<t>QuoteOriginally posted by: octavalYou could buy Ernie P Chan's books: "Quantitative Trading" and "Algorithmic Trading: Winning Strategies and Their Rationale". He uses Matlab and describes some arbitrage strategies. Both books give access to Matlab code implementing some sample strategies.Never s...

IQFeed is $$$, truefx was free last time I used it, and I think it was some kind of REST API. There is an example somewhere on the web on how to access truefx from R.

You could buy Ernie P Chan's books: "Quantitative Trading" and "Algorithmic Trading: Winning Strategies and Their Rationale". He uses Matlab and describes some arbitrage strategies. Both books give access to Matlab code implementing some sample strategies.

You said that your broker doesn't provide FX feed, so you aren't using Interactive Brokers. You could try truefx or IQFeed.