Time and Sales?

Discussion in 'Forex' started by Sarasota, Jan 4, 2004.

  1. My e-Signal and Ensign do not provide volume data for any of the forex markets. Is there a good place I can find this info, and more specifically for a certain time of the day? I am not looking for the number of trades for any particular price bar as I already have this info.

  2. corvus


    Esignal provides volume data for forex in the form of the number of ticks per bar for all intraday bars (240, 120, 60, etc). They do not do the same for daily bars...why I do not know.

    Because of the decentralization of the forex markets, there is no way to know the total worldwide volume (ie trades x size) traded in spot forex. But you might be able to get a chunk of it if you were using one of the interbank dealing platforms from reuters or UBS.
  3. Thanks corvus...yes, that was what I was afraid of....thanks for replying though.
  4. m_c_a98


    It's because with forex the retail trader is just trading with the bucket shop that they have their account with and only the bucket shop deals with your orders.
  5. To add to this concept... hopefully as volume picks up minimum trade sizes will drop in proportion so that in time even a big broker like UBS will cater to small cap traders.