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It's probably a measure of the number of "ticks" aka price changes within a
particular period.
The only meaningful measure of forex volume is that traded on futures
exchanges against futures contracts (eg. Chicago Mercantile Exchange)
Best regards,
Richard Dale.
Norgate Investor Services
- Premium quality Stock, Futures and Foreign Exchange Data for
markets in Australia, Asia, Canada, Europe, UK & USA -
www.premiumdata.net
From: Anju Layn [mailto:loveyourenemynow@xxxxxxxx]
Sent: Saturday, 2 December 2006 1:07 AM
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] IB forex volumes
Hi,
I am trying to see the IB forex volume , which even if are not
representative of the global volume since forex is not a centralized market,
could still be useful to get an idea of what is going on.
Using the indicator volume(color) I get some red bar histogram which I doubt
has any relation to the volume since this does not show up anywhere (I guess
IB doesn't provide it).
Any idea of what that graph is?
Applied to other contracts such as future it seems to work.
Also, even if IB doesn't provide volume for forex they could be obtained
from time and sales using GetRTDATA("TradeVolume" ) and averaging
appropriately..
Is this already implemented somewhere?
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