FXcm API?

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?

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.

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!!

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?

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!

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….

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!