1/7/2024 0 Comments Ivolume mql one trade per bar![]() If interested in more details, do not hesitate to read more posts on DoM and some other animated latency graphs on Top-of-the-Book Price Lifetime to be able to compare FX Brokers timings against LMAX, Currenex or other LP-providers. More details on this part of history are here.įact 5: The proposal, presented in his fairest belief by Daniel, does not provide DoM per-se, but show just your ( a Trader's ) own inventory of positions, placed on the table, not the real DoM landscape. ![]() Given a professional trading venue is well oiled with sufficient peering with Prime Banks, Institutional LPs ( and perhaps a few DarkPool LPs ), the majors execute in common a Local DoM in the ranges above USD 50,000,000.00 on each of Long and Short sides.įact 4: some older updates of MetaTrader Terminal 4 started an add-on panel, called similarly a DoM, but there were no programmatic ways to communicate with such add-on panel/data. įact 1: there is not a common way to aggregate the Global DoM, may expect just a per Exchange ( a local, market-making, island ) Local DoM, so forget about seeing anything near the orders of magnitude of the average Global FX turnover, published to be about USD 5,400,000,000,000.00įact 2: even the local market-making body ( FX Trading Venue, LP provider, FX Broker et al ) do not expect to receive the Local DoM automatically, as not all bodies aggregate & provide the Local DoM on some public service-provisioning basis.įact 3: given some streaming interfaces can provide a Trader a flow of changes on the DoM, one ought expect using a high-frequency processing tools, to handle more than small/large tens ( hundreds/thousands even tens of thousands in peak hours alike NFP events, etc. A thing, you ask to get, is called a Level-3 Depth-of-Market.
0 Comments
Leave a Reply. |
AuthorWrite something about yourself. No need to be fancy, just an overview. ArchivesCategories |