EURUSD - Historical ASK/BID Volumes

[Devside_Victor]

Hello there,

We are trying to get the ASK and BID Volumes for EURUSD for historical data.

We can get the Volumes with a simulated data connection, but if turn on the actual data connection (IQFeed) the volumes are always the same for ASK and BID.

Thank you all in advance.

Kind regards,
Victor

[NinjaTrader_Kate]

Hello Devside_Victor,

Thank you for your post.

Since there is no centralized exchange in forex, any volume data provided doesn't truly represent volume in a traditional sense. Forex spot data charting is traditionally driven from the bid side only, since no 'true' last exists. Provided values would not represent a centralized auction based market as with stocks or futures

What this number represents will be dependent on exactly who you're connected to for forex data.

IQFeed does not provided historical tick bid/ask volume. The volume will be displayed with a value of 0.

Please let us know if we may be of further assistance to you.