Hi Shadrock,
Currency data only provides the quotes ‘bid’ and ‘ask’ values since there is no one central exchange that can provide definitive trade data. When constructing Open/High/Low/Close bars, you need to select which price – bid or ask – to use. Typically the bid price is used.
If you wish, you can export OHLC bars directory from Tickstory by selecting the bar time-frame (eg. 1-minute) and it will construct bars from the tick data using the bid price.
Hope this helps.
