is actually EST, the offset being 4 hours because of DST.