We receive a large flux of several 1000 real-time ticks per second from multiple sources across over 2000 currency pairs. From this raw data, Olsen computes and publishes a fixing every second, which is a reasonably tradable median level Bid and Ask.

We are a neutral data provider and not a broker or trading platform. Our fixing is therefore used by many traders to check their broker prices and minimize execution risk.

This product delivers synthetic FX tick data that mirrors real-market microstructure while avoiding live-market licensing and data-handling constraints. It’s generated by ALITA Therapeutics’ Zalingo Data Refinery with bias controls (spread, volatility, drift), regime switches, and volume shaping to match your use case (retail brokerage, backtesting, latency-sensitive analytics).

Pairs & cadence Default coverage includes major/selected EM pairs (e.g., EURUSD, GBPUSD, USDJPY, USDZAR, XAUUSD). Cadence ranges from true tick to 1s bars (OHLCV). We can add or remove instruments on request.

Schema (tick mode)

ts (UTC ISO 8601)

symbol (e.g., EURUSD)

bid, ask, mid

spread_pips

last_price (if tradeable), last_size (optional)

volume_est (synthetic depth proxy)

venue_tag (synthetic routing label) Bar mode adds: open, high, low, close, volume.

Quality & controls

Bias-controlled generation: target spread/volatility, jump frequency, seasonality, market sessions.

Regime engine: calm/trending/shock regimes with configurable dwell times.

Drift/sanity checks: auto-bounds and no-arb rules between bid/ask/mid.

Zero PII: no end-user data; fully synthetic series.

Delivery

Real-time: WebSocket + REST (pull/push).

Batch/Bulk: S3 bucket, SFTP, or email for small files.

Formats: CSV, Parquet, JSONL.

Exports: Daily OHLCV or full ticks by symbol/day.

Cloud shares (optional): Snowflake Share, Databricks Delta Share, BigQuery.

Latency & uptime Typical real-time latency < 250 ms inside AWS; 99.9% feed uptime target with queueing + backfill.

Historical backfill Listing includes 12 months of synthetic backfill. We can generate up to 5 years on request to your exact controls.

Use cases Backtesting & model calibration, brokerage UX tests, risk simulations, latency testing, data pipeline QA, training ML/LLMs without licensing risk.

Compliance Fully synthetic; no market data redistribution rights required. Data is non-identifying and created in-house.

Customization Add pairs, change cadence, region routing, venue tags, spread/vol controls, and news-shock scenarios. We can mirror your Match-Trader instruments.

Support Managed SLAs available (monitoring, tuning, pair additions, security updates).

Suitability

Ideal for brokerages, quant funds, fin-techs, and data-science teams needing controllable FX microstructure without live-market licensing. Works for sandbox/UAT, model training, and production feeds where synthetic control is preferred.

Gain exclusive access to specialist Foreign Exchange (FX) data, and the tools to manage trading analysis, risk and operations with LSEG's FX Pricing Data.

Extensive and dependable pricing information spanning the entire range of financial markets. Encompassing worldwide coverage from stock exchanges, trading platforms, indicative contributed prices, assessed valuations, expert third-party sources, and our enhanced data offerings. User-friendly request-response, bulk access, and tailored desktop interfaces to meet nearly any organizational or application data need. Worldwide, real-time, delayed streaming, intraday updates, and meticulously curated end-of-day pricing information.