Downloading tick data - page 7

[[Deleted]]

Hmmm. By definition, the time cannot be the same.

It is as if there is some other data missing, where the changes took place.

[Vadim Zhunko]

There may be consecutive ticks with the same price and volume.

[[Deleted]]

Yes, that is exactly what is happening. I would like to understand the algorithm of tick formation.

Changes of price or volume by some minimal threshold value lead to fixing of a tick. I thought that's how ticks are formed, but it turns out not.