FXcm API?

MoneyTec Forums Tools of the Trade FXcm API?

This topic contains 35 replies, has 1 voice, and was last updated by  fxtrd 1 year, 7 months ago.

Viewing 15 posts - 16 through 30 (of 36 total)
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  • #1246

    SJR3tz
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    csebastian,

    Perhaps I can help. I would do a solution on Oanda. And I would also put my money where my mouth is. I will pay the 600 to see if it works. If it makes money the 600 dollars is no problem. Depending on volume it is free.

    Steven

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    #1247

    csebastian
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    I’ve almost done it !!!

    Here’s the basics so far:
    With a loader type application I have loaded into FXTS executable memory address space my own DLL, which, at its turn, calls the required functions, which I have detected with a simple API monitor (actually was a WINSOCK32 API tracer).

    I have done this because its pretty much impossible (at my knowledge) to call another application functions from outside that app. and I don’t know all the functions called by the FXTS (connection, login, getting all account info, …), so I had to make some sort of “parasite” program that doesn’t cares about all the functions, or the order in which are called, only cares that certain functions are sent.

    This was pretty complicated, the loader application was wrote in C++, the “parasite” DLL was wroted in Delphi … and now I’m working to link that DLL with my trade monitor/detector/signaling/trading application, which is written in Visual Basic because I’m to lazy to translate 3 months work into Delphy

    The good news is that I can aply this kind of manner to almost any Windows application like FXCM’s, Refco’s, TS, MT, VT, DealBook …….., but not in those that are in Java, like Oanda’s …

    At this point it’s far from being finalised into a complete, flawless, functioned application but was a step forward, don’t you think?

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    #1248

    activetrader
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    I’ve spent the last week looking for a way to get FXCM’s data feed to integrate into my own testing and I haven’t found anything substantial. Any chance you would share your findings?

    Thanks!

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    #1249

    csebastian
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    Well, the easyest way to get FXCM data feed for free is using Dynaorder.
    Here’s how you can do it in Visual Basic:
    1. Download and Install Dynaorder
    2. Download this module and insert it into a new VB project
    3. Add into the project a form, a button, a timer and a textbox
    4. Copy-Paste this:

    Private Sub Form_Load()
    Timer1.Interval = 100
    End Sub

    Private Sub Timer1_Timer()
    Text1.Text = GetLastAsk(“EUR/USD”) ‘or GetLastBid(“EUR/USD”)
    End Sub

    into Form1.frm code window.
    5. Run it

    Anyway, you can get all the functions available from that module.

    Hope that helped.

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    #1250

    NjZ
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    Dynaorder costs, not a great deal but I dont see any need to pay for an application to gather data that is essentially free to air.

    ActiveTrader, if you want to clarify what it is you’re trying to get done, or how, then I’d be happy to assist.

    Cheers.

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    #1251

    activetrader
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    What I’d like to do is create or use some kind of a system that automatically downloads FXCM price data on a regular basis (e.g. 5m, 15m, or 30m) and store it in an excel spreadsheet or text file or database or whatever so that I can do some analysis, like calculate pivot points, calculate periodic support and resistance, backtest a strategy, etc. I need it to be downloaded periodically in real-time so my calculations will be kept up to date with minimal human intervention.

    There is a program that I found that does this called ViaForex, but it only gets daily OHLC prices, which is not flexible enough for me (I’m looking for 15m OHLC prices).

    Also, FXCM’s Chart plug-in for their trading station: MarketScope has a function called “MarketShot,” which allows you to download historical data in whatever timeframe you want (1m, 5m, 15m, etc.) and stores it in an excel spreadsheet for you. The problem with this is that it only downloads 300 OHLC prices at a time and there is no way (that I know of) to automate this process. So if you wanted to get 15 min data over several years, it would take a long time to manually retrieve that data (300 lines at a time)!

    I’ve been looking into Dynaorder, but it looks like it’s more for order execution than getting historical data.

    I figure all these programs are simply interfacing with a data server and retrieving data over TCP. There must be a way that I can automate retrieving this data also by running a script. I just need to know how the data server processes requests.

    Any suggestions as to how I can automate retrieving historical data from FXCM (or any other data source for that matter) would be greatly appreciated!!

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    #1252

    davidwt
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    dukascopy/com provides both free and subscription data and how to retrieve it in a program.

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    #1253

    activetrader
    • 0

    Thanks davidwt. I’ve successfully retrieved data from dukascopy, but the prices on their servers seem to be completely off from that of FXCM (consistently by 3-10 pips). Also, the last time I looked at them (several weeks ago), I read that they were planning on charging for their free service starting in July, which was another turn off.

    But perhaps this is untrue and I was doing something wrong when getting the data feed to skew the prices?

    Has anyone else had this or a different experience with dukascopy?

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    #1254

    davidwt
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    You probably already thought of this, but be sure the time frames match (the time zones used are probably different).

    Also, its fairly well known that brokers may adjust the quotes from the interbank market. I don’t think Dukascopy has any incentive for adjusting the quotes, but I could be wrong.

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    #1255

    autofx
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    Look into Unisyn Automate to automate mouse/keyboard to capture FXCM data right off their Trading Station.

    After you’ve played with Automate for a while, it should become apparent how to do this.

    You’ll be saving exchange rates to files in no time!

    The great thing about this approach is you’re getting the EXACT dealing rates right off the trading interface.

    This assumes you’re somewhat of a programmer.

    No, this isn’t an ad for Automate!

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    #1256

    ozguy
    • 0

    Hi Auto fix,

    Could you do me a favour and email step by step how to do this with automate.

    It would save me a lot of time.

    Thanks in advance

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    #1257

    dodi
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    I need making automatic trading system for analisys with elliot wave trend indicator.
    Now I’m be able read it from MarketScope data feed via it’s ole and sent them to my delphi app, but now my problem is with the dynaorder for doing some trade functions.

    csebastian,
    Have you ever successfull using entryorder function in dynaorder?

    I have tried calling this function via delphi, but it always fails. Or maybe I’m entering the wrong parameters???
    No problem when using market order function.

    Is it ok if we just only using market order instead entry order for automatic trading system? What is the risk? I’m verry beginner in this trading stuff.

    Thanks….

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    #1258

    csebastian
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    Well … is complicated … I didn’t place any order through DynaHost API, my app seems to hung up for a few seconds (20-30 sec) when I call an entry order and the result is always 0 …
    the guy who make this software isn’t gonna help because I’ve asked him to exemplify through simple code how can an order it’s placed … no answer of course, I guess this guy makes his living by offering paid consultance …

    Anyway … there is another app., this time free, HyperTrader, but neither this works properly, nobody knows what parameters should be set.

    For myself, I’m using a combination of those two, plus API calls though FXTS … some for getting quotes, some for placing orders, some for monitoring account …

    … I know what your going to say … HOW? well, that’s my secret, I will help you by telling you some pointers:
    – you don’t have to use DynaHost or HyperTrader API calls thorugh the host application
    – FXTS doesn’t have public API documentation (because you have to pay for it) but there are tools over the net wich you can use to figure out those calls
    – some of those applications DLL’s are actually ActiveX DLL, with events, classes and everything …
    … and I should tell you that it took me a copple of months to get to the end of it, I mean finding out all the required procedures, calls, events, and so on … and I still have a few errors here and there … btw, anybody knows why i’m getting with no particular reason “exception error …. memory could not be ‘read’ ” on W2kProSP4 up to date and VB6SP6?

    Why is this a secret? This is a public site, it’s some kind of a center of all FX traders, even a center for those that create software for traders, if they would know that I’m using this automated FX trading at full potential, I really don’t know that they will do, seems pretty paranoid but I have discovered that there are some parts left intentionally out, almost as they don’t want you to use the full potential of this. So, returning to the subject, I would rather be considered as a “bragger” (is this the right word?) then taken seriously on this subject so I can continue doing my stuff undisturbed … but this is only my humble opinion … don’t mind me

    I’m not trading live through an automated trading software, only did a copple of tests on a demo account in my eary beta version on my automated trading software, now I’m redesingning it and will be for my personal use, so I can’t give you any more details about this … anybody knows than when you are on the market, you are on your own with no mommy, wife or friends to help you out

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    #1259

    activetrader
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    Thanks autofx! Automate isn’t the most elegant way to get FXCM data, but it is a way nonetheless! I’ve been able to get historical data for all major currencies. Thanks for recommending a solution when it was so hard to find one!

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    #1260

    autofx
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    You’re welcome.

    You’re right on both counts, it’s not elegant, and other solutions are hard to find.

    It took me a while to learn to program the Automate tasks in the most robust, predictable way. Unisyn gives you
    everything you need, and I can give you some pointers if you get deep into it — but it sounds like you’re pretty
    self-sufficient…

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