Olsen data has data for ARS versus other currencies. Olsen data is employed in top finance journals (e.g., JF, JMCB, JFR, FR, etc.) and offers an educational discount for exchange rate data. I am providing a link below. You basically have to go to the "pricing wizard" and choose to "show ALL currency pairs". Or, if it is more convenient, you might just try giving them a call.   

http://www.olsendata.com/data_products/pricing_wizard/

Best of luck - and I hope this helps.

Jimmy Lockwood

Thanks Jimmy! One more question: I´ve entered the wizard but I´m not sure if they can provide me data about order flow. The items offered are: spot rates, forward rates, implied volatility rates, equity index levels, quotes for cash interest rates and generic. Which of these contain order flow figures? Thanks again

Jimmy another question: I cannot find data for FX Argentina´s market in Olsen webpage. Are you sure they collect it?

Hi Valentina, I am not 100% sure so I would contact Olsen and talk to them about what you want and ask for a preview of the data to make sure that the data includes everything you need. From my experience, they are very good at getting back to you quickly and are very helpful. Also, I believe Olsen has the most exhaustive FX data. I do not know any where else you might find the data. (I have no association with Olsen other than buying their data myself - which can get expensive). 

Anyhow, here are the steps that I took to find ARS versus other currencies, (i) choose educational, (ii) quotes of FX Spot rates, (iii) Tick by Tick data, (iv) Bid and Ask, (v) choose Proceed to next step, (vi) then there is a drop down menu and the default is Show Major currency pairs --> this needs to be changed to Show ALL currency pairs. 

I then used the drop down menu and chose USD_ARS and added it to my cart. I am attaching the image that shows there were 1.42 million Bid and/or Ask quotes over the past year. I believe this includes transaction amounts if there was a transaction and the depth of the quotes - but I am not positive.     

I hope this helps!

Sincerely,

Jimmy