Forum: Currencies
January 12th, 2018, 02:05 PM
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Replies: 2
Views: 1,229
Is spot FX spread a useful info?
I took a look onto FXCM tick data (https://github.com/FXCMAPI/FXCMTickData), EURUSD for 2017 week 51 in particular. From 875293 ticks, 211108 (24%) have ask=bid and 123746 (14%) ask<bid.
What...
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