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Time & Sales using Barchart data

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    Time & Sales using Barchart data

    Hi There,
    I have a question about Time & Sales data, for Forex using Barchart Data. I'm running a Time & Sales window for my AUD/USD pair with Barchart data. I am uncertain if this data is at all accurate in that my volume column just lists 1,1,1,1,1... for every transaction. The Transactions also seem to only be displaying at the bid price (occasionally I might see the odd transaction at the ask price). Apart from that the streaming etc seem all good.

    Any help would be great
    Thanks
    Kim

    #2
    Hello Kim,

    Unfortunately this is as expected - BarChart only offers tick volume (trades done) as per forex data and not the actual quantities.

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      #3
      Thanks Jason, are you able to suggest some alternate data providers that provide actual quantites for Forex T&S.
      Cheers
      Kim

      Comment


        #4
        Interactive Brokers and MBTrading for example will provide actual quantities for forex instruments in the Time and Sales window.

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