Get lots traded real time. (FOREX)

[MGC22]

I have just started working with the Desktop API and was wondering if it is possible to get the number of lots in a trade, for a particular broker(FXCM) real time.

I tried using OnTimeSalesChanged but everything is coming back 0 or space.

Is this even possible?

Thanks

[Guest]

There are actually no trades in FOREX, since there really isn't a central market. We get bid and ask quotes from banks across the globe and consolidate them to provide a "last price". That price is actually the most recent bid, so in essence they are really just Time and Quote records.

[MGC22]

Not the answer I was hoping for but kinda expected it.

Not sure what you mean by "There are actually no trades in FOREX" but I was hoping to capture each time someone bought/sold the EUR and how many lots from FXCM.

I read in another post that 'TradeSize' was just added and will show up in the next build Beta/3. I believe it was added to XMLGetBasicQuote(). Any chance 'TradeSize' will be populated for Forex data? The post was from Dion Loy on 3-31.

Thanks.

[GenSpoo]

There isn't a centralized trade reporting system in Forex. It isn't that there are no trades taking place (which isn't what Robi meant), it is just that there is no way to say "the last trade was this". Banks trade directly with each other, etc. It isn't like NYSE or Globex where trades are cleared and reported for all to see.

Cheers... George

[MGC22]

Thanks for the clarification.