What is the best ECN broker for scalping forex [EU]? What about Dukascopy?
I'm based in Europe and I'd like to find a new broker, I recently tried Dukascopy and its a good broker but I'm open to suggestions. My requirements are: 1) seconds or tick charting 2) autoset stop loss with each order 3) one click trading 4) lowest possible commissions and spread Does anyone here scalp forex?
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Dukascopy/Tickstory forex volume data is not trading volume
Getting Dukascopy / Tickstory forex data (I think the most famous free source of forex tick data), I noticed that the tick data csv has "bid volume" and "ask volume" columns. Getting bar data for them, the "volume" column is just the sum of the "bid volume" of all ticks in the bar. The way I understand the tick data, "bid volume" and "ask volume" are not real trading volumes, but rather the quantities in the top level of the order book (highest bid and lowest ask). If this is true, the "volume" data column in the bar data is very misleading, and this very famous and widely used data source does not contain 1) actual trading prices 2) trading volume. Am I missing something? Dukascopy data can be obtained here: https://www.dukascopy.com/plugins/fxMarketWatch/?historical_data
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