Hello all
Does anyone have a tool that can measure spread over any given time period and give an average. It would be a huge plus if it could exclude some time periods (like a few minutes around news events). Also, I would like to be able to have a setting that allows me to nominate the order size and give me the average spread based on that. So say the bid is at 1m 1.31001 and 1m at 1.31000 and I set 2m order size, it will consider the bid to be at 1.310005. Is this too much to ask?
It doesn't have to be free, I am willing to pay, but free is obviously another plus
Cheers
Does anyone have a tool that can measure spread over any given time period and give an average. It would be a huge plus if it could exclude some time periods (like a few minutes around news events). Also, I would like to be able to have a setting that allows me to nominate the order size and give me the average spread based on that. So say the bid is at 1m 1.31001 and 1m at 1.31000 and I set 2m order size, it will consider the bid to be at 1.310005. Is this too much to ask?
It doesn't have to be free, I am willing to pay, but free is obviously another plus
Cheers
