Dukascopy
 
 
Wiki JStore Search Login

tick based data
 Post subject: tick based data Post rating: 0   New post Posted: Tue 07 Aug, 2018, 09:03 

User rating: 0
Joined: Tue 07 Aug, 2018, 08:56
Posts: 2
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


 
 Post subject: Re: tick based data Post rating: 0   New post Posted: Sun 12 Aug, 2018, 22:58 
User avatar

User rating: 0
Joined: Fri 19 Apr, 2013, 10:17
Posts: 31
Location: Ukraine, Kiev
Volume in jforex represents the sum of liquidity per period in best bid and ask sides. It is NOT actual transaction.


 
 Post subject: Re: tick based data Post rating: 0   New post Posted: Mon 13 Aug, 2018, 18:01 

User rating: 0
Joined: Tue 07 Aug, 2018, 08:56
Posts: 2
Ok, thanks.


 

Jump to:  

cron
  © 1998-2024 Dukascopy® Bank SA
On-line Currency forex trading with Swiss Forex Broker - ECN Forex Brokerage,
Managed Forex Accounts, introducing forex brokers, Currency Forex Data Feed and News
Currency Forex Trading Platform provided on-line by Dukascopy.com