How many ticks will there be in 1min?
How many ticks will there be in 1min?
johnnybegoode:
How many ticks will there be in 1min?
How many ticks will there be in 1min?
a tick is a measure of price (distance) and of time.
So it's not like there's a new price every second, it's simply the next price update,
which can come after 12.3 seconds, or after 0.01 seconds.
So the number of ticks in 1 minute will depend on market / broker activity.
There is some seasonality in there, but I'd have to refer you to the microstructure literature.
(there will be more ticks per minute during "active" trading hours)
