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I was looking at the CME and globex currency futures for example, but
equivalent futures are alo traded on eurex , so it seems even future
markets are not really centralized.
More importantly, they account for only about 1% of the total forex
volume, so they may fail in giving information about the actual
volumes on the spot currency market.
Does anybody have information about the size of IB spot market
compared to the volumes gloabally traded?
Thanks
Ly
Also I think future are only about
--- In amibroker@xxxxxxxxxxxxxxx, "Richard Dale" <richard@xxx> wrote:
>
> It's probably a measure of the number of "ticks" aka price changes
within a
> particular period.
>
>
>
> The only meaningful measure of forex volume is that traded on futures
> exchanges against futures contracts (eg. Chicago Mercantile Exchange)
>
>
>
> Best regards,
> Richard Dale.
> Norgate Investor Services
> - Premium quality Stock, Futures and Foreign Exchange Data for
> markets in Australia, Asia, Canada, Europe, UK & USA -
> www.premiumdata.net
>
> From: Anju Layn [mailto:loveyourenemynow@...]
> Sent: Saturday, 2 December 2006 1:07 AM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: [amibroker] IB forex volumes
>
>
>
> Hi,
>
> I am trying to see the IB forex volume , which even if are not
> representative of the global volume since forex is not a centralized
market,
> could still be useful to get an idea of what is going on.
> Using the indicator volume(color) I get some red bar histogram which
I doubt
> has any relation to the volume since this does not show up anywhere
(I guess
> IB doesn't provide it).
> Any idea of what that graph is?
> Applied to other contracts such as future it seems to work.
>
> Also, even if IB doesn't provide volume for forex they could be obtained
> from time and sales using GetRTDATA("TradeVolume" ) and averaging
> appropriately..
> Is this already implemented somewhere?
>
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