Hi. I have attached a 10 min EUR.USD chart. It show on average a volume of over 12 Billion on most bars, which is a fairly accurate figure compared to the BIS FX volume stats on EUR/USD.
Similarly for GBP.USD a 10 min bar shows typically volume of more than 4Billion, which is also in line with BIS stats.USD.JPY show a 10min bar with volume of mostly over 6 Billion which is a fairly accurate statement.
It appears IB's liquidity providers are also releasing the actual volumes traded.
If you dont have IB data recording on, you will not these see the volume figures, but since i do i am seeing them.
You would need to turn data recording on to see volume. This needs investigation as i've never heard of spot fx volume availability.
I have also been able to plot volume charts. the max volume bar ninja could handle was 1 billion. I loaded it and it looks like a 1min chart. which is exciting to say the least.
I am attaching pics.
Regards.
Similarly for GBP.USD a 10 min bar shows typically volume of more than 4Billion, which is also in line with BIS stats.USD.JPY show a 10min bar with volume of mostly over 6 Billion which is a fairly accurate statement.
It appears IB's liquidity providers are also releasing the actual volumes traded.
If you dont have IB data recording on, you will not these see the volume figures, but since i do i am seeing them.
You would need to turn data recording on to see volume. This needs investigation as i've never heard of spot fx volume availability.
I have also been able to plot volume charts. the max volume bar ninja could handle was 1 billion. I loaded it and it looks like a 1min chart. which is exciting to say the least.
I am attaching pics.
Regards.
Attached Files
