All of the Forex volume/transactions are always reported in total dollar amount. I am interested in the number of individual trades. Where can I find this?

Granularity doesn't matter, transactions/year would be small enough. I would prefer to separate out by currency.

  • $\begingroup$ This question appears to be off-topic because it suggests that the user is not a working quant. $\endgroup$ – madilyn Jul 19 '13 at 5:13
  • $\begingroup$ I am definitely not, I am working on modeling for a related domain but this is a side-project at best. I did not know there was such a rule, my apologies. Delete away! $\endgroup$ – Indolering Jul 23 '13 at 1:08

There is no such thing as total trading volume and especially no aggregate transactions.

The reason for that is that Foreign Exchange is a purely OTC (over the counter) market so even you see volume by one broker/ECN that is only volume that crosses the ECN or transactions at the particular broker. Nobody knows exactly how much volume is transacted during any given time period or on a given day/week/month/year.

  • $\begingroup$ I am only looking for a rough order-of-magnitude estimate, hundreds of thousands, millions, billions?. Even multiplying a single large brokers number of trade would work. $\endgroup$ – Indolering Jul 19 '13 at 2:41
  • $\begingroup$ Not sure how you derive value from such estimate. But I am unable to give you such figures because I never thought about it as I never expected such numbers add value $\endgroup$ – Matthias Wolf Jul 19 '13 at 4:17

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