Any good sources for granular real time FX tick data?

Discussion in 'Data Sets and Feeds' started by snackly, Aug 28, 2008.

  1. snackly


    I currently use IB as a broker and their IDEALPRO as an ECN, but I am told their tick data is filtered to achieve lower processing overhead on the client and to decrease bandwidth saturation on their networks.

    While their tick data appears to be very current and low latency, it is missing out a lot of interim information on pricing and volume that is of interest to high frequency FX trading.

    Does anyone know of another vendor for this kind of feed that would not come from a broker who is quoting their spread covered quotes, but actually quoting something close to what you'd find on EBS?

    Obviously I'm looking for a retail solution, and I'm getting the feeling there will be few if any choices.
  2. You may want to look into EBS live.

    EBS live streams live prices direct from EBS to a customer's market data distribution platform. Not sure what the license agreement states buy you may be able to extract the data from the platform for personal use.

    I don't know all what is involved but you may want to talk with a broker that has EBS.

    Try ATG -