All Questions
15 questions
0
votes
0
answers
48
views
Where can I get free FX options chain data [duplicate]
Basically title. Can either be through an API or easily downloadable as a CSV file. Every source I find either have options chain data but not for FX, has historical FX data but not an actual chain ...
- 39
0
votes
1
answer
130
views
aggregate and convert tick-by-tick using fx data
I have tick-by-tick data of an asset X denominated in EUR and minute-by-minute data on EURUSD. If I wanted to convert my tick-by-tick data to USD would it make sense to just consider every bucket of ...
- 370
2
votes
2
answers
5k
views
Converting time bars to tick bars or volume bars in python
Recently I've started reading Advances in Financial Machine Learning by Marcos Lopez de Prado. In the second chapter the author defines some essential financial data structures, like tick bars, volume ...
- 133
10
votes
4
answers
12k
views
Where can someone get free (or very cheap) high frequency tick forex data?
I am currently working on a large data set (approx 80 million data points over 10 years). I would like another set of data that has one currency in common. Eg, I have EUR/USD and would like USD/CNY or ...
- 215
4
votes
6
answers
9k
views
Place to get free live Forex quotes via API?
Are any free Forex data APIs available? There are a ton of historical data repositories that are freely available but what about a live, streaming data API? 1 minute updates or tick data would be ...
- 45
12
votes
7
answers
4k
views
Which data sources are available for cryptocurrencies?
I am primarily looking for price and market cap histories for cryptocurrencies like Bitcoin, Ethereum, zcash, ...
What are some good data sources and APIs where I can download history as well as get ...
- 486
3
votes
3
answers
6k
views
Does Yahoo/Google no longer support web-scraping of FOREX data?
I use Python 3.6 to develop quantitative FOREX trading strategies. I used to use Yahoo or Google in conjunction with pandas.datareader in order to collect forex ...
- 153
1
vote
1
answer
46
views
Data on morocco exchange reserves
i'm trying to do some tests on exchange market pressure of morocco
Where can i find data on morocco exchange reserves
thanks
1
vote
0
answers
64
views
Data on interest rate differentials (lending on own vs. foreign currency)
I'm looking for data on (inner country) interest rate differentials between lending in own and foreign currency. Is there any data publicly available? If yes, where? If not, which non-free sources are ...
- 111
3
votes
2
answers
5k
views
Historical Data on $/yen forward exchange rates
Would anyone happen to know where I can find historical forward exchange rate data between the yen and dollar?
- 131
0
votes
1
answer
375
views
Forex Fundamental Data Sources [duplicate]
What are the best sources to find free Forex historical Fundamental Data in a .csv format?
- 145
4
votes
4
answers
17k
views
where can i get data for foreign exchange order flow
I need data for my thesis research on liquidity of foriegn exchange for order flow (aggregated daily) per currency traded for a period over the last 10-15 years. help!!
- 51
17
votes
4
answers
5k
views
How to generate synthetic FX data for backtesting?
I want to generate synthetic forex data for the purpose of backtesting my trading algorithms. I have some rough ideas in mind on how to do this:
Start with a curve representing a trend, then randomly ...
- 271
15
votes
3
answers
2k
views
Effective Euro-USD (EURUSD) Exchange Rate Prior to Euro's Existence
Motivation: I am running a quantitative analysis that requires long-term, exchange rate data.
Problem: Does anyone have methods for dealing with the EURUSD exchange rate prior to the Euro's existence?...
- 153
10
votes
2
answers
890
views
FX Tick Data question
Anyone can tell me what the first column and the last column in this FX tick dataset mean? The first seems like some kind of ID, and what D in the last column mean?
368412956 AUD/CAD 12/30/2007 ...
- 688