Real spot FX volume from CLS via quandl - Matlab, R project and Python | futures io social trading
futures io futures trading


Real spot FX volume from CLS via quandl
Updated: Views / Replies:316 / 3
Created: by puma Attachments:0

Welcome to futures io.

Welcome, Guest!

This forum was established to help traders (especially futures traders) by openly sharing indicators, strategies, methods, trading journals and discussing the psychology of trading.

We are fundamentally different than most other trading forums:
  • We work extremely hard to keep things positive on our forums.
  • We do not tolerate rude behavior, trolling, or vendor advertising in posts.
  • We firmly believe in openness and encourage sharing. The holy grail is within you, it is not something tangible you can download.
  • We expect our members to participate and become a part of the community. Help yourself by helping others.


You'll need to register in order to view the content of the threads and start contributing to our community. It's free and simple, and we will never resell your private information.

-- Big Mike

Reply
 
Thread Tools Search this Thread
 

Real spot FX volume from CLS via quandl

  #1 (permalink)
Rristocrat
zurich
 
Futures Experience: Advanced
Platform: Sierra ahRrrr CQG ...
Favorite Futures: Bund, ES, ...
 
puma's Avatar
 
Posts: 963 since Aug 2010
Thanks: 7,266 given, 1,485 received

Real spot FX volume from CLS via quandl

https://blog.quandl.com/global-foreign-exchange-fx-volume-database

- for USD500 per month

- 1h snap shots

---
I always suspected that some had access to this CLS clearing volume - now we have it retail.

Reply With Quote
The following 2 users say Thank You to puma for this post:
 
  #2 (permalink)
Quick Summary
Quick Summary Post

Quick Summary is created and edited by users like you... Add FAQ's, Links and other Relevant Information by clicking the edit button in the lower right hand corner of this message.

 
  #3 (permalink)
Elite Member
London + UK
 
Futures Experience: Advanced
Platform: Proprietary Analytics
Broker/Data: Multiple broker + Multiple feed
Favorite Futures: Currently European and US equities
 
sands's Avatar
 
Posts: 432 since Dec 2013
Thanks: 222 given, 205 received


Interesting stuff, unfortunate that the snapshot granularity is 1h as it makes it less useful for immediate analysis. I wonder if the consortium members are getting finer framed data. Probably a nice competitive advantage when trading against other big FX players.

Would be good to see what kind of correlation the data has to say futures volumes, sounds like it would be v helpful for investors and longer term traders.

Nice post!

Reply With Quote
The following 2 users say Thank You to sands for this post:
 
  #4 (permalink)
Rristocrat
zurich
 
Futures Experience: Advanced
Platform: Sierra ahRrrr CQG ...
Favorite Futures: Bund, ES, ...
 
puma's Avatar
 
Posts: 963 since Aug 2010
Thanks: 7,266 given, 1,485 received


sands View Post
Interesting stuff, unfortunate that the snapshot granularity is 1h as it makes it less useful for immediate analysis. I wonder if the consortium members are getting finer framed data. Probably a nice competitive advantage when trading against other big FX players.

Would be good to see what kind of correlation the data has to say futures volumes, sounds like it would be v helpful for investors and longer term traders.

Nice post!

Yes a comparison to futures volume would be interesting.
Somebody will do it. Maybe an academic paper is released soon that looks into it.

Free sample data is available on quandl - I had no time to test it myself.

Otherwise,
they have the clearing volume realtime "inside" CLS - this seems save to assume by definition of their service.
If they shared that data before officially I dont know.

Reply With Quote

Reply



futures io > > > > Real spot FX volume from CLS via quandl

Thread Tools Search this Thread
Search this Thread:

Advanced Search



Upcoming Webinars and Events (4:30PM ET unless noted)

FIO Journal Challenge featuring NinjaTrader ($2,000+ of prizes)

May

An overview of volumetric analytical tools w/Sergey Sokolov @ PTMC

Elite only

John Hoagland (TBA)

Elite only

FuturesTrader71 Extended Ask Me Anything (AMA)

Elite only

Pete @ Jigsaw Trading (TBA)

Elite only

John @ No BS Day Trading (TBA)

Elite only

An Afternoon with FIO member Softsoap (being rescheduled)

Elite only
     

Similar Threads
Thread Thread Starter Forum Replies Last Post
Trading Spot FX vs. FX Futures with IB? Xyzzy Currency Futures 5 May 5th, 2016 03:13 AM
Spot FX vs Futures FX ( 6E ) with CQG voluma Reviews of Brokers and Data Feeds 6 September 12th, 2015 06:39 AM
Real volume vs. tick volume in spot forex Jason Rogers Currency Futures 4 December 22nd, 2014 06:08 AM
FX Futures vs Spot FX and Interactive Brokers Jester Reviews of Brokers and Data Feeds 13 December 31st, 2013 02:27 AM
Serious Spot FX Trading wiosna Reviews of Brokers and Data Feeds 27 June 8th, 2011 01:46 PM


All times are GMT -4. The time now is 10:03 AM.

Copyright © 2017 by futures io, s.a., Av Ricardo J. Alfaro, Century Tower, Panama, +507 833-9432, info@futures.io
All information is for educational use only and is not investment advice.
There is a substantial risk of loss in trading commodity futures, stocks, options and foreign exchange products. Past performance is not indicative of future results.
no new posts
Page generated 2017-05-27 in 0.08 seconds with 19 queries on phoenix via your IP 54.145.118.24