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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