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


Real spot FX volume from CLS via quandl
Updated: Views / Replies:411 / 3
Created: by puma Attachments:0

Welcome to futures io.

(If you already have an account, login at the top of the page)

futures io is the largest futures trading community on the planet, with over 90,000 members. At futures io, our goal has always been and always will be to create a friendly, positive, forward-thinking community where members can openly share and discuss everything the world of trading has to offer. The community is one of the friendliest you will find on any subject, with members going out of their way to help others. Some of the primary differences between futures io and other trading sites revolve around the standards of our community. Those standards include a code of conduct for our members, as well as extremely high standards that govern which partners we do business with, and which products or services we recommend to our members.

At futures io, our focus is on quality education. No hype, gimmicks, or secret sauce. The truth is: trading is hard. To succeed, you need to surround yourself with the right support system, educational content, and trading mentors all of which you can find on futures io, utilizing our social trading environment.

With futures io, you can find honest trading reviews on brokers, trading rooms, indicator packages, trading strategies, and much more. Our trading review process is highly moderated to ensure that only genuine users are allowed, so you dont need to worry about fake reviews.

We are fundamentally different than most other trading sites:
  • We are here to help. Just let us know what you need.
  • We work extremely hard to keep things positive in our community.
  • We do not tolerate rude behavior, trolling, or vendors advertising in posts.
  • We firmly believe in and encourage sharing. The holy grail is within you, we can help you find it.
  • 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.

-- Big Mike, Site Administrator

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: 7,267 given, 1,487 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: 223 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: 7,267 given, 1,487 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)

Battlestations: Show us your trading desks and win $750 in prizes

August
 

Ask Me Anything (AMA) w/Rod Casilli @ Collective2

Aug 23
 

Prototyping Python Strategies (part 3, Live Trading) w/Ran Aroussi [1PM ET]

Elite only
 

Develop Strategies and Perfect Execution w/Brannigan Barrett @ Axia Futures

Elite only

Introduction to Phillip Capital futures brokerage services

Aug TBD

How Monte Carlo Analysis Can Help Your Trading w/Kevin Davey

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 01:37 PM.

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 2017-08-16 in 0.08 seconds with 19 queries on phoenix via your IP 54.145.92.172