Can I use DOM information from Interactive Brokers? Does it make sense? I assume that it makes sense to apply some volume based algorithms only then when you know this order book, that you can get info about is really market book. If it represents the main part of the market, otherwise this information is negligible in front of all big names doing trading and in light of their orders which you are not aware of.
What information gives me volume info from IB? Can I make assumption about FX order flow based on their data feed?
We can see here that IB covers all important exchanges, but what is their volume? The sum of the all noticed volumes on exchanges? Please could you clarify this issue a little as it was always confusing to me.