Two-sided integrity
Document whether each source sends bid and ask atomically or independently. Track the age of each side and handle crossed or incomplete quotes explicitly; a midpoint calculated from mismatched observations can be misleading.
Market data · deployment planning
Forex BID/ASK Feed
Define how two-sided FX quotes are timestamped, normalized and consumed by broker screens and valuation processes.
Broker price policy
Separate raw source observations from rounding and spread adjustments. Consumer tests should cover decimal precision, a one-sided update, an unusually wide spread and the transition into a closed trading session.
Requirements to confirm
- Side-specific timestamps
- Precision and rounding rules
- Crossed and incomplete quote policy
- Session-close behavior
Bring the proposed instrument list, source documentation and consumer workflow to a technical discussion. The agreed integration specification defines coverage, fields, usage permissions and acceptance tests.
Integration brief
Forex BID/ASK Feed: what to agree before connecting
| Instrument scope | Identify the exact underlying, source identifier, quote currency and intended use. |
|---|---|
| Consumer workflow | List trading platforms, charts, risk tools and applications that need the output. |
| Delivery contract | Agree protocol, quote fields, timestamps, source status and recovery behaviour. |
| Production review | Confirm source rights, integration ownership, test evidence and commercial scope. |
Begin with a consumer and instrument inventory
For Forex, define who consumes the prices and what each system needs to reconstruct a usable quote. An application dashboard, broker platform and historical process can require different delivery rules even when they share one normalized instrument model.
What to test
- Compare instrument definitions before combining or substituting sources.
- Exercise disconnects and confirm the status presented to each consumer.
- Review results with the source, adapter and consuming application owners.