Price basis
Bid, ask, midpoint and trade-derived bars are different datasets. State the basis and session alignment for each series; a consumer comparing archives needs those definitions before interpreting a difference in highs or lows.
Choose the FX history granularity and source model before building charts or research pipelines.
Bid, ask, midpoint and trade-derived bars are different datasets. State the basis and session alignment for each series; a consumer comparing archives needs those definitions before interpreting a difference in highs or lows.
Agree the available start date, expected gaps, revisions and download method per currency pair. Test a known session boundary and a quiet interval, and preserve metadata that identifies the source and transformation used for the archive.
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.
| 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. |
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.
{
"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.