Market data and instruments
One price feed for charts, backtests, live sessions and the API.
Cloud9Trader records prices from the brokers it connects to and keeps them in one store. Charts, backtests, trading sessions and the REST API all read from it, so a backtest sees the same prices a chart draws.
What it does
Section titled “What it does”- One name per instrument. Every instrument is named by its symbol and its broker, such as
EUR/USD:FXCMorEUR_USD:OANDA, because brokers quote slightly different prices for the same pair. The Instrument: selector in backtests and sessions lists what you can use. - Live prices. Each price update (a tick) carries a bid and an ask, and reaches charts, price tiles and running sessions as it arrives.
- History at two resolutions. Prices are stored as raw ticks and as one-minute bars with bid and ask kept separate, so the spread is part of every backtest. Charts build longer intervals, up to one day, from these.
- Gaps are shown, not filled. If prices are missing for a period, charts and backtests show the gap rather than inventing prices.
What “tick” and “minute data” mean here
Section titled “What “tick” and “minute data” mean here”- Tick is every price update the broker sent, with its time, bid and ask. A backtest on Every tick replays them in order.
- Minute data is one bar per minute: open, high, low and close for bid and ask. A backtest on Minute data replays each minute as four prices, open, high, low, close, in that order.
Limits
Section titled “Limits”- How far back history goes depends on the instrument and on whether you want ticks or minutes. When you pick a start date, the backtest window warns you if it is before the instrument’s data begins.
- Backtests can go back at most 10 years, and end no later than yesterday.
- A single API request returns at most 2,500 bars, or one day of ticks. A longer bar range is cut to the 2,500 bars that end at your end date. See Credits and limits.
Prices, charts and history are available on every plan. Historical requests through the REST API use API credits.
Read next
Section titled “Read next”- Backtesting: replay this history through an algorithm.
- Prices, spreads and pips: what bid, ask and spread mean.