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Date/Time: Wed, 27 Nov 2024 09:59:27 +0000



Post From: Rithmic backfill

[2014-07-23 18:52:50]
User18090 - Posts: 18
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