Forex Symbols

Finage offers you more than 1300+ forex data as real-time.

With Finage, you can react to the forex data in Real-Time via WebSocket or unlimited API calls. Also, we offer you a 15-year historical data API.

Commodities Bonds Metals Forex You can view the full FX market coverage with the link given below. https://finage.s3.eu-west-2.amazonaws.com/Finage_FX_Symbol_List.pdf

Data collected and formatted by Justin Timperio: "In my exploration of world of big data and I became curious about tick data. Tick data is extremely granular and provides a great challenge for those looking to work on their optimization skills due to its size. Unfortunately, market data is almost always behind a pay wall or de-sampled to the point of uselessness. After discovering the Dukascopy api, I knew I wanted to make this data available for all in a more accessible format." Total Line Count: 8,495,770,706 Total Data Points: 33,983,082,824 Total Decompressed Size: 501 GB

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.

Daily bulletin time series available since 2/1/2002, for the Euro, and since 28/11/1984, for the other currencies. For the American Dollar, this data set shows administered rates until March, 1990 and free rates from then on (Resolution 1690/1990). Administered rates are those set by the Central Bank of Brazil; from March, 1992, this rate started being called Ptax rate (close). Until 30/6/2011, this rate was calculated as the average rate, weighed by volume, of all interbank operations traded on that day. Starting on 1/7/2011 (Circular 3506/2010), the Ptax rate calculation corresponds to the arithmetic average of four daily quotes provided by Central Bank of Brazil’s foreign exchange dealers; the quotes must reflect market conditions at that time. Parities of the other currencies against the American Dollar (USD) are obtained from information agencies. Currencies rates against the Brazilian currency are calculated dividing the Brazilian currency rate against the American Dollar by the parities against the American Dollar for type A currencies, and multiplying the Brazilian currency rate against the American Dollar by the parities against the American Dollar for type B currencies. Available currencies: Danish Krone (DKK) Type A Norwegian Krone (NOK) Type A Swedish Krona (SEK) Type A American Dollar (USD) Type A Australian Dollar (AUD) Type B Canadian Dollar (CAD) Type A Euro (EUR) Type B Swiss Franc (CHF) Type A Japanese Yen (JPY) Type A British Pound (GBP) Type B Unit of measure: Type A currencies: Parity (American Dollar): quantity in the currency per one unit of American Dollar (USD); Rates (Brazilian currency): quantity in the Brazilian currency per one unit of the currency Type B currencies: Parity (American Dollar): quantity in American Dollars (USD) per one unit of the currency; Rates (Brazilian currency): quantity in the Brazilian currency per one unit of the currency Example of how to calculate type A currencies rates in the Brazilian currency, considering the Real (BRL) as the domestic currency and the Canadian Dollar (CAD) as the foreign currency: CADBRL bid rate = USDBRL bid rate ÷ USDCAD offer parity CADBRL offer rate = USDBRL offer rate ÷ USDCAD bid parity Example of how to calculate type B currencies rates in the Brazilian currency, considering the Real (BRL) as the domestic currency and the Euro (EUR) as the foreign currency: EURBRL bid rate = EURUSD bid parity × USDBRL bid rate EURBRL offer rate = EURUSD offer parity × USDBRL offer rate Source: Refinitiv, except for USDBRL The Central Bank assumes no responsibility whatsoever for non-simultaneity or any lack of information, as well as for possible errors in currency parities or any other errors, except the parity of the United States dollar in relation to the Real. The institution also assumes no responsibilty for delays or the unavailability of telecommunications services, interruptions, failures or imprecisions in the providing of the services or information. The Central Bank likewise assumes no responsibility for any losses or damages consequent upon such interruptions, delays, failings or imperfections, as well as for the inadequate use of the information contained in the transaction. af829095-9d8c-4c1d-a77f-48e4d51f7a71 exchange-rates-daily-bulletins

global B2B cross border payments market size was $31.85 trillion in 2024 and is grow to $55.45 trillion by 2034, a CAGR of 5.70% between 2025 and 2034.