Futures data

General discussion about the Tickstory Lite software package.

Futures data

Postby cesar » Sun Sep 16, 2018 11:31 am


I ran a quick search but couldn’t find any related query.

I would like to get tick data for some indices and forex pairs and tickstory seems to be a very good choice.
My question is: Where is the volume data coming from? Is it the futures data? i.e: in Dax or Eurusd, would the downloaded data belong to the dax/eurusd futures?
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Re: Futures data

Postby tickstory » Sun Sep 16, 2018 11:28 pm

Hi Cesear,

Volume data comes directly from the Dukascopy order book at any given moment. In the case of DAX, just note that Dukascopy run CFDs of this and other indices so volume will be Dukascopy's rather than that of the native exchange.

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