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Spot FX

Posted: April 4th, 2011, 7:56 am
by Owais
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

Spot FX

Posted: April 4th, 2011, 10:37 am
by tags
oanda, yahoo .....

Spot FX

Posted: April 4th, 2011, 10:41 am
by tags
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 ...

Spot FX

Posted: April 4th, 2011, 4:19 pm
by Owais
Thanks friend!!

Spot FX

Posted: April 4th, 2011, 4:40 pm
by Owais
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

Spot FX

Posted: April 7th, 2011, 11:22 am
by Owais
Hi AllCould you please share Any source for SPOT FX Tick Data?ThanksRegardsOwais

Spot FX

Posted: April 7th, 2011, 12:18 pm
by ogarbitrage

Spot FX

Posted: April 7th, 2011, 1:19 pm
by nayakchandan
www.dbfx.com is a good source.Are you planning to import it into Excel? Then th rtget() and bdh() functions would work fine.

Spot FX

Posted: April 7th, 2011, 6:33 pm
by Owais
GREAT THANKS!

Spot FX

Posted: April 12th, 2011, 4:29 am
by Owais
http://ratedata.gaincapital.com/ How fair is the above source tick data for estimating intraday FX volatility?Any Comments Please?Thanks

Spot FX

Posted: April 12th, 2011, 11:34 am
by tags
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