Please check:
https://www.mql5.com/en/docs/constants/structures/mqltick
https://www.mql5.com/en/docs/constants/structures/mqlrates
Documentation on MQL5: Constants, Enumerations and Structures / Data Structures / Price Data Structure
- www.mql5.com
Price Data Structure - Data Structures - Constants, Enumerations and Structures - MQL5 Reference - Reference on algorithmic/automated trading language for MetaTrader 5
You are missing trading opportunities:
- Free trading apps
- Over 8,000 signals for copying
- Economic news for exploring financial markets
Registration
Log in
You agree to website policy and terms of use
If you do not have an account, please register
My broker provides many forms of info from its sever, I want to know which is Tick data and which is not?
There is
1. The Aggregate Trade Streams which push market trade information that is aggregated for fills with same price and taking side every 100 milliseconds. (it only has price info and bid ask ask unavailable)
2. 24hr rolling window mini-ticker statistics for a single symbol. These are NOT the statistics of the UTC day, but a 24hr rolling window from requestTime to 24hrs before.
3. Pushes any update to the best bid or ask's price or quantity in real-time for a specified symbol.
Please tell me which should be used for tick data?
1. What is requirement for any data to be called Tick data?
2. Is it necessary to have data delivered at 0ms speed to qualify as tick?
3. Is Bood Depth data (best bid and best ask ) can be considered as tick data?