REDUCED TICK VOLUMES FROM SOME SERVERS

11 January 2024, 16:56
Blahtech Limited
0
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Please be aware that some brokers reduce the tick volumes stored on some of their servers

This means any volume based strategies and indicators will not work as expected


REDUCED TICK VOLUMES EXAMPLE

In this first image we see the tick volumes have all been reduced to less than 185 per bar even during the busy NY session.

The average volume of 150 ticks per bar is near the peak volume at all times. Any indicators detecting variations in volume will be unreliable at best


Reduced Tick Volumes


VALID TICK VOLUMES EXAMPLE

In this second image we see tick volumes from another broker showing large variations at different times of the day as expected

In this example we see volumes increase to 12000 ticks per bar in the NY session from the average of 2000 ticks per bar

Valid Tick Volumes


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