Hello,
Can someone let me know why there can be such differences in tick data volumes from different providers please? As an example tick story generates 2.1m rows for eurusd 2017-01 but another provider over 11m records for the same period. Just wan to know if this could affect my backtesting.
Thanks in advance
Tick Volume
Re: Tick Volume
Hi Dstone,
Volume on any particular exchange is representative of how much liquidity/traders there are which can differ significantly between brokers. If you are using volume in any of your strategies, it would be recommended to use relative volumes/volume indicators so you are not dependent on specific numbers.
Regards.
Volume on any particular exchange is representative of how much liquidity/traders there are which can differ significantly between brokers. If you are using volume in any of your strategies, it would be recommended to use relative volumes/volume indicators so you are not dependent on specific numbers.
Regards.