Cboe FX Historical Market Gegevens permits users to obtain large gegevens sets spil one-time downloads or on an ongoing fundament through recurring subscriptions deliverable ter an easy-to-use, digestible format.
Utilizing Cboe FX historical trade and quote gegevens permits for simplified and streamlined back-testing and analysis to help maximize trading opportunities on the Cboe FX market:
- Perform back-testing on fresh trading strategies
- Simulate switches to trading models
- Optimize trading strategies using historical market analysis
- Evaluate price movements and executions
- View trading trends for liquidity, spreads, and order size
- Understand how orders interact te the marketplace
Historical Gegevens Offerings
- TOP – Top of book gegevens.
The columns ter .bbo files are spil goes after:
Time, BidPrice, BidQty, OfferPrice, OfferQty
The columns te .snp files are spil goes after:
Time, Bid/Ask, Price, Qty
The columns te .tks files are spil goes after:
- EventIdentifier: Unique ID corresponding to each individual order
- S (Snapshot): Can come te groups (several rows). When encountered, discard existing snapshot and build a fresh one with all consecutive “S” rows.
- N (Fresh): Fresh order on the order book. There can be an “N” event with a price that already exists on the book. Ter this case the quantities should be accumulated for that price.
- C (Cancel): Order corresponding to this EventIdentifier has bot eliminated from the book.
- M (Modify): There is a quantity switch for the order corresponding to this EventIdentifier.
The columns te .trd files are spil goes after:
Time, Aggressor Side, Price, Qty Request Cboe FX Historical Gegevens
To request a recurring subscription to Cboe FX Historical Market Gegevens or initiate a one-time request, please voeling Market Gegevens Services at [email protected] or your Cboe FX sales representative.
Extra Cboe Global Markets Gegevens
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