This is an ongoing issues , of the volume differences between brokers.
As shamus says futures data is good as futures is a centralized market. I am not sure how he finds that volume / data thru the globex session as it can be very light on fx data. Most futures volume comes in the us session. I trades es (s and p emini futures) alot off a 10 min chart and the vsa setups are very clear.
I have use esignal 200 source gtis feed , which works pretty nice for spot, Interbank fx feed is very close, as their feed is gathered from the major banks.
here is typical es chart.
Blogging daily now at www.volume.zone