You are using an out of date browser. It may not display this or other websites correctly.
You should upgrade or use an alternative browser.
You should upgrade or use an alternative browser.
Market depth Forex data
- Thread starter nathans
- Start date
What you want is called a central limit order book (CLOB). I don't know if you'll find that for a retail account, but the ECNs offer them. Keep in mind that there's no forex exchange so don't expect activity in a forex ECN CLOB to have the same behaviors you'd see in, say, a futures exchange CLOB.Hello,
Which Forex broker provides market depth Forex data?
Thanks, N
What you want is called a central limit order book (CLOB). I don't know if you'll find that for a retail account, but the ECNs offer them. Keep in mind that there's no forex exchange so don't expect activity in a forex ECN CLOB to have the same behaviors you'd see in, say, a futures exchange CLOB.
Hi Bluelou,
I know that Forex does not have a CLOB, but big players like for example IB, who get liquidity for numerous providers, do provide their order book which is an aggregation of all their orders.
Are you aware of any other broker that provide their "own" LOB?
Thanks, N
Dukascopy as far as I know. And lmax, though they are more like an ecn than broker. All others are ecns. Pepperstone Australia can customize liquidity pools there was another Australian one but it slipped my mind.
Hi Bluelou,
I know that Forex does not have a CLOB, but big players like for example IB, who get liquidity for numerous providers, do provide their order book which is an aggregation of all their orders.
Are you aware of any other broker that provide their "own" LOB?
Thanks, N
I'm in the US so IB isn't a viable option for forex. I think the account minimum is like $10 million, I'm not sure tho. Also, when a forex broker creates a LOB it's only as good as the market makers submitting quotes. That is, it's a limit order book, but it's not a _central_ limit order book.Hi Bluelou,
I know that Forex does not have a CLOB, but big players like for example IB, who get liquidity for numerous providers, do provide their order book which is an aggregation of all their orders.
Are you aware of any other broker that provide their "own" LOB?
Thanks, N
Last edited:
IB lets you trade fx even in the US of any size just not leveraged. For leveraged fx US accounts need a certain a funding amount, forgot what it is, 10mln may seem right.
I'm in the US so IB isn't a viable option for forex. I think the account minimum is like $10 million, I'm not sure tho. Also, when a forex broker creates a LOB it's only as good as the market makers submitting quotes. That is, it's a limit order book, but it's not a _central_ limit order book.