Posted By: blaub4r
Data provided by Zorro - 10/23/14 15:40
As far as I know we have access to the price ticks sent by the broker while trading.
My question is: Is there any additional information the broker can send you, f.i. the current market volume?
Gruß,
blaubär
Posted By: jcl
Re: Data provided by Zorro - 10/23/14 17:22
Not for Forex. Some assets such as stocks have a market volume that can be sent by the broker through the BrokerCommand() function of a plugin.
Posted By: bfleming
Re: Data provided by Zorro - 10/24/14 09:22
FXCM now provides real volume:
http://www.fxcmapps.com/trading-station/real-volumetransactions-indicators/But of course this only covers FXCM's volume, not the volume of the entire Forex market, and is mostly comprised of retail traders.
Posted By: jcl
Re: Data provided by Zorro - 10/24/14 12:54
And it's not available through the API.