Tape is my shape - Currency Edition | Currency Futures

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Tape is my shape - Currency Edition

  #18 (permalink)

New York
Trading Experience: Advanced
Platform: NinjaTrader
Favorite Futures: ES
Posts: 16 since Jan 2014
Thanks: 0 given, 8 received

Even though there is almost instant arb between spot and futures. I would expect the order book of CME futures to be different from the actual order book resting on interbank. Are you saying that it would be directly proportional? In fact EBS might provide much better level 2 data.

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