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 need | route | basis |
|---|---|---|
| the current spot rate | GET /v1/fx/{pair}/quote | the latest spot rate |
| a daily open, high, and low | GET /v1/fx/{pair}/history | daily bars, with every close withheld |
| one daily value, or a day-to-day return | GET /v1/fx/{pair}/reference-rates | the European Central Bank's daily reference rate |
| the maintained pairs with their quotes | GET /v1/markets/fx/pairs | the 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).
| field | on an FX quote |
|---|---|
price, source_time | served |
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_percent | withheld 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
| pairs | derivation | the value |
|---|---|---|
| the seven euro-base pairs: EURUSD, EURJPY, EURGBP, EURCHF, EURAUD, EURCAD, EURNZD | observed | the published reference rate |
| the other 21 | derived | computed 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
| day | how it appears |
|---|---|
| a publication holiday | named 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 held | named in coverage.no_publication with not_published |
| a weekend | not 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
| field | meaning |
|---|---|
freshness.stale | true when a day that should be published by now is not held |
freshness.late_publication | names a day whose rate is late at its publisher |
freshness.pending_publication | names 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.