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Order Flow Data Feed

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Adrijus
47
Adrijus 2016.03.10 21:58 

Hello to All,

After long Googling session and failure to find any answers I have turned to FX fellow traders. I was wondering if there is a data feed for Order Flow analysis that could be used in MetaTrader4? All I was able to find on the internet are various platforms and other end products for Order Flow analysis, however, what I need is a raw data for automated trading. Is it something that a broker might be providing as an additional service or is it a DLL that I might be able to get from an external provider? Any help or knowledge of the matter would be truly appreciated.

Thank You in advance.

Alain Verleyen
Moderator
30745
Alain Verleyen 2016.03.10 22:32  
What is "order flow data feed" ?
Adrijus
47
Adrijus 2016.03.10 22:56  
Alain Verleyen:
What is "order flow data feed" ?

My apologies that I am not aware of exact definition my-self therefore I will to drop a link where I think the term is best defined. It is in the first paragraph of introduction.

http://faculty.georgetown.edu/evansm1/New%20Micro/SagerTaylorOrderFlow.pdf

Alain Verleyen
Moderator
30745
Alain Verleyen 2016.03.11 18:05  
Adrijus:

My apologies that I am not aware of exact definition my-self therefore I will to drop a link where I think the term is best defined. It is in the first paragraph of introduction.

http://faculty.georgetown.edu/evansm1/New%20Micro/SagerTaylorOrderFlow.pdf

These informations are not available for MT4. If you find such things somewhere you will have to pay, probably a lot.

MT5 provides these data (not always, it depends of the broker).

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