What a tick contains
State whether records represent bid/ask updates, trades or another source event. Preserve the source and receive times when available; do not invent exchange trade volume for an OTC quote dataset that does not provide it.
Market data · deployment planning
Forex Tick Data API
A historical FX tick dataset needs explicit quote-side semantics, source coverage and timestamp precision.
Reliable retrieval
Define inclusive and exclusive range boundaries, stable sorting and pagination. Validate duplicate handling and session gaps using small known samples before requesting a large archive; completeness must be assessed against the selected source.
Requirements to confirm
- Quote versus trade records
- Timestamp precision and basis
- Stable pagination and ordering
- Duplicates and session-gap checks
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 Tick Data API: what to agree before connecting
| Dataset definition | Confirm raw ticks, bid/ask events, trades or OHLC bars and the source instrument. |
|---|---|
| Time and ordering | Define UTC boundaries, timestamp precision, sequence ordering and duplicate policy. |
| Quality and gaps | Document missing intervals, corrections and any backfill or normalization applied. |
| Export and retention | Agree format, pagination, permitted storage and the consumers allowed to use the dataset. |
Keep history traceable to its source
Historical data for Forex needs an instrument definition and provenance. Tick history, aggregated bars and replay events are different outputs. Record which prices form each bar, how gaps are represented and whether corrections can change an earlier result.
What to test
- Replay a known interval and compare event order and instrument identity.
- Inspect a quiet interval and a deliberately missing interval separately.
- Verify candle boundaries or replay timing against the documented rule.
{
"type": "quote",
"symbol": "EURUSD",
"bid": "1.10000",
"ask": "1.10010",
"source_time": "2026-10-18T12:00:00.000Z",
"received_at": "2026-10-18T12:00:00.012Z",
"source_id": "example-source",
"status": "illustrative"
}Illustrative engineering example, not live prices or a published API contract. Confirm field names and delivery rules during integration.