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FX

FX data covers spot foreign-exchange pairs (asset class fx): the 28 maintained G10 pairs, each in one direction (instrument keys). Use the quote for a spot rate and the reference rate for a daily value or a return.

Routes​

FX data is served on three separate bases, never merged:

you needroutebasis
the current spot rateGET /v1/fx/{pair}/quotethe latest spot rate
a daily open, high, and lowGET /v1/fx/{pair}/historydaily bars, with every close withheld
one daily value, or a day-to-day returnGET /v1/fx/{pair}/reference-ratesthe European Central Bank's daily reference rate
the maintained pairs with their quotesGET /v1/markets/fx/pairsthe quotes

Every parameter and response schema is in the API reference.

curl "https://api.tauric.ai/v1/fx/EURUSD/quote" \
-H "Authorization: Bearer $TAURIC_API_KEY"
curl "https://api.tauric.ai/v1/fx/EURUSD/history?period=3mo" \
-H "Authorization: Bearer $TAURIC_API_KEY"
curl "https://api.tauric.ai/v1/fx/USDJPY/reference-rates?limit=30" \
-H "Authorization: Bearer $TAURIC_API_KEY"

A currency pair has no exchange volume, so FX volume is always null (on a quote, day.volume is not_applicable).

Withheld daily close​

No FX route serves a daily close, so no close-to-close return can be computed from the bars. Every FX bar's close is null with daily_close_undefined, while the open, high, and low are served (fx.history's values.withheld_fields in /v1/datasets names close). For a daily value or a return, use the reference rates.

Quotes​

An FX quote carries the rate and its source time (quotes). Some fields are withheld on every FX quote (fx.quote's values.withheld_fields in /v1/datasets).

fieldon an FX quote
price, source_timeserved
day (open, high, low)served; null with off_session_indicative during the weekly closure (Friday 17:00 to Sunday 17:00 New York)
previous_close, change_reference, change, change_percentwithheld with basis_unclear
book (bid and ask)withheld with unreliable (the book)

Daily history​

/history serves daily bars with the open, high, and low only (see withheld daily close). Windows, coverage, and paging follow price history.

Daily reference rates​

GET /v1/fx/{pair}/reference-rates serves the European Central Bank's euro foreign exchange reference rates (method: ecb_euro_reference_rate). A reference rate is a reference value, not a transaction rate, a market close, or a 17:00 New York rate. There is one value per publication day (values[].date), with no time of day. Values are in units of the quote currency per one base currency.

Observed and derived pairs​

pairsderivationthe value
the seven euro-base pairs: EURUSD, EURJPY, EURGBP, EURCHF, EURAUD, EURCAD, EURNZDobservedthe published reference rate
the other 21derivedcomputed from the same day's euro reference rates, as its formula and operands state, to 6 significant figures

A derived value whose operand is missing that day is null with not_published (listed in missing_operands and coverage.missing).

Days without a rate​

dayhow it appears
a publication holidaynamed in coverage.no_publication with confirmed_absent: no rate exists, so it is not a gap
a working day without a rate, while later days are heldnamed in coverage.no_publication with not_published
a weekendnot listed

Windows and paging​

limit counts publication days per response; end, coverage.continue_end, and start page and bound the window as described in pagination. coverage.available_from is the first day held; an end before it is 404 insufficient_history.

Freshness and revisions​

fieldmeaning
freshness.staletrue when a day that should be published by now is not held
freshness.late_publicationnames a day whose rate is late at its publisher
freshness.pending_publicationnames a day whose rate is not yet expected

A rate of the newest 14 calendar days can still be revised; an older rate does not change.

The FX view​

GET /v1/markets/fx/pairs lists the maintained pairs, each with its quote. The rules every market view shares are on batch quotes and market views.