TMX Global FX - Historical Data
Historical Data
Historical data is one of the foundations of any trading strategy or analytical application. TMX Global FX – Historical Data is designed to meet your informational needs with our expanded FX product now offering a comprehensive historical data set.
TMX Global FX include:
- 24 base currencies
- Aggregated pricing from 25+ primary and secondary liquidity providers
- 500 + currency pairs
- Depth of market including $1.0, $5.0, $10.0, $15.0, $20.0, $40.0 million or equivalent VWAP notional value calculated on base currency of pair
- Second, minute, daily, weekly, monthly or custom queries
- Historical rates dating back to 2000
- Period open, high, low, average, close, bid, ask, and mid-point values
- REST API requests that produces multiple outputs including CSV, XML and JSON
