Tick Volume

General discussion about the Tickstory Lite software package.

Tick Volume

Postby dstone01 » Fri Aug 31, 2018 8:28 am

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
dstone01
 
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Joined: Fri Aug 31, 2018 8:24 am

Re: Tick Volume

Postby tickstory » Sat Sep 22, 2018 12:06 am

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.
tickstory
 
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