For Developers

Fundamental Prime is the Web API service that distributes fundamental data to your trading system (EA; Expert Advisor) and indicator. It will be distributed by JASON or CSV.

Currently, VIX, economic calendar and market order data are available. Backtesting for VIX and economic calendar are available from 2015 and backtesting for market orders are available from 2020.

 

2 Use case

*EA (Expert advisor) means indicators and trading system.

EA Developers

Developer plan

For users who develop EA tools customized for Fundamental Prime. It is required to purchase our “developer plan”. After purchasing, it will be available to do backtesting and forward testing.

* If general users subscribe our plan using your EA, it is negotiable to get rewards.

For users who use your EA

Subscription

Users who use your EA that is customized for Fundamental Prime need to subscribe our plan in order to access the web API. Once all settings complete, the URL to access the Web API will be issued. General users subscribe the plan from the URL.

Fundamental Prime is monthly subscription service

Fundamental Prime is monthly subscription service (few exceptions)

We have 2 monthly subscription plans; developer plan and general users plan for EA. 

During developing your own system, it is required to subscribe developer plan. Once it is developed, general users who use your system need to subscribe our general users plan to acquire market data through the Web API.

For developers who have experience to develop and distribute lots of EAs and indicators, it is negotiable that we offer other marketing channel and payment methods.

Examples:

- Free trial of developer plan
- Including subscription fee in the initial product cost
- Charging you the pay as you go fee instead of charging each general user
- OEM supply agreement

IMPORTANT: distributing from other EA distributing platform

It is possible that we have contracts with other EA distributing platforms (partners). They offer their own plans and services on the partner EA platforms. They might explain those plans and services in a different way.

There might be a case that our products are not compatible with other EA tools.

It is advisable to check the status when you plan to distribute our services on the other platforms that is not our partners.

Notes below are for official site users.

Overview of Fundamental Prime Web API for developers

Setting several parameters is required to access the Fundamental Prime Web API through the EA tools you developed. It explains the parameters shortly. More details can be found on the specification page after subscribing developer plan.

Avg. response time (ms)

Max number of access (10 k)

Oldest year for back testing

Required parameters for Fundamental Web API

Required parameters for Fundamental Web API

Setting several parameters is required to access the Fundamental Prime Web API through the EA tools you developed. It explains the parameters shortly. More details can be found on the specification page after subscribing developer plan.

Required parameters for API call

  • GMT
  • Hourly bar chart
  • Required data
  • Currency
  • Data format
  • FP USER ID
  • FP EA ID

GMT

*required

Value that broker server times is converted to GMT=0.  DST should be considered in the case that broker uses DST.

Timeframe

*required

Setting the interval of the data. 5/15/30/60 min are available.

Required Data

*required

Selecting the data you want. Options are VIX/EC/ORDER. Multiple selections are allowed. Data will be distributed according to the following rules and requested data parameters.

VIX

Approximately 15 min delay

GMT data rounded down bar chart

EC

Economic Calendar

4 days including the previous day designated and next 3 days

ORDER

Order

Shows orders as 15 min bar chart

Currency

*required

Setting specific currency in the main chart. It depends on the requested data.

EC

 AUS BEL BRA CAN CHE CHN DEU ESP EUR FRA GBR HKG IND ITA JPN KOR MEX NOR NZL POL RUS SGP SWE TUR USA ZAF

* Sending all the countries’ data regardless the currency you request

ORDER

AUDJPY AUDUSD EURAUD EURGBP EURJPY EURUSD GBPJPY GBPUSD NZDUSD USDCAD USDCHF USDJPY

* Sending the data related to the currencies above

Data format

*required

Either JSON or CSV data. See the “Sample data format” on the bottom of this page.

FP USER ID

*required

User ID to recognize the user accessing Fundamental Prime Web API (FPUSERID).

FP EA ID

 ID for EA used on Fundamental Prime (FPEAID). When you distribute EA using Fundamental Prime Web API, it is required to distribute FP EA ID that is assigned in the process of “creating subscription”. However, the ID does not need if it is for yourself (not distributing to somebody) and you subscribe developer plan.

This is Fundamental Prime indicator under development. With these parameters, it is possible to create the indicator like this.

Backtesting

Part of Fundamental Prime Web API data can be used for backtesting.

Backtesting is only for developer plan users and the users who subscribe the plans for backtesting.

VIX

from Jan 2015

EC

from Jan 2015

ORDER

 from Jan 2020 (data not available from 7 Feb 2020 to 10 Feb 2020)

Note

IMPORTANT: Data by Fundamental Prime

We distribute processed data from multiple sources and there might be difference from the data provided by others. Also, there could be a delay and incorrect web API data might be sent. We would like to ask all the EA developers to keep “data delay”, “internet disconnection” in mind. We do not guarantee the distribution without delay and the accuracy of the data. In the end, we cannot compensate for any damage.

Economic calendar data

Economic calendar data includes “previous, expected and the latest number”. In particular, it is highly possible that forecasted number differs depends on the data source. In this case, we distribute several different forecasted numbers provided by several sources. 

It should be at least 10 seconds delay after the announcement of the economic indicators. From time to time, the announcement itself delays. Keep those possibilities in mind and we do not recommend the trading strategy that putting an order immediately after the announcement.

 

VIX Available time

VIX Available time

VIX is distributed in the following time (GMT and DST is considered).

Data 15 min delay (both backtesting and forward) .

Before 3 Nov 2016

14:45〜21:30 GMT

After 4 Nov 2016

08:30〜21:30 GMT

Data of the current time bar and the previous time bar

Current hourly bar may change. On the other hand, previous hourly bar is fixed.

Example; when current time is 12:35:00 and use 15 min bar chart, the data as of 12:30 fluctuates but the data as of 12:15 is fixed. The data as of 12:30 will be fixed at 12:45.

On/Off for cache is selectable depends on the status (production environment/ backtesting). For more details, see the site for developers.

Access authorization of Web API

According to the parameters (FP USER ID/FP EA ID), data distribution is authorized and controlled. This is not aiming for the authorization system of EA. We recommend to use other authorization systems because it may delay or pause depending on the internet and the web API conditions. Also, please use the Web API after fully understanding of our system. We do not support or compensation for any damage.

Reference data

Data format sample

JSON

Response from WEB API 

{ "vix": [ { "gmt": "20200309090000", "open": "41.94", "close": "41.94", "comment": "" } ], "order": [ { "gmt": "20200309090000", "symbol": "USDJPY", "rate": "103.350000", "volume_sell": "1.02", "volume_buy": "0.92", "quality": "A" }, { "gmt": "20200309090000", "symbol": "USDJPY", "rate": "103.300000", "volume_sell": "0.97", "volume_buy": "2.23", "quality": "A" }, { "gmt": "20200309090000", "symbol": "USDJPY", "rate": "103.250000", "volume_sell": "1.06", "volume_buy": "1.53", "quality": "A" }, { "gmt": "20200309090000", "symbol": "USDJPY", "rate": "103.200000", "volume_sell": "1.48", "volume_buy": "3.16", "quality": "A" }, { "gmt": "20200309090000", "symbol": "USDJPY", "rate": "103.150000", "volume_sell": "1.16", "volume_buy": "2.09", "quality": "A" }, { "gmt": "20200309090000", "symbol": "USDJPY", "rate": "103.100000", "volume_sell": "1.48", "volume_buy": "3.34", "quality": "A" }, { "gmt": "20200309090000", "symbol": "USDJPY", "rate": "103.050000", "volume_sell": "1.30", "volume_buy": "2.09", "quality": "A" }, { "gmt": "20200309090000", "symbol": "USDJPY", "rate": "103.000000", "volume_sell": "4.26", "volume_buy": "3.54", "quality": "A" } ], "ec": [ { "gmt_date": "20200308", "gmt_time": "235000", "holiday_flg": "0", "country": "JPN", "symbol": "JPY", "code": [ "CA" ], "prelim": "0", "importance": "1", "previous": "1850000M", "forecast": "1664100M", "actual": "1630000M" }, { "gmt_date": "20200308", "gmt_time": "235000", "holiday_flg": "0", "country": "JPN", "symbol": "JPY", "code": [ "CA", "SAAR" ], "prelim": "0", "importance": "1", "previous": "524000M", "forecast": "623500M", "actual": "612300M" }, { "gmt_date": "20200308", "gmt_time": "235000", "holiday_flg": "0", "country": "JPN", "symbol": "JPY", "code": [ "GDP", "QOQ" ], "prelim": "0", "importance": "1", "previous": "-1.6", "forecast": "-1.7", "actual": "-1.8" } ], "status": { "code": "OK", "message": "" } }

CSV

Response from WEB API 

1,135,OK, 2,VIX,1,20200309090000,41.94,41.94 3,OD,1,20200309090000,USDJPY,103.350000,1.02,0.92,A 4,OD,2,20200309090000,USDJPY,103.300000,0.97,2.23,A 5,OD,3,20200309090000,USDJPY,103.250000,1.06,1.53,A 6,OD,4,20200309090000,USDJPY,103.200000,1.48,3.16,A 7,OD,5,20200309090000,USDJPY,103.150000,1.16,2.09,A 8,OD,6,20200309090000,USDJPY,103.100000,1.48,3.34,A 9,OD,7,20200309090000,USDJPY,103.050000,1.30,2.09,A 10,OD,8,20200309090000,USDJPY,103.000000,4.26,3.54,A 11,OD,9,20200309090000,USDJPY,102.950000,2.22,1.64,A -- omission-- 41,EC,1,20200309,,1,RUS,RUB,CLS,0,1,,, 42,EC,2,20200309,064500,0,CHE,CHF,EMP UNEMP-RATE,0,1,2.6,2.6,2.5 43,EC,3,20200309,070000,0,DEU,EUR,CA MOM,0,1,29400M,,16600M 44,EC,4,20200309,070000,0,DEU,EUR,IP IP MOM,0,2,-3.5,1.7,3.0 45,EC,5,20200309,070000,0,DEU,EUR,IP IP YOY,0,2,-6.8,-3.8,-1.4 46,EC,6,20200309,070000,0,DEU,EUR,TB EXPORTS MOM,0,2,0.1,,0.0 47,EC,7,20200309,070000,0,DEU,EUR,TB EXPORTS YOY,0,2,2.3,,-2.1 48,EC,8,20200309,070000,0,DEU,EUR,TB IMPORTS MOM,0,2,1.2,,0.5 49,EC,9,20200309,070000,0,DEU,EUR,TB IMPORTS YOY,0,2,1.2,,-1.8 50,EC,10,20200309,070000,0,DEU,EUR,TB MERCHANDISE MOM,0,2,19200M,,18500M -- 中略 --