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FOREIGN EXCHANGE VOLUME DATA FROM CLS

4 replies

7 years ago #115372

We are excited to announce that CLS Bank International (CLS) foreign exchange (FX) volume data is now available on Quandl.

The FX market is one of the largest and most liquid financial markets in the world and a critical component of global economic activity. As a market without a centralized exchange, comprehensive FX trade data has been challenging to obtain in a timely fashion.

Not anymore! Quandl has partnered with CLS to publish executed trade volume data for the currency markets in the form of hourly, daily, and monthly databases.

CLS settles payment instructions in 18 currencies relating to underlying FX transactions for over 60 global and multinational banks and their clients. On average, CLS settles between USD 4.5 trillion and USD 5 trillion every business day. CLS serves as the only centralized source of comprehensive executed trade data (not quoted trade data) for the FX market.

ABOUT THE DATABASES:

Quandl offers three CLS databases to FX traders, all of which are aggregated by trade instrument (swap, spot, outright forward):

CLS Hourly FX – Currency pairs aggregated hourly. Updated daily.
CLS Daily FX – Currency pairs aggregated daily. Updated daily.
CLS Monthly FX – Currency pairs aggregated monthly. Updated monthly.

7 years ago #138385

$1250 per month

7 years ago #138387

I didnot check it . Too expansive

7 years ago #138388

What does the free trial give you?

7 years ago #138389

That’s only 1 bank’s volume just so you know.
Someone could be selling 5BillionGBP on CLS and someone else could be buying 10Billion on BoAML

Viewing 4 replies - 1 through 4 (of 4 total)

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