Bid & Ask & Volumes

Sources of data to import to the program
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vchm
Posts: 8
Joined: Fri May 20, 2011 5:39 pm

Bid & Ask & Volumes

#1 Postby vchm » Wed Jun 13, 2012 12:29 pm

Am I understanding properly, if I use the VIP tick data I get the REAL Bid and Ask (real spread)? This means that the volume information is redundant since I can calculate it from the amount of ticks/bar?

What exactly is contained in the data and what is derivated from this? I'm specially interested in:

Bid
Ask
Spread
Volume

Thank you

FT Support
Posts: 905
Joined: Sat Jul 11, 2009 10:54 am
Contact:

#2 Postby FT Support » Thu Jun 14, 2012 3:51 am

Hello,

Yes, this is correct, we have real Bid and Ask values in the tick data subscription.

Note that the volume in this subscription type is calculated based on the number of ticks which actually reached to the terminal. So it can be a bit different with MT4 volumes on a chart, but the difference is not big, 0-3 ticks per minute can be skipped, so the difference between volumes in MT4 chart and our data will be around 0-3.
Check our other products here:
www.fx-metropolis.com
www.forexcopier.com

vchm
Posts: 8
Joined: Fri May 20, 2011 5:39 pm

Sounds good.

#3 Postby vchm » Thu Jun 14, 2012 3:54 am

Can I also expect the strategy to be called at real ticks, no approximation or something similar.

Thank you

FT Support
Posts: 905
Joined: Sat Jul 11, 2009 10:54 am
Contact:

#4 Postby FT Support » Thu Jun 14, 2012 4:17 am

yes, if you run the strategy on tick data in Forex Tester then it will be called at exactly same time and price moments like in a real market.
Check our other products here:

www.fx-metropolis.com

www.forexcopier.com


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