historical data

VMan · #1 (**permalink**) 03-10-2009, 09:45 AM

I'm trying to find historical data, like EUR/USD per second going back 5 years in CSV format? Where would I get that?

Thanks,

Vincent

FXCM Help · #2 (**permalink**) 03-10-2009, 10:45 AM

This is not available in this format. It is stored in ticks, minutes, 5 minutes, etc. So I assume you are looking for ticks. That period of ticks is an enormous amount of data.

It would be possible through the GetPriceHistory function of Order2Go if you were to develop an application to loop through past ticks to store them. This may take an extraordinary amount of time though as you would only be able to retrieve 300 at a time.

VMan · #3 (**permalink**) 03-10-2009, 11:05 AM

Ah OK that's fine... I meant minutes not seconds... sorry for the mistake, thanks for the answer.

I assumed that since FXCM cut's off the retrieval of minutes going back more than a few weeks & cuts off five minute data going back more than a few months that it wouldn't be available through the API either. I'll give it a try.

Thx,

--Vincent

georgecheng · #4 (**permalink**) 05-19-2009, 07:33 PM

Is there any API history chat in 1 min? Anyone can advice where to find the GetPrice history function of Order2Go? Thanks

FXCM Help · #5 (**permalink**) 05-19-2009, 09:57 PM

You can find the details of the GetPriceHistory function in the help document that comes with the Order2Go download. It is located in the Help folder (normally c:\Program Files\Candleworks\FXOrder2Go\Help)

gaia.info · #6 (**permalink**) 07-01-2009, 04:35 AM

i was wondering about getting information from the market myself.. thanks for the help.

JMSummers · #7 (**permalink**) 07-11-2009, 07:50 PM

Does anyone know how to display specific quote data on a web page. I'm looking for something that will display dollar index, oil futures, DJ / SP500 futures and maybe FTSE futures when I load my page (refresh not necessary). All I found thus far are websites that display data or charts.

I'm trying to consolidate other market indicators on a web page that I can review when I perform my daily risk assessment and fundy analysis.

- Joe

imported_Bigpips · #8 (**permalink**) 07-12-2009, 01:56 AM

Quote:

Originally Posted by VMan

Ah OK that's fine... I meant minutes not seconds... sorry for the mistake, thanks for the answer.

I assumed that since FXCM cut's off the retrieval of minutes going back more than a few weeks & cuts off five minute data going back more than a few months that it wouldn't be available through the API either. I'll give it a try.

Thx,

--Vincent

You can manually retrieve EUR/USD 1 min data going back to 10/28/2001 with the Market Scope software, but that's a LOT of scrolling. You must also do it slowly, otherwise the software will freeze. This is why I love FXCM and their Market Scope software, you can go back in time and backtest your systems

AkataPouree · #9 (**permalink**) 09-19-2009, 03:10 PM

I am attempting to retrieve historical prices from the Server by calling the
"TradeDeskAut.GetPriceHistory" method.
It keeps failing with an HRESULT of -2147467259
and a message: "Request timed out."

Am I doing something wrong?

FXCM Help · #10 (**permalink**) 09-20-2009, 08:56 PM

Could you please show us a snapshot of your code?

Thanks.

AkataPouree · #11 (**permalink**) 09-21-2009, 04:41 PM

I am simply using the TickHistoryExample that comes with the FXOrder2Go API.

The problem I realized was that I was trying to pull the prices during the week-end (when even the Trading Station does not give updates). I suspect the FXCM servers stop responding during that time.

Regards.

Yak2000 · #12 (**permalink**) 09-24-2009, 09:46 AM

Hello,

maximum history through Esignal dates back to march 2007. Not enough.

I understood MarketScope could allow to go back to 10/28/2001.

1) What is the oldest date available through GetPriceHistory?

2) Where to find a ready made program to launch GetPriceHistory,
with a GUI asking for symbol name, period, starting and ending date, file name to store data? Data should be stored in CSV format.

Thanks,

Yves

AkataPouree · #13 (**permalink**) 09-30-2009, 10:44 AM

I realize that historical price data is given in ticks.
What is the relation between ticks and seconds?
Will there always be a fixed number of price updates per second?

Thanks,
AP

Jose Sinning · #14 (**permalink**) 09-30-2009, 01:46 PM

Quote:

Originally Posted by AkataPouree

I realize that historical price data is given in ticks.
What is the relation between ticks and seconds?
Will there always be a fixed number of price updates per second?

Thanks,
AP

Hello AP,

A tick is a price update for a currency pair at any given time. There isn't a relation between ticks and seconds as ticks are sent by liquidity providers randomly and it all depends on them sending prices. You can a few ticks in the same second, and you could also get a tick within 2, 3, or 4 seconds. Thus, you can't expect a fixed number of price updates per second.

Luke Quinn · #15 (**permalink**) 09-30-2009, 03:44 PM

Quote:

Originally Posted by Yak2000

Hello,

maximum history through Esignal dates back to march 2007. Not enough.

I understood MarketScope could allow to go back to 10/28/2001.

1) What is the oldest date available through GetPriceHistory?

2) Where to find a ready made program to launch GetPriceHistory,
with a GUI asking for symbol name, period, starting and ending date, file name to store data? Data should be stored in CSV format.

Thanks,

Yves

Yves,

The oldest date depends on the currency pair, we have some going back about a decade. Some pairs are much more recent because we have added them more recently. One thing to consider is that we switch over to No Dealing Desk right aroung Jan. of 2007, so price action before that would have been from our old Dealing Desk model. If you would like a ready made program to retrieve historical data, one can be built for you. Simply email consulting@fxcm.com and they can provide you with a quote. If you have a Gold trading account with us, we can provide you with 5 hours of consulting for free.