Hi Puru, and welcome to the JBT group. As you probably know, the cash (spot) currency contracts do not have a centralized exchange, so the book data is rather segmented (i.e., it is broker-specific). IB does show the limit order book for the spot currencies, and you can use it with JBT, but that order book if formed by just a few participant dealers. The currency futures, on the other hand, do trade on the centralized exchange (CME in particular), so if your strategies revolve around analyzing the order flow and market micro-structure as implied by the limit order book, I would think that the currency futures would be better instruments than the spot currencies.
On Thu, Sep 25, 2014 at 11:29 AM, Puru Parthasarathy < [email protected]> wrote: > Hi, > > Great to see a nice discussion group. I was wondering if any one has > jbooktrader data on fx and is willing to share in exchange of future data > sharing on my part? > > More importantly I would like to know roughly what my scale parameters > should be for a cash contract, I can see book balance around the same orsrr > og magnitude as the price for EUR. > > Any pointers? > > -- > You received this message because you are subscribed to the Google Groups > "JBookTrader" group. > To unsubscribe from this group and stop receiving emails from it, send an > email to [email protected]. > To post to this group, send email to [email protected]. > Visit this group at http://groups.google.com/group/jbooktrader. > For more options, visit https://groups.google.com/d/optout. > -- You received this message because you are subscribed to the Google Groups "JBookTrader" group. To unsubscribe from this group and stop receiving emails from it, send an email to [email protected]. To post to this group, send email to [email protected]. Visit this group at http://groups.google.com/group/jbooktrader. For more options, visit https://groups.google.com/d/optout.
