a_gnome
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Can anyone recommend a good quality source of end of day FX data? It must be actual tradable data rather than indicative and ideally from an ECN and ideally in highest-bid/lowest-ask bars. I need it for as many cross rates (i.e. non USD ccy pairs) as possible. I know of Olsen as a possible (but expensive) data source (www.olsendata.com) but I am wondering whether anyone knows of any other sources or whether anyone could in fact supply such data themselves.
By way of an example I have data of this quality from Interactive Brokers but only back to the start of this year whereas I am really looking for data back to the start of 2000.
By way of an example I have data of this quality from Interactive Brokers but only back to the start of this year whereas I am really looking for data back to the start of 2000.