I currently use IB as a broker and their IDEALPRO as an ECN, but I am told their tick data is filtered to achieve lower processing overhead on the client and to decrease bandwidth saturation on their networks.
While their tick data appears to be very current and low latency, it is missing out a lot of interim information on pricing and volume that is of interest to high frequency FX trading.
Does anyone know of another vendor for this kind of feed that would not come from a broker who is quoting their spread covered quotes, but actually quoting something close to what you'd find on EBS?
Obviously I'm looking for a retail solution, and I'm getting the feeling there will be few if any choices.
While their tick data appears to be very current and low latency, it is missing out a lot of interim information on pricing and volume that is of interest to high frequency FX trading.
Does anyone know of another vendor for this kind of feed that would not come from a broker who is quoting their spread covered quotes, but actually quoting something close to what you'd find on EBS?
Obviously I'm looking for a retail solution, and I'm getting the feeling there will be few if any choices.