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Hi Carl,
that volume would not be very relevant since it is just IB volume, and
Forex is not a centralized exchange, so the only source of Info are
currency futures if they exist for the pair you want to
trade,otherwise you have combine different futures together.
For example for aud.jpy, u could use the usdaud, and usdjpy future.
If you have any better idea let me know since I am interested in as well.
Another problem is that future trading may just be for hedging or
arbitrage purposes more than for real trading.
Ly
--- In amibroker@xxxxxxxxxxxxxxx, "Carl Vanhaes" <carl.van@xxx> wrote:
>
> Any idea why it is impossible to get volume information from IB
> interface; there IS however volume information delivered in TWS ("bid
> size", "ask size"). With other interface like metaserver (no ad here)
> it is possible to retrieve this information in the quotes downloaded,
> but not in AB - I was wondering why and if someone has found a solution
> to that. Thank you.
>
> Carl
>
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