FX Data Infrastructure
Enterprise-level market data feeds and API solutions for real-time integration and system connectivity
API i dane
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FX Data Infrastructure: API & Feeds FAQ
Answers about enterprise-level market data solutions, real-time API connectivity, and system integration for currency trading systems.
What types of market data feeds do you provide?
We offer tiered data services: 1) Real-time spot/forward feeds from 30+ liquidity venues, 2) Depth-of-book analytics with order flow metrics, 3) Historical tick databases (20+ years), 4) Economic event streams with machine-readable formatting, 5) Options volatility surfaces, and 6) Alternative datasets (sentiment, positioning). All feeds undergo multi-source validation.
How do I integrate your APIs into existing trading infrastructure?
Our Unified API Gateway supports: 1) REST/WebSocket endpoints for real-time data, 2) FIX 5.0 protocol for execution, 3) Python/Java/C# SDKs with code samples, 4) Cloud-native connectors (AWS/GCP/Azure), and 5) Pre-built adapters for major platforms (MetaTrader, cTrader, TradingView). Comprehensive documentation includes implementation blueprints.
What latency performance can I expect from your real-time feeds?
Our infrastructure delivers: 1) Median processing latency
How do you handle data normalization across different sources?
Our Smart Normalization Engine performs: 1) Timestamp synchronization using atomic clocks, 2) Currency pair standardization (ISO 4217 compliance), 3) Liquidity-weighted price formation, 4) Anomaly filtering (outlier detection), and 5) Cross-venue arbitrage reconciliation. This creates consistent, audit-ready data streams regardless of source formats.
What security measures protect your API connections?
We implement: 1) Bank-grade encryption (AES-256/TLS 1.3), 2) OAuth 2.0 authentication, 3) IP whitelisting with geo-fencing, 4) Rate limiting against DDoS attacks, and 5) Private network options (AWS Direct Connect, Megaport). All connections meet FINRA/SEC cybersecurity standards.
Can I access historical data for backtesting through your API?
Yes. Our Historical API provides: 1) On-demand tick replay for any date range, 2) Event-synchronized datasets (NFP/central bank windows), 3) Crisis period packages (2008/2015/2020), 4) Volatility-regime filtered data, and 5) Cloud-optimized bulk download. Data is delivered in OHLCV, tick, or depth formats with configurable resolution.