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| tick based data http://www.dukascopy.com/swiss/english/forex/jforex/forum/viewtopic.php?f=77&t=56657 |
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| Author: | imamushroom [ Tue 07 Aug, 2018, 09:03 ] |
| Post subject: | tick based data |
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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| Author: | JudgeDredd [ Sun 12 Aug, 2018, 22:58 ] |
| Post subject: | Re: tick based data |
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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| Author: | imamushroom [ Mon 13 Aug, 2018, 18:01 ] |
| Post subject: | Re: tick based data |
Ok, thanks. |
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