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tick based data |
imamushroom
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Post subject: tick based data |
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Posted: Tue 07 Aug, 2018, 09:03
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User rating: 0
Joined: Tue 07 Aug, 2018, 08:56 Posts: 2
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Hello,
I downloaded the tick data for EURCHF for the 15.01.2015 (the meltdown day) with a view to analysing it. However, I don't understand what the columns askvolume or bidvolume are telling me.
If I take one particular example: Gmt time Ask Bid AskVolume BidVolume 15.01.2015 09:30:18.656 1.20102 1.20095 1.25 1.17
What do 1.25 and 1.17 represent? Lots sizes transacted on for that period? Number of transactions made (x100) for that period? Or something else I've not thought about. I've looked for documentation on your site but haven't been able to find any.
Any help will be appreciated.
Thanks, Andrew
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JudgeDredd
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Post subject: Re: tick based data |
Post rating: 0
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Posted: Sun 12 Aug, 2018, 22:58
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User rating: 0
Joined: Fri 19 Apr, 2013, 10:17 Posts: 31 Location: Ukraine, Kiev
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Volume in jforex represents the sum of liquidity per period in best bid and ask sides. It is NOT actual transaction.
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imamushroom
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Post subject: Re: tick based data |
Post rating: 0
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Posted: Mon 13 Aug, 2018, 18:01
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User rating: 0
Joined: Tue 07 Aug, 2018, 08:56 Posts: 2
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