FXCM have some quite clued up "live help" people on their website. I'd probably ask them in the first instance, and hopefully they'll be totally upfront about the data source. I had a similar query with GCI and some of their nasdaq100 data, which is supposed to come from esignal. Since then I've often wondered whether these types of brokers "fiddle" with the data a little, making it a little more volatile by adding a few "phantom trades" here and there, to trigger stops. They say they don't as there would be no point, as for every stop loss there is a profit taker, but I'm still not fully convinced ! Or maybe it's just me being cynical..... ?!