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Old 03-31-2008, 08:47 AM
smwinc smwinc is offline
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Re: EBS Datafeed Question
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Soultrader
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Thank you smwinc,

Quick question regarding tick volume for EBS data. Does this represent the actually number of transactions within amongst the banks or is it simply showing the number of times price changes amongst the EBS banks?
99% sure it's price changes. I've contacted ICAP (EBS) though to clarify. I'll let you know their response. They publish average volumes monthly, but it's borderline useless as far as trading.

Cheers

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