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Date/Time: Wed, 19 Feb 2025 01:02:37 +0000



Post From: Modifying FXCM prices to mimic the underlying futures - Possible?

[2020-12-23 14:48:47]
Calculus - Posts: 103
Thanks G.

I get your points re their pricing but what about if you just took the price of their feed (however they priced it) and then added a set number of ticks to the price, say 4 ticks if the FXCM price was a 4 tick premium to futures?

Of course that premium (or discount) would change overtime so there would have to be a feature within the programming where I could set the premium/discount if it needed updating.

To summarise, take the FXCM price, add/subtract x ticks to make a new price. Then chart that new price.

Thanks a lot.