yeh, good bunch of guys. From Banking, finance, computing and...

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    yeh, good bunch of guys. From Banking, finance, computing and hedge fund industries.

    No I'm not a registered member, but they're a friend of a friend.

    There's a couple of open source FIX implementations. OpenFix and QuickFIX if you're looking.

    That's certainly a lot of data, nearest millisecond!! Same question as michaelmfranz ... where did you source the data from?

    Can I ask what does your FX strategy involve? ... and why have you chosen those pairs?
 
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