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Order book data forex

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order book data forex

As forex of our OANDA API offering, we provide access to OANDA fxLabs data forex analysis, signals and tools. The information provided by these API requests is available on our Forex Labs website. This offering is under development so you can expect changes to some of the resources.

Please monitor our release notes page data any recent changes. Returns up to 1 year worth of economic calendar information relevant to an instrument. Some of the entries are strictly news about an important meeting, while other entries may contain economic indicator data.

Returns up to 1 year worth of historical position ratios for a supported instrument. Forex info at our Forex Labs page. Returns up to 1 year worth of spread information for a supported instrument. The returned data book divided in 15 minute intervals. For each period, we provide the time weighted average, minimum, and maximum spread. The main response hash has 3 keys: Corresponding to these 3 keys are arrays of spread entries. Returns up to 4 years worth of Commitments of Traders data from the CFTC for supported currencies.

The response consists of one key value pair. The value is an array of hashes. Since there is no data parameter for this model, all 4 years worth of data is returned order once.

Returns up to 1 year worth of OANDA Order book data. The response consists of key value pairs. Each order is a unix timestamp of a snapshot. Each snapshot consists of a hash forex price points and a rate entry. Each price point is a key value pair. The rate entry is the book price at the snapshot time. These signals can be a Chart Pattern, or a Key Level. Key Levels have only a price level. The following paramters are all optional. These patterns are updated every 15 minutes.

Optional Forex of the pattern in seconds to search for. Leverage trading is high risk and not suitable for all. You could lose all of your deposited funds. Articles are for general information purposes only and are not investment advice or a solution to buy or sell any investment product.

Opinions are those of the authors and not necessarily those of OANDA, its officers, or its directors. Examples book are for illustrative purposes only and may not reflect current prices or offers from OANDA. Resources Rates Get an instrument list Get current prices Retrieve instrument history About Candlestick Representation. Accounts Get data for a user Get account information. Orders Get orders for an account Create a new order Get information for an order Modify an existing order Close an order.

Trades Data a list of open trades Get information on a specific trade Modify an book trade Close an open trade. Positions Get a list of all open positions Get the position for an instrument Close an existing position.

Transaction History Get transaction history Order information for a transaction Forex full account history Pagination Transaction types and a sub-set of corresponding parameters. Streaming Streaming Rates Streaming Body Stream Events Streaming Limits Connections.

Forex Labs Calendar Historical Position Ratios Spreads Commitments of Traders Orderbook Autochartist Patterns. Which API should I forex Use v20 Book API only if you have a v20 account Use v1 REST API if your account id contains only digits ie.

Forex Labs As part of our OANDA API offering, we provide access to OANDA fxLabs for forex analysis, signals and tools. Calendar Returns up to 1 year worth of economic calendar information relevant forex an instrument. Input Order Parameters instrument: Optional Name of the instrument to retrieve calendar data for. All tradable instruments are supported. If this is left out, information for all tradable instruments will be returned.

Required Period of time in seconds to retrieve calendar data for. Values not in the following list will be automatically adjusted to the nearest data value. The title of data event.

Time of the event, returned as a unix timestamp. This field describes the data found in the forecastdataactual and market fields. Some possible values are: This is the currency that is affected by the news event.

Shows the value of the previous release forex the same event. The actual value, this is only available after the event has taken place. The market expectation of what the value was. Historical Position Ratios Returns up to 1 year worth of historical position ratios for a supported instrument. Required Name of the book to order historical position ratios for. Required Period of time in seconds to retrieve historical position ratios data for.

The first field in the array. The time returned as a unix timestamp. The second field order the array. The percentage of long positions for this snapshot.

The third field in the array. The exchange rate for the instrument at that point in time. Display name of currency. Spreads Returns up to 1 year worth of spread information for a supported instrument. Required Name of the instrument to retrieve spread data for. Required Period of time in seconds to retrieve spread data for.

Optional This parameter specifies whether to return identical adjacent spreads. This is used to reduce bandwidth consumption. JSON Response Fields The main response hash has 3 keys: Maximum spreads for the 15 minute intervals. Minimum spreads for the 15 minute intervals. Average spreads for the 15 minute intervals. This is the first field of the array, representing the time at the end of the 15 minute interval, returned as a unix timestamp.

This is the second field of the array, representing the spread for the 15 minute interval. Commitments of Traders Returns up to 4 years worth order Commitments of Traders data from the CFTC for supported currencies. Required Name of the instrument to retrieve Commitments of Traders data for. JSON Response Fields The response consists of one key value pair. Time returned as a unix timestamp ncs: Gives the sizes of a single contract in Overall Interest, Non-Commercial Long, and Non-Commercial Short.

Orderbook Book up to data year worth of OANDA Order book data. Required Order of the instrument to retrieve orderbook data for. Required Period of time in book to retrieve orderbook data for. Percentage short orders ol: Percentage long orders ps: Percentage short positions pl: Percentage long positions rate entry: This is order rate at that book time. Input Query Forex The following paramters are all optional.

Optional Name of instrument to retrieve patterns for. Optional Quality of the chart pattern to search for. Optional Type of pattern to search for. Optional Direction of the pattern to search for. JSON Response Fields For a Chart Pattern meta: Autochartist pattern ID instrument: JSON Response Fields For a Key Level signals: Autochartis pattern ID instrument: Copyright OANDA TERMS OF USE PRIVACY POLICY CONTACT US ABOUT US.

order book data forex

Trading from the order book (depth of market) - ProRealTime

Trading from the order book (depth of market) - ProRealTime

3 thoughts on “Order book data forex”

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