Trading volumes are growing intensely in the FX market as are the number of participants and the pools of available liquidity. The variety of strategies are also increasing, in particular the use of algorithms. All of these trends have led to a growing requirement for more transactional data. Yet despite its size, the FX market is relatively poorly served in this regard, other than the most basic of pricing data. For example, up until now the primary source of global FX trading volumes was the triennial survey from the Bank of International Settlements.read more...