FX Flow

FX flow data helps inform your directional trading strategy by enabling you to track the flow and volume of market participants to detect and/or generate trading signals.

Our FX flow dataset is available for spot, swap and outright forward FX instruments, helping to inform hedging strategies, reduce risk and enhance your risk-adjusted returns. FX flow data provides data illustrating aggregate flow between certain counterparty types: market makers and price takers; non-bank financial institutions and banks; funds and banks; and corporates and banks.

  • Achieve an improved understanding of trading flows by calibrating your trading models more effectively and structure your positions according to likely increases in flow.
  • Manage your risk and liquidity through in-depth insight into market participant behaviors to incorporate liquidity at each tenor.
  • Improve accuracy of trading rules and strategies with enhanced transparency of the forward-looking net positions across various market participant segments.
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CLS Award Data FX Markets Asia 2020
CLS Award Data FX Week 2019

How "coreness" works

Measuring “coreness” helps identify market-makers and price-takers’ activity at an aggregate level to help inform trading decisions. Within the animation, market-makers with the most connections have the highest level of coreness and are represented by the highest “k” value.

The algorithm used to produce our flow data* help identify:

  • Direction of trade activity
  • Position of aggressors (price-takers) at aggregate level
  • Market-maker and price-taker trades across local currencies at an aggregate level.

* The information in the CLSMarketData flow dataset does not constitute investment or financial advice and should not be relied upon as such, and CLS does not guarantee that the models and algorithms underlying the dataset have been validated.

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