I have downloaded IQFeed FX data (been just using my IB & Alpari UK data before) in order to test strats on a different set of data to see if that makes any differences in profitability, etc. This led me to another thought & question.
As in how futures eventually moved from Pit Trading/Data to Electronic, and that presumably changed the way that market acted, has similar stuff like that occurred in the FX market? Stuff such as the increase in FX traders over the last decade or so or similar types of events.
Would there be better dates to choose for testing purposes than others in light of these types of market dynamics?