Tick Volume

General discussion about the Tickstory Lite software package.

Tick Volume

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


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
Posts: 1
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.

Posts: 3692
Joined: Sun Jan 06, 2013 12:27 am

Return to General Discussion

Who is online

Users browsing this forum: Bing [Bot], Google [Bot] and 7 guests