Import Forex Volume from 5 biggest FX Brokers (single/combined)

Some Brokers like Forex.com don't show Volume for FX. This indicator allows user to import Volume from a range of FX brokers that DO show volume

-Combine the reported volumes from all five brokers: FXCM, GLOBALPRIME, PEPPERSTONE, Currency.com, OANDA. Or pick a specific broker to import volume from.
-Image above shows combined Volume from the big 5 brokers, with added notes on the 2yr average of various broker's volumes; showing their size in descending order.
-Works across timeframes & FX pairs. Standard color formatting options Added.

//notes:
~default settings pull/combine volume from all 5 brokers. History goes back to Sept 2019 (due to GlobalPrime's later start date in publishing Volume data).
~~toggle ON 'only show FXCM, Pepperstone & Oanda' for a LONGER history, going back to June 2012.
~individual broker feeds: top checkbox toggled OFF, choose your preferred broker.
~~FXCM has both the longest history and the highest volume size of all the brokers.
~Table (toggle on/off) shows the broker feed (which broker(s) volume is on display) and the SMA 100 to give an idea of relative size.

//Cautionary note:
Volume is not as reliable in Forex as it is in Equities/commodities, due to unreported Inter-bank trades; the broker volumes do not give the full picture, but this is a best approximation of combined total volume based on brokers reported volume. The true volume will likely be much higher.

-Thank you @theEccentricTrader for the idea of pulling volume feed from other brokers.

版本注释:

-fixed minor error in code, volume bars will now print as intended when open=close

版本注释:

-Import Volume from CME currency futures markets: Default is toggled off. Toggle ON will override all other settings. Working for EurUsd, GbpUsd, AudUsd, NzdUsd, UsdChf, UsdJpy.
-i.e. if Eur/Usd FX chart, will show volume from 6E1! continuous futures contract (CME). If If USD is the first part of the currency pair, volume from inverse of the futures chart will be shown (i.e. Usd/Cad =>> volume from 1/6C1!)
Example usage: Usd/Cad (FXCM) showing the Volume from the inverse Futures market: 1/6C1! (CME)

版本注释:

-update cover chart annotations

版本注释:

-fix alignment

版本注释:

-fix alignment

版本注释:

-Updated to replace Global Prime with Eightcap (Global Prime no longer seem to be integrated with Tradingview)

版本注释:

-Update to include ALL the crosses for importing Futures mkt volume (e.g. Eur/Gbp FX pair will import the futures volume from 6E1!/6B1!)
-Changed default setting of 'Show only futures mkt volume' to Toggled ON: since i think this is the most useful application of this indicator. Toggle it off is you want to see Various broker volume/options.