hmmm, I thought I posted a reply but it seems that it didn't go through. Anyway, what I posted in my previous messaged was that I've thought about this strategy a while back but have never had the time to really implement it. The way the api seems to get the pumping quotes is most def not ideal for any kinda of tick strategy. One possible solution would be to look at the volume on fx futures but the best method imo is the use of smthing like bloomberg. Bloomberg provides live fx prices (as part of the standard package) from hundreds of price sources. via the api, you can subscribe to a let's say eurusd and you'll receive every tick for that security.when the markets are quiet you'll probably get a few ticks per minute but just after a figure has been released you'll see the tick count go wild. Attempting to use this strategy around figures though would be suicide, I would recommend you attempt this strategy outside of figures (which shoudl be easy enough to code in). A good instance of when this would have wokred nicely would be the whitehouse evac a few weeks ago when the dollar started dumping. I saw the price action on bloomberg go cray a good second before I saw any kind of move on ibfx. Admittedly, the underlying price on the ibfx server might also have changed and the pumped prices had not caught up but it's def worth a shot as it's moves like this that can't be predicted. Around figures, all the market makers are expecting a wild shift