Devisen

Composite Forex Feed

Devisen

Composite Forex Feed

dxFeed provides a line of composite forex feeds and original quotes from multiple major Forex contributors, Prime Banks and financial institutions. Specifically, each composite feed is a weighted average of a set of source OTC FX feeds (each being a sequence of bid and ask prices), where the source feeds and the weights are carefully selected to optimize the following aspects of the resulting feed:
  • Frequency
  • Mid-price that aims to reflect the “actual” market state
  • Spread width
In other words, the composition aims to average the market data from many providers while assigning the weights in proportion to how much a particular source increases the final quality. This entails, among other things, that the composite feed is “fair” and not “augmented” based on non-existing or implied events in the quote flow.
 
This product will be of most interest to the customers willing to have real-time access to an accurate outlook on the current state of the FX market.

Data source
Major Forex contributors, Prime Banks and financial institutions
Abdeckung
1000+ assets
Region
Worldwide