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  • Introduction
  • Authentication
  • API Reference
  • Function reference
  • Signal reference
  • Available timeframes
  • Available markets
  • Errors
  • Status

    • Introduction

    Market Alerts is a simple API to calculate market indicators and signals across different timeframes in Commodity, Bonds, Stock Indices and FX markets.

    The API works in a REST like manner over HTTP, and covers these areas:

    Authentication

    MarketAlerts is open for beta and does not currently require Authentication.

    API Reference

    indicators

    See also the full indicator function reference

    curl \
"http://api.fxhistoricaldata.com/indicators?expression=close,ema(close,200),rsi(close,14)&instruments=USDJPY"

# Example expressions
open,high,low,close
rsi(close,14)
ema(close,200)
rsi(ema(close,20),14)

    The above command returns JSON structured like this:

    {
    results: {
        USDJPY: {
            data: [
                [
                "2016-10-07 00:00:00",
                "103.1000",
                "107.5165",
                "57.80"
                ]
            ]
        }
    }
}

    This endpoint retrieves market data and calculates technical indicators

    HTTP Request

    GET http://api.fxhistoricaldata.com/indicators

    Query Parameters

    Parameter Required Default Description
    expression Yes A comma separated list of technical indicators to be calculated.
    instruments Yes A list of instruments for which to calculate the indicators expression. See the list of available instruments.
    timeframe No day The timeframe of the request. One of '5min', '15min', '30min', 'hour', '2hour', '3hour', '4hour', 'day'. See also available timeframes.
    item_count No 10 The number of data items to return.

    signals

    See also the full signal expression reference

    curl \
"http://api.fxhistoricaldata.com/signals?expression=close>ema(close,200) and rsi(close,14)<50&s=USDJPY"

# Example expressions
rsi(close,14) > 70
close > ema(close,200)
# Mixed timeframes are also allowed in expressions
day(close > ema(close,200)) and 4hour(close < ema(close,200))

    The above command returns JSON structured like this:

    {
    results: {
        USDJPY: {
            data: [
                [
                    "2016-10-07 00:00:00"
                ]
            ]
        }
    }
}

    This endpoint calculates signals ie: rsi crossed above 70, closing price is above upper bollinger band, etc

    HTTP Request

    GET http://api.fxhistoricaldata.com/signals

    Query Parameters

    Parameter Required Default Description
    expression Yes The signal expression to be evaluated.
    instruments Yes A list of instruments for which to calculate the signal expression. See the list of available instruments.
    timeframe No day The timeframe of the request. One of '5min', '15min', '30min', 'hour', '2hour', '3hour', '4hour', 'day'. This is ignored if the expression uses multiple timeframe signals. See also available timeframes.
    item_count No 50 The maximum number of data items to return.
    start_period No 3 months ago A datetime in the UTC timezone representing the date of the earliest signal to be returned
    end_period No now A datetime in the UTC timezone representing the date of the lastest signal to be returned

    Function reference

    open,high,low,close

    The open, high, low and closing price of the security in the given timeframe.

    ema(expression, n)

    ema(close,200)
ema(abs(high-low),20)

    Exponential moving average of expression of n periods

    sma(expression, n)

    sma(close,200)
sma(abs(high-low),20)

    Simple moving average of expression over n periods

    rsi(expression, n)

    rsi(close,14)

    Relative strength index of expression over n periods

    max(expression, n)

    max(high,10)

    Maximum value of expression over n periods

    min(expression, n)

    min(low,10)

    Minimum value of expression over n periods

    tr()

    tr()

    True range is defined as: max[ (high-low), abs(high - previous_close), abs(low - previous_close) ]

    atr(n)

    atr(14)

    Average true range over n periods (eg: atr(14) )

    previous(expression, n)

    previous(close, 1)

    Value of expression n periods ago, useful to calculate crossover signals

    bolhigh(expression, n, y)

    bolhigh(close,21,2)

    Upper bollinger band of expression

    bollow(expression, n, y)

    bollow(close, 21, 2)

    Lower bollinger band of expression

    macd(expression, shortperiod, longperiod, smoothingperiod)

    macd(close, 12, 26, 9)

    Macd value of expression

    macdsig(expression, shortperiod, longperiod, smoothingperiod)

    macdsig(close, 12, 26, 9)

    Macd signal value of expression

    macddiff(expression, shortperiod, longperiod, smoothingperiod)

    macddiff(close, 12, 26, 9)

    Difference between macd and the macd signal (eg: macddiff(close, 12, 26, 9) )

    abs(expression)

    abs( close - previous(close,1) )

    Returns absolute value of expression (eg: abs(close - previous(close, 1)) )

    Signal reference

    crossoverup(expression1,expression2)

    crossoverup(close,ema(close,200))

    True when expression1 goes above expression2.

    crossoverdown(expression1,expression2)

    crossoverdown(close,ema(close,200))

    True when expression1 goes below expression2.

    expression1 compare_to expression2

    ema(close,50) >  ema(close,200)
ema(close,50) >= ema(close,200)
ema(close,50) <  ema(close,200)
ema(close,50) <= ema(close,200)

    Compares expression1 to expression2, ie, greater, greater than, lesser, lesser than.

    Multiple timeframe signals

    day(close > ema(close,200)) and 4hour(close < ema(close,200))

    Compare signals in different timeframes. When using expressions with multiple timeframe signals, the timeframe querystring parameter is ignored. The following timeframe functions are available:

    Limitations

    Unique timeframe functions

    This doesn't work

    hour(close > ema(close,21)) and hour(ema(close,21) > ema(close,50)) and 2hour(close > ema(close,21))

    But this does

    hour(close > ema(close,21) and ema(close,21) > ema(close,50)) and 2hour(close > ema(close,21))

    A timeframe function can only be called once per expression, however, multiple expressions can exist inside a timeframe function.

    Boolean combinations

    This doesn't work

    hour(signal_expression) and 2hour(signal_expression) or hour(signal_expression)

    But these do

    hour(signal_expression) and 2hour(signal_expression) and hour(signal_expression)
hour(signal_expression) or  2hour(signal_expression) or  hour(signal_expression)

    Signal expressions with multiple timeframes are only supported when the different timeframe functions are joined by the same boolean operator (one of 'and','or').

    Available timeframes

    The list of timeframes available can be retrieved programmatically with a get request to the timeframes endpoint.

    curl \
http://api.fxhistoricaldata.com/timeframes

    Available markets

    The list of instruments available can be retrieved programmatically with a get request to the instruments endpoint.

    curl \
http://api.fxhistoricaldata.com/instruments

    Forex

    Commodities/Bonds

    Stock Market Indices

    Errors

    The API returns structured errors that look like:

    {
    "id": "error_id",
    "message": "Error description",
    "url": "More detailed information about how to resolve the error"
}

    The API uses the following error codes:

    Error Code Meaning
    400 Bad Request -- The input in the request is invalid. Check error message and URL for help fixing the request.
    500 Internal Server Error -- We had a problem with our server. Try again later.
    503 Service Unavailable -- We're temporarily offline for maintenance. Please try again later.

    Status

    API Status page

    http://status.fxhistoricaldata.com/

    shell