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Direct MessagesDate/Time: Sun, 28 Apr 2024 04:45:36 +0000
Post From: Rithmic backfill
| [2014-07-23 18:52:50] |
| User18090 - Posts: 18 |
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Well, Of course you know - what spot forex market is decentralised. In past EBS was main platform, but now - FXAll with $132 bln per day volume. Inside FXall exist "real" (not ticks numbers) volumes. Of course, it would be attractive to see this volume at real-time. FXall now not working with non-institutional traders, and for retail trader only CME (as i know) FX futures volumes is "real" volumes of currency. At past, when EBS was main platform, due a archaic (?) structure of EBS, not possible to translate datafeed, but it's possible with FXAll with modern infrastructure. As i heard, some FUTURES (vCap, advantagefutures.com) broker providing volumes from FXall and Currenex or HotSpot for additional fee for example. Also, as i heard, in past IB did this too http://webcache.googleusercontent.com/search?q=cache:C244H5OOx4wJ:www.forexfactory.com/showthread.php%3Ft%3D308865+&cd=1&hl=ru&ct=clnk&client=palemoon I heard, E-signal is providing it - but i have not information about it. May be you know something about it? If so - please talking ;) UPD: http://theessentialsoftrading.com/Blog/index.php/2011/12/21/i-have-access-to-forex-volume-data/ Real Volumes from Reuters (FXAll is part of Reuters) e-signal GTIS right now still offering just tick numbers.... as "volume" ;) UPD2: e-signal (possible, non verified) can provide data from HotSpot (25$ bln per day, #4, after Fxall, Reuters, EBS) for additional fee.. Date Time Of Last Edit: 2014-07-24 09:23:21
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