Disliked{quote} Looking at other possible approaches to working with order flow Hi Rick Thanks for answering my questions. I think I now understand what you are trying to do. One of the numerous question in my mind is how correlated is the Depth of Market (DOM)’s on the Reuters and EBS interbank platforms with those of CME FX futures? I did some quick and dirty analysis comparing intraday spot FX data with FX futures data. The price correlation was roughly what I expected with the futures price slightly leading the spot price. What I didn’t expect was the...Ignored
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