EURUSD is the most actively traded pair in forex so has the tightest spreads. I would imagine the others would be similar but not as tight of a correlation but also difficult to capture the spread due to wider spreads on forex. If I were to try to arb something, I would look at bitcoin. The prices are quite different between the brokers at times. Also, compare bitcoin futures to the bitcoin brokers. GBPUSD & 6B are similar.
at times the correlation is way off , I have been told ..I assume this can happen during big news events, roll over of spot and at futures expiration,have you seen this ?
Yes, at times the correlation is off, BUT it's during news events or at the 5 PM roll every day. The problem is the spreads are wide so trying to take advantage of the difference would be difficult because you'll have a problem getting filled at the price you need.