I understand that when I start running my Java trading program, it will collect the data fed to it by the FXCM servers. So if I start my program running on my servers at Oct 29, 2009 12:00PM GMT then my server will collect data starting from that point onward into the future.

My question has to do with data from the recent past. For example, I want any indicators I code up (like a moving average for example) to be calculated using say daily data from the past 20 days, ie 20 trading days prior to Oct 29, 2009. Furthermore, suppose I am a day trader and am using hourly data to trade, and suppose my server goes down for some reason for 2 hours. Without the ability to "fill in" this missing data, my moving average and other indicators will have problems when my server comes back up.

So, how is it possible from the Java API to get any data from the recent past?

Note that any standard trading platform like MT4 has this ability. Just think of any time you open MT4 - it will fill in a set of charts with data from some time in the past until the most recent trade data. If the Java API is going to be useful as a real trading platform, it really should have this ability.

Can one of the FXCM programmers discuss how this problem is addressed in the Java API?

Thanks

Hello,

The java trading api does not have any functionality to collect historical data. We have an additional api/sdk for these purposes. Please look into our PEC SDK(Price Engine Client). You can speak with your sales rep for more information