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.