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Comments (3)

shawnemhe avatar shawnemhe commented on June 2, 2024

It is normal for ticks to come at irregular intervals. They do not represent measurements of time, but instead come through as trades occur that affect the price of the product.

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mhallsmoore avatar mhallsmoore commented on June 2, 2024

Hi woodjude,

Crzluckbox is correct, the ticks don't come in at regular intervals as they represent a change in a particular asset price, not a measurement of time. The ticks that I use for this contain both bid and ask prices. Hence we are not using order book data, which is much more detailed.

I do plan on eventually being able to "bin" the ticks into Open-High-Low-Close bars at various periods, but for now QSForex uses solely tick data in an event-driven fashion.

Hope that helps!

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woodjude avatar woodjude commented on June 2, 2024

I see. Thank you mhallsmoore and crzluckbox.

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