tick data is not tick data

[arainboldt]

this is what is downloaded when using -t tick. this isn't tick data:

[Leo4815162342]

@arainboldt could you please elaborate?

[arainboldt]

the above isn't tick data. these are bids/asks. tick data is the records of each executed transaction with:

1. time of transaction
2. price
3. volume

[Leo4815162342]

@arainboldt the output for -t tickdownloads contains time (unix timestamp), price (both bid/ask) and respective volume.

You can compare the output with the native historical data feed downloader here: https://www.dukascopy.com/trading-tools/widgets/quotes/historical_data_feed

[arainboldt]

@Leo4815162342 thanks for sharing the link. I don't have a n account at dukascopy, so I can't download. but the point is that just bid/ask prices don't tell you what transactions have actually occurred. Interestingly, when you select tick as the frequency, the bid/ask options are disabled. this indicates that it's implied that bid/ask will be provided or excluded. perhaps the Swiss use a different definition of tick than is used in the US. can't say. In any case, afaik tick data refers to records of actual individual transactions, not bids/asks.

[Leo4815162342]

@arainboldt I see, thank you for clarification. In this case in the context of dukascopy, tick data is indeed not a record of individual transactions