Tickstory

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

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.