Where can I find the EURO/US DOLLAR FX ORDER FLOW?

as4426
as4426
in Workspace SDK

In the context of currency markets, "order flow" refers to the volume of buy and sell orders that are executed for a particular currency pair. It refers to the actual transactions that take place in the market. Can I find this on Refinitiv? I suspect that it is in "EURO/US DOLLAR FX SPOT RATE" -> Chart -> Add Analysis. But I cannot find "order flow". Maybe there is a different naming?

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  • jason.ramchandani01
    jason.ramchandani01
    Answer ✓

    @as4426 So FX is traded OTC as opposed to on exchange - from what I understand as there is no size reported - we use volume in the case of FX pairs to be number of transactions - ie from the chart I shared there were 2K transactions in the last hour. ie the last bar on the volume chart. Im not an FX content expert so I have opened case number: 12457635 on your behalf and they should reach out to you shortly with a definitive answer. I hope this can help.

Answers

  • jason.ramchandani01
    jason.ramchandani01

    @as4426 Have you tried volume - that seems to there and it is populated. I think in FX volume is actually a count of the number of transactions.

    1680625943709.png

    I hope this can help.


  • as4426
    as4426

    Volume is different from order flow, although they are related. Volume is to do with the amount of money, whereas order flow is to do with the number of transactions, regardless of the "volume" of each transaction.

  • as4426
    as4426

    @jason.ramchandani01 where can I find the documentation explaining each of the "Add Analysis" in EURO/US DOLLAR FX SPOT RATE (Volume, Average True Range, Bollinger Bands ...) ??

  • raksina.samasiri
    raksina.samasiri admin

    Hi @as4426 ,

    Thank you for posting the question in
    this forum. However, this forum is dedicated to an API usage question hence,
    the moderators on this forum do not have deep expertise in every type of
    content available through Refinitiv products. Such expertise is available
    through Refinitiv Helpdesk, which can be reached via MyRefinitiv and the support team is going to contact you directly to assist with
    this.

    In case you're a student, please
    contact your administrator or professor to contact Refinitiv Customer Support.

    Hope this helps and please let me
    know in case you have any further questions.

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