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Owais
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Joined: April 22nd, 2008, 10:58 am

Spot FX

April 4th, 2011, 7:56 am

Hi AllI am looking for Bloomberg/Reuters Historical FX data for Major Currency Pairs, could you please help me on this any spreadsheet etc? of any other reliable data sourceMany Thanks
 
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tags
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Joined: February 21st, 2010, 12:58 pm

Spot FX

April 4th, 2011, 10:37 am

oanda, yahoo .....
 
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tags
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Joined: February 21st, 2010, 12:58 pm

Spot FX

April 4th, 2011, 10:41 am

the european central bank is rarely cited as a source for historical series.http://sdw.ecb.europa.eu/browse.do?node=2018794it's up to you to build composite pairs from the different exchange rates are given against the EUR ...
Last edited by tags on April 3rd, 2011, 10:00 pm, edited 1 time in total.
 
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Owais
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Joined: April 22nd, 2008, 10:58 am

Spot FX

April 4th, 2011, 4:19 pm

Thanks friend!!
 
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Owais
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Joined: April 22nd, 2008, 10:58 am

Spot FX

April 4th, 2011, 4:40 pm

Most of the Forex brokers Imposed Flat 1% Margin 1:100, few less than that providing more Leverage..for spot FX etc..as soon Margin reaches cetain threshold system automatically booked out the positions ..I just wanted to ask if you guys can share your ideas , during times of high volatility or even in normal markets, Margins should be risk based not flat right , how should i estimate intraday variablity to impose risk based margins close on close doesnt reflects Intraday moves... because during the time of automatically closedout positions there may be slippage occured and client money can be much bigger -ve numberI will Glad if you gus share your thoughts/papers/methodologyMany Thanks
 
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Owais
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Joined: April 22nd, 2008, 10:58 am

Spot FX

April 7th, 2011, 11:22 am

Hi AllCould you please share Any source for SPOT FX Tick Data?ThanksRegardsOwais
 
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ogarbitrage
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Joined: February 16th, 2009, 3:10 pm

Spot FX

April 7th, 2011, 12:18 pm

 
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nayakchandan
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Joined: December 23rd, 2009, 8:34 am

Spot FX

April 7th, 2011, 1:19 pm

www.dbfx.com is a good source.Are you planning to import it into Excel? Then th rtget() and bdh() functions would work fine.
 
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Owais
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Joined: April 22nd, 2008, 10:58 am

Spot FX

April 7th, 2011, 6:33 pm

GREAT THANKS!
 
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Owais
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Joined: April 22nd, 2008, 10:58 am

Spot FX

April 12th, 2011, 4:29 am

http://ratedata.gaincapital.com/ How fair is the above source tick data for estimating intraday FX volatility?Any Comments Please?Thanks
 
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tags
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Joined: February 21st, 2010, 12:58 pm

Spot FX

April 12th, 2011, 11:34 am

QuoteOriginally posted by: Owaishttp://ratedata.gaincapital.com/ How fair is the above source tick data for estimating intraday FX volatility?Any Comments Please?Thanksthis is massive !thank you