Tick Volume

General discussion about the Tickstory Lite software package.
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dstone01
Posts: 4
Joined: Fri Aug 31, 2018 8:24 am

Tick Volume

Post by dstone01 »

Hello,

Can someone let me know why there can be such differences in tick data volumes from different providers please? As an example tick story generates 2.1m rows for eurusd 2017-01 but another provider over 11m records for the same period. Just wan to know if this could affect my backtesting.

Thanks in advance

tickstory
Posts: 3873
Joined: Sun Jan 06, 2013 12:27 am

Re: Tick Volume

Post by tickstory »

Hi Dstone,

Volume on any particular exchange is representative of how much liquidity/traders there are which can differ significantly between brokers. If you are using volume in any of your strategies, it would be recommended to use relative volumes/volume indicators so you are not dependent on specific numbers.

Regards.

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