The Python Quants

FXCM Algorithmic Trading Initiative

RESTful API & Automated Trading

Dr. Yves J. Hilpisch

The Python Quants GmbH

Risk Disclaimer

Trading forex/CFDs on margin carries a high level of risk and may not be suitable for all investors as you could sustain losses in excess of deposits. Leverage can work against you. Due to the certain restrictions imposed by the local law and regulation, German resident retail client(s) could sustain a total loss of deposited funds but are not subject to subsequent payment obligations beyond the deposited funds. Be aware and fully understand all risks associated with the market and trading. Prior to trading any products, carefully consider your financial situation and experience level. Any opinions, news, research, analyses, prices, or other information is provided as general market commentary, and does not constitute investment advice. FXCM & TPQ will not accept liability for any loss or damage, including without limitation to, any loss of profit, which may arise directly or indirectly from use of or reliance on such information.

Reading FXCM Tick Data

In [1]:
import pandas as pd
import datetime as dt
import cufflinks as cf  # Cufflinks
cf.set_config_file(offline=True)  # set the plotting mode to offline