Tickstory

I'm struggling to understand the volumes in the FX data.

For example, on USDCAD:
20190718 01:03:00,1.30561,1.30565,1.30557,1.30558,64.5

What is the 64.5? Is it in units of 1000 or 1000000 ?

Thx

Hi Johnkd,

The volumes from Dukascopy are expressed in millions and represent the liquidity on the Dukascopy books at the time. On any given tick, you can see the bid or ask volume. For a bar, volumes are summed to give a total volume for that bar.

More information can be found here:

https://tickstory.com/forum/viewtopic.php?f=4&t=304

Depending on your requirements, there is also a {BarTickCount} field which contains the number of ticks that occurred within a bar. See https://tickstory.com/help/tickstorylit ... le_exports

Thanks.