Data Specific Questions-Attempting to Build EA

1. It seems that, in automatic settings, an Expert Advisor is run tick by tick. In stock or futures applications, a tick typically means a trading order. However, the historical data are all based on Open-High-Low-Close prices (plus Volume) of a one-minute bar. 

Does it mean that the minute bar information (the prices and the volume) should be perceived as the tick? 

If "Yes", does it imply that the bar information becomes updated every minute? What is the maximum possible delay in execution of the Expert Advisor relative to the moment when the latest bar information was received? 

If "No", where can I get the tick by tick data, where a tick is a trading order?

2. Is it possible to execute the Expert Advisor at any moment, not just right after receiving the latest trade/bar information?
If "Yes", how?

3. It looks like that just one script can exist at a moment. If this statement was correct, would it be possible to open and close a script multiple (say, 100) times during a trading day? If "Yes", could you provide me with an example?

Thank you for the help.
Uwe Goetzke  

1.) There is this current bar which gets updated every tick until it gets the past bar where you see the number of ticks used to create the low, high and close.

If you want tick data you have to record it yourself. In high traffic situations you can receive up to 2000 ticks a minute but for EURUSD in most times it is between 100 to 200 ticks.

2.) Use a timer. For example record the current tick each second should be sufficent for most logic.

3.) One script on one chart... Why do want use scripts if you want to solve a repetitive task? I would use an EA.

Regards Uwe