Premium market data
Forex order flow (trade tape) and sentiment in real time
Live and historical Forex order flow, Speculative Sentiment Index and volume data via API, representing thousands of live retail accounts.
Premium market data
Clean, accurate premium data products customised to your technology
Trade tape
Forex order flow feed
An aggregated feed from brokers that powers your analytics and algorithms in real time. Includes streaming, tick and historical trade order flow data.
Order flow quoteSSI
Speculative Sentiment Index
A snapshot of total market positions, with aggregated long and short positions per symbol, so you can gauge sentiment in any instrument.
Sentiment data quoteFeatures
- Millisecond timestamp
- Volume
- Long vs short
- Executed price
- Symbols
Delivered via Excel, REST or WebSocket API. Pricing on request.
Overview
What are premium data products?
We provide clients with high-quality, actionable financial datasets at affordable rates in real time. Our premium datasets include Forex order flow, a sentiment indicator and volume, delivered via Excel, REST or WebSocket API, which helps traders, programmers and analysts analyse and test real retail client behaviour. We also provide historical order flow, sentiment and volume data that is not available elsewhere.
We curate this data and maintain a very high quality to ensure the datasets meet the top standards in the industry. Our premium Forex dataset is representative of thousands of live retail accounts, which makes it valuable to clients in the FX market.
Forex and CFD order flow
The order flow data provides a timestamp, the volume of long and short trades, and the executed price. Brokers are very reluctant to share their order flow data, which makes it hard to obtain. The TraderMade ecosystem enables us to offer this unique retail order flow dataset at a competitive cost.
Millisecond timestamps on trades enable real-time analysis of retail trading. Historical FX and CFD order flow starts from August 2021 as standard; more history is available on request.
Dataset includes
- Timestamp
- Symbol
- Volume, long and short
- Executed price
Sentiment Index (SSI)
The Sentiment Index consists of a timestamp, symbol, and long versus short positions. It provides the ratio of long and short positions for a given instrument at any given time.
The data is used to gauge market sentiment in an instrument, as a sentiment indicator or to implement trading strategies.
Dataset includes
- Timestamp
- Symbol
- Long vs short
Volume
The forex market is OTC, which makes it difficult to determine trading volume. Our volume data fulfils this need for clients devising strategies that use volume as an indicator. Volume adds a layer to the underlying price action that enables detailed analysis.
Dataset includes
- Timestamp
- Symbol
- Volume
Developers and analysts
Made for developers and analysts
In-depth documentation and examples for developers, analysts and data scientists, with step-by-step guides for a streamlined integration and onboarding.
- REST API, WebSocket and FIX
- Python, PHP, JavaScript, C# and Go examples
Market data for prop firms and trading platforms
Sub-20ms FX, CFD and crypto pricing with display rights for your clients, over WebSocket, FIX and REST.
Learn moreForex data API
Live and historical data for Forex and CFDs, ideal for clients who need to query both real-time and historical prices.
Learn moreFrequently asked questions
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The order flow in the Forex markets is the trades that have taken place between buyers and sellers of a currency pair. Participants can be large banks and financial institutions, central banks, portfolio managers and retail traders.
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The SSI (Speculative Sentiment Index), sometimes known as the TSI (Trade Sentiment Index), is a tool used by traders in real time that compares how many buyers and sellers are active in the market at any given time. Positive ratios indicate more buyers than sellers, and negative ratios mean more sellers than buyers.
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A millisecond timestamp, the symbol, the volume of long and short trades, and the executed price. Historical FX and CFD order flow starts from August 2021 as standard, with more history available on request.
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Via Excel, REST or WebSocket API, with Python, PHP, JavaScript, C# and Go examples in the premium data documentation.
Get the right solution
We provide bespoke data and technology solutions to help customers integrate our premium data products. If you don't find what you are looking for, talk to our team.