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09/03/11
23:32
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yeh, good bunch of guys. From Banking, finance, computing and hedge fund industries.
No I'm not a registered member, but they're a friend of a friend.
There's a couple of open source FIX implementations. OpenFix and QuickFIX if you're looking.
That's certainly a lot of data, nearest millisecond!! Same question as michaelmfranz ... where did you source the data from?
Can I ask what does your FX strategy involve? ... and why have you chosen those pairs?
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