I want to create a US Dollar index in Excel, using IB quotes. Has anyone done this?
I want it's quotes to be equivelent to those of the NYBOT DX.
Interactive Brokers has feeds for all the currencies in the DX basket, through IDEAL Forex and through CME/Globex futures.
I'm not sure which quotes I should use, and I'm not sure exactly to caclulate it.
Is there a thread on this subject somewhere already?
I want it's quotes to be equivelent to those of the NYBOT DX.
Interactive Brokers has feeds for all the currencies in the DX basket, through IDEAL Forex and through CME/Globex futures.
I'm not sure which quotes I should use, and I'm not sure exactly to caclulate it.
Is there a thread on this subject somewhere already?
