Historical Forex Data, On Demand

This historical forex data feed offers a comprehensive view of the global FX Spot market, sourced directly from 360T’s real-time Essential Data Feed (EDF), the Historical FX Spot Data Feed provides calculated FX Spot Bid and Ask prices in 1 million notional. This maintains full integrity and transparency of executable market activity captured on 360T’s HyperSonic trading platform. 

Key features include:  

• Data Overview: Non-executable FX Spot data feed covering the calculated bid and ask (1mio), derived from real time EDF with data captured every 100ms. 

• Coverage: Available for over 50 currencies spanning G10, Emerging Markets and Precious Metals pairs. 

• Historical Range: Data available from March 2024 onward. 

• Delivery & Access: Available on a T+1 subscription or monthly data packages. Accessible via REST API or as download from Deutsche Börse’s Marketplace. 

• Source: Derived from our EDF real time tick data feed. 

• Market View: Prices reflect disclosed, executable liquidity from 360T’s global institutional network. 

The Historical FX Swaps Data Feed provides accurate Swap points and their associated maturities, across the curve. Based on stored tick data from the Swaps Data Feed (SDF), produced in partnership with DIGITEC, the Historical FX Swaps Data Feed is essential for modelling yield curves, for helping to identify signals, trends, and trading opportunities, as well as back-testing and refining strategies.  

Sourced from the neutral pricing from multiple top tier contributing banks, the Historical FX Swaps Data Feed ensures an independent, accurate and transparent view of FX Swap markets across a wide range of currencies and tenors.  

Key features include:  

• Data Overview: Non-executable FX Swaps data feed covering from O/N through 10-year maturities, including IMM dates, Turn Dates, and major Central Bank meeting dates. Derived from stored tick data from our SDF data feed.  

• Coverage: Available for over 40 currencies including G10 (out to 10 years), Local Markets (out to 5 years) and NDFs (out to 5 years). 

• Historical Range: Data available from 2019 onwards, though currency and maturity start times in 2019 may vary.  

• Delivery & Access: Available on a T+1 subscription or monthly data packages. Accessible via REST API or as download from Deutsche Börse’s Marketplace. 

• Source: Derived from our SDF real time tick data feed. 

• Market View: Reflects independent skew-free pricing, provided by 20+ contributing tier 1 & specialist regional banks. 

The Historical Precious Metals Swaps Data Feed provides comprehensive, high-quality information on Precious Metal Swaps, specifically XAUUSD & XAGUSD. Based on stored tick data from the Precious Metals Feed (PMF), produced in partnership with DIGITEC, this dataset captures the full curve of Swap rates from overnight to two years, aggregated from multiple top-tier contributors to ensure accuracy and reliability. 

Key features include:  

• Data Overview: Non-executable Precious Metals data feed covering out to 2 years. Derived from stored tick data from our PMF data feed. 

• Coverage: Available for XAUUSD and XAGUSD Swaps, covering out to 2 years. 

• Historical Range: Data available from March 2024 onwards.  

• Delivery & Access: Available on a T+1 subscription or monthly data packages. Accessible via REST API or as download from Deutsche Börse’s Marketplace. 

• Source: Derived from our PMF real time tick data feed. 

• Market View: Prices reflect independent skew-free reference rate, provided by 20+ contributing banks. 

Unlike many sources offering historical forex data for free or indicative reference rates, 360T’s spot data is validated and standardized, reflecting firm, executable pricing from institutional workflows. This distinction is critical for advanced use cases such as strategy back‑testing, liquidity analysis, and validating execution quality, where indicative or delayed datasets can materially distort results. 

What’s more, all 360T’s historical data feeds are backed by Deutsche Börse Group’s reputation for data excellence and market integrity. 

360T does not offer unrestricted free forex historical data downloads. However, sample datasets or time‑boxed access can be provided so that clients get a chance to validate data coverage, structure, and suitability before subscribing or requesting a package for the full historical data feed. 

Yes, programmatic access via a historical forex data API is supported. More specifically, 360T’s Historical Data Feeds can be integrated seamlessly via REST API for automated workflows. This makes the HDF well suited for quantitative and data‑intensive environments. 

Our team is on hand to assist with any API integration questions throughout the onboarding process.

A free forex historical data API may offer convenience, but it typically comes with limitations around coverage, reliability, historical depth, and usage rights. A more commercial forex historical data API such as the one 360T offers provides structured and governed datasets with interbank–quality data and support.  

Absolutely. Many clients consider high‑quality forex historical data to be essential for building credible TCA and best‑execution frameworks. By using historical forex data derived from executable venues, firms can benchmark fills against contemporaneous market conditions and assess execution quality across different market states. 

The datasets are suited for institutions that require accurate, transparent, consistent and precise pricing forex data, be it Spot, Swap or Precious Metals Swaps.  

Typically, clients include:  

• Buy-Side and Sell-Side trading, research and quant teams  

• Market surveillance, compliance and regulator teams  

• Research groups