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TraderMade FX spot data in LUSID

What TraderMade FX data is stored in LUSID and how do you access the data?

As a LUSID user, you can ask FINBOURNE to enable a TraderMade data feed, which will provide you with access to TraderMade's "Close" FX spot prices and data directly within your LUSID environment. This page outlines how the data is stored in LUSID and how it can be retrieved.

If you would like access to this data, please contact support@lusid.com, and we can enable the feed into your instance of LUSID. 

For more details on TraderMade, please see the TraderMade  official website. 

Supported Currencies

LUSID stores daily Close prices for 39 currencies across 280+ currency pairs. 

The full list of currencies:

JPY TRY MAD HKD TWD PEN AUD
GBP CAD SEK KRW HUF SGD AED
USD COP DKK INR MYR HRK ARS
EUR CHF PLN ISK CZK ILS  
MXN NOK BRL RUB CLP CNY  
PHP NZD ZAR THB RON KWD  

Frequency of upload

  • LUSID loads updated data each night from TraderMade
  • The data has a look back of 90 days from when your LUSID account was created. For example, if you create a LUSID account on 31 March 2020, you will have back dated quotes from 1 January 2020.

Data dictionary

The TraderMade quotes contains the following details on the Quotes response:

Field on response Example Description
Provider TraderMade The provider of the data which in this case is TraderMade.
InstrumentID JPY/USD The currency pair of base currency to quote currency.
InstrumentType CurrencyPair The type of instrument; this will always be "CurrencyPair" for the TraderMade data.
QuotesType Price The type of quote; this will always be "Price" for the TraderMade data.
Field Close The period on the effective date when the quote was captured. 
EffectiveAt 2020-03-18T00:00:00Z The effective datetime of the quote.
Value 0.00796 The rate of exchange between the two currencies. 
Unit JPY The base currency of the currency pair.
UploadedBy abcde12345fghijk The pseudorandom ID  of user who uploaded the quote.
AsAt 2020-03-24T13:23:04Z The as at datetime of the quote.

Calling the QuotesAPI

You can access this data by calling the QuotesAPI on scope TraderMadeFxData. For an example implementation, please see the following notebook which calls some FX spot data and then plots a time-series of prices over 3 months. 

Examples

You can see an example of the TraderMade data in LUSID in the Using TraderMade FX Spot data in LUSID notebook on our GitHub profile.