Market data · deployment planning

Historical Forex Data API

Choose the FX history granularity and source model before building charts or research pipelines.

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.

Coverage and delivery

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.

Requirements to confirm

  • Tick or bar granularity
  • Bid, ask or midpoint basis
  • Coverage and revision policy
  • Source and session metadata

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

Historical Forex Data API: what to agree before connecting

Dataset definitionConfirm raw ticks, bid/ask events, trades or OHLC bars and the source instrument.
Time and orderingDefine UTC boundaries, timestamp precision, sequence ordering and duplicate policy.
Quality and gapsDocument missing intervals, corrections and any backfill or normalization applied.
Export and retentionAgree 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.

Related FX workflows

Continue with currency-pair definitions, FX delivery and source handling.

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