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Aleccoh is on record as saying that the Aleccohfx feed is completely unfiltered. Have a look at the following pics. - sure looks like filtering to me!
This is the EURSEK pair. The first pic. shows 'filtering switch-on' occurred on November 21, which should be visually very obvious. For the blind amongst you, the second pic. shows a scalper I was demoing at the time - the drop-off in triggered orders is stark! Third pic. shows EUSEK during the same period, same timeframe, from a true ECN feed... - no blatant changes in volatility here...
So it went from opening dozens of orders per day to just a handful now - can't wait to hear the reason!
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