Retrieving FX Futures Data with HTTP and WebSocket APIs

Summary

This tutorial explains how to request foreign exchange futures market data through an HTTP endpoint and a WebSocket connection. It uses the micro British pound continuous contract as an example, showing how request parameters identify the bar interval, number of recent bars, and instrument. The WebSocket example subscribes to trade details, order book depth, and minute bars, and includes connection status handling, periodic reconnect checks, and heartbeat messages.

The article also distinguishes exchange-listed FX futures from spot currency quotes and explains that futures have expirations. A continuous contract stitches together the currently dominant delivery month to provide an uninterrupted analysis series; the article cautions that this synthetic series is for analysis and cannot itself be traded. The material is an API usage guide rather than a trading strategy or empirical study. It gives no data-quality assessment, latency measurements, API availability guarantees, or validation of the reconnect and subscription behavior, so users would need to confirm those details with the provider.

Key ideas

• FX futures are exchange-traded contracts with delivery months, unlike spot currency quotes.
• A continuous contract links successive delivery months to support ongoing chart analysis.
• The HTTP example requests a specified number of recent bars at a chosen interval for one instrument.
• The WebSocket example subscribes to trades, market depth, and bar updates, with reconnect and heartbeat logic.
• The continuous instrument described is intended for analysis and cannot be used directly for trading.

Tags

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.