On MT4, what data I have access to? Can someone point to me to a list of all items? (I've searched quite a bit, but not found anything (I may be searching for the wrong things))
When I say 'data', I am speaking of tick price, tick time and all other pieces of data that indicators use.
....or is price the only item?
well, precisely speaking, all funtions listed above are providing data, as means of offering ways of manipulating - obtaining them but they are not regarded as data themselves. I recommend start reading the manual, preferably with a CHM viewer, such s Sumatra reader; there you will find all common data, as you are asking. Some of them are available, as you have already said, tick by tick, such as Ask, Bid, and some are available at request. You may look for Constants, Enumerations and standard variables, amongst others