Data & Methodology

This page documents exactly where every number on Forextity comes from, how often it updates, how the derived figures are calculated, and where the limits are. If you are going to size a real trade with these figures, you should know all of it.

1. Our data sources

Forextity does not buy a single expensive feed and pass it off as truth. We combine several independent public sources, and every instrument carries the name of the source that produced its current value, visible in the price label and in the market dashboard.

2. Update cadence

Because different groups refresh at different rates, two instruments can be a few seconds apart in quote time. The interface shows when a feed is still connecting instead of displaying an unverified number, and each displayed price carries a source tag.

3. How derived figures are calculated

• Day change and change % are measured against a real previous close — the prior ECB reference, a source-published previous close, or a source-reported 24-hour change. They are never measured against a hard-coded starting value.
• Day high / low start from a source-provided range where one exists, and otherwise accumulate only from quotes we have actually received. They are not reconstructed or invented.
• Bid and ask use the live mid quote plus the typical spread published for that instrument category. The spread is a realistic planning assumption, not your broker's live spread.
• Pip value, position size, margin, risk-to-reward, drawdown recovery and prop-firm figures are deterministic arithmetic on the inputs you provide and the current quote. The formulas are standard and documented in the relevant Academy guide.
• Cross pairs are taken directly from a live quote wherever one exists. Only where no direct quote is available are they derived, and then strictly by multiplying or dividing two real quoted values.

4. What we refuse to do

These rules are enforced in the engine itself, not just promised in policy:

• No synthetic ticks. We do not animate, randomise, or interpolate a price to look busier than the data is. If a quote has not changed, the display does not change.
• No stale seeds shown as live. Reference values used only to keep the interface stable are labelled as reference, and an instrument with no working feed says so rather than showing a number.
• No hidden source switching. The label tells you which feed produced the value you are looking at.

5. Limitations you should assume

• These are indicative quotes, not executable prices. Your broker's price includes its own spread, commissions, and slippage. A quote here can differ from what you can actually trade at.
• Latency exists. Public data sources are not licensed low-latency feeds, and your browser's network path adds further delay.
• Metals day-change uses a session baseline where no official previous close is published, so it reflects movement observed since the session began rather than an exchange settlement.
• Cross rates differ from broker cross rates by the width of two spreads, which can be material on exotic crosses.
• Feeds can fail or be blocked. Some public data providers are unavailable in certain regions. The interface degrades to clearly-labelled reference data rather than guessing.
• Nothing here is a forecast. A live price is a fact about the present, not a prediction.

6. Reporting a data error

If a quote looks wrong, stale, or missing, email forextitysupport@gmail.com with the pair, the value you saw, and approximately when you saw it. We investigate every report and correct verified errors. Corrections to editorial content follow the process in our Editorial & Accuracy Policy.