Can there be more Bid than Ask in a tick? - page 6

[Academic]

Interesting:

I don't know about you, but MT's tick information is this structure

...

And why the new tick has arrived is the next question.

So without referring specifically to MT - what is a tick? One should find out before discussing "why is it like that?".

So what is a tick according to you? Is it some "refreshing", or should I even say "refreshing" of current prices, it turns out? And if it has not been refreshed in a while then a tick can come, just to make sure there is a link and refresh the prices?

[михаил потапыч]

Interesting:

I don't know about you, but MT's tick information is this structure

struct MqlTick
{
datetime time; // Time of last price update
double bid; // Current Bid price
double ask; // Current Ask price
double last; // Current price of last deal (Last)
ulong volume; // Volume for current price Last

};

And why the new tick arrived is the next question.

PS

Besides, the examples you cited have changes even in Bid and Ask, I'm not talking about the rest.

And why the server made such a "dance with diamonds" is a separate story.

If a deal is done at the current price, but the price hasn't changed and the fact of transaction is the basis for the tick, we get the tick without any change in the bid and ask prices.

[михаил потапыч]

Academic:

So without referring specifically to MT - what is a tick?

I guess in this case it is still necessary to be linked to a specific platform, in this case mt5

Otherwise it will be infinite.

[Academic]

In fact, a bit of history -

http://ru.wikipedia.org/wiki/%D0%A2%D0%B8%D0%BA%D0%B5%D1%80%D0%BD%D1%8B%D0%B9_%D0%B0%D0%BF%D0%BF%D0%B0%D1%80%D0%B0%D1%82

Material from Wikipedia, the free encyclopedia.

Edison's ticker machine

A tickertapemachineis an apparatus for telegraphic or telex transmission of current stock quotes. Quickly, telegraphic abbreviations of company names began to be called Ticker - from the name of a specialized telegraph machine.

Thomas Edison in 1869 created one of the earliest implementations , the 'Universal Ticker'. A special typewriter was connected to telegraph wires to connect at the opposite end with the ticker. The text printed on the typewriter appeared on a narrow, continuous paper tape at the opposite end of the connection. The machine had a printing speed of approximately one character per second.

Another definition is.

A tick is the minimum rate fluctuation at a stock exchange, set by stock exchange rules. In the United States, the price step is 1/16, 1/32 or 1/64 US dollars.

[[Deleted]]

Trolls:
You are wrong to attribute the properties of a quote server to a specialist. The fact that the server that outputs quotes (MT5) can do so is no question (the apparent failure of an Ask is less than a Bid). But the fact that you have attributed these properties to a specialist and moreover to the exchange market - this is nonsense. The specialist has a clear set of rules for how and when he acts and what he can do and when. If at least one NYSE specialist will do as you describe above, I guarantee that he will not work there tomorrow 101% no, because it is a direct violation.

Z.I. To check, take the NYSE quotations and find this situation there )))...

1. On the subject of specialists and the NYSE

This goes to A. Gerchik. I cited his statements on the work of professionals and the emergence of such situations (in my interpretation, of course, and as far as I remember).

I will not claim to have stated it correctly, but who needs to clarify it on their own.

As for violations of the rules that are used by NYSE specialist, I am not going to argue, if you can see, please send a specific list of rules that will be violated in this situation.

2. Concerning electronic systems and the Forex market.

Unlike the actions of an Expert Advisor that are really regulated by certain rules, there is a lot of room to maneuver. MT4/MT5 is not an exception in this respect.

Unfortunately, without a reliable tick history and some additional data it is almost impossible to say what really happened.

Even in real quotes, in conditions of electronic systems, it is very difficult to understand what is actually happening. We can only determine that there is "dancing with tambourines" and conventionally assume for what reason...

[[Deleted]]

Academic:

So without relating specifically to MT - what is a tick? Should be clarified before discussing "why is it like that?".

So what is a tick according to you? Is it some "refreshing", or should I say "refreshing" of current prices, it turns out? And if you haven't refreshed for a while, a tick can come, just to make sure there is a link and refresh prices?

As far as I understand, the server can periodically throw in "tricky ticks" as part of the fight against gifs in bars, for example (as we remember the main MT endeavor in this direction is "No ticks, no bars").

But as I understand it may not suit everyone, as a result one of solutions may be generation of tick with Ask and Bid equal to the previous one.

Probably, there will be other reasons why a tick may be generated without obvious changes of Ask and Bid (only price will change).

PS

Let's not dive into history (and 1/16, 1/32, 1/64 and telegraph quotes are "grey antiquity")

Let's assume (let's assume) that a tick is an update of the "current" prices of a particular instrument (in an MT5 environment it may not just be prices).

[Trolls]

Interesting:

...

Let's assume (let's assume) that a tick is an update of the "current" price data of a particular instrument (in MT5 conditions it may not just be prices).

unfortunately this is just a guess... Or have you voiced the platform developer's version ?

The topic is called bid more asca...give me an exchange with such conditions, not a DC that can ban me from trading, and I'll turn the world upside down ))

[[Deleted]]

Trolls:

Unfortunately this is just a guess... Or have you voiced the platform developer's version?

The topic is called bid more asca...give me an exchange with those conditions, not a DC that can ban me from trading, and I'll turn the world upside down))

1. It has already been pointed out that I have NOTHING to do with the developers.

2. I will not assert, I have not worked on real exchanges, but I am sure that you will not turn over....

[Academic]

To simplify the question of what a Tick is, we can touch on how the price is formed in general, and then it will be clear what is sent where and where. The Ask&Bid price (1) is what needs to happen for it to change. After it has changed - the tick, if it is a change, is already being formed. However, before it is clear what happens and what leads to the price change (there is both Bid and Ask, a couple)

[[Deleted]]

Academic:

To simplify the question of what a Tick is, we can touch on how the price is formed in general, and then it will be clear what is sent where and where. The Ask&Bid price (1) is what needs to happen for it to change. After it has changed - the tick, if it is a change, is already being formed. However, before it is clear what happens and what leads to the change of price (the Bid and Ask price are a couple).

I once asked a teacher a question - where does the oscillation for the initial start of a transistor auto-generator come from? A long time ago. He said that circuit noise initialises the oscillator unless a special start is applied. There could probably be a similar analogy here, i.e. it's possible that nothing should happen, just that an imperfect information system could cause a shift of one or more ticks in both Bid and Ask .