Page 1 of 1

Hybrid data format

Posted: Sat Apr 20, 2019 11:08 am
by M4rk
using tick data for me is a little bit too time consuming, but using 1m bars is not quite accurate enough. You provide the ability to make 1s and 10s tick charts which is great, but what happens if the market is moving very fast and a high or low happens mid tick? Will 10s tick charts build potentially inaccurate candle highs and lows?

if so, could we combine data formats so that we get, for example, 10 second tick data that is formatted in the regular quote format with bid and ask, but with a guarantee that the tick that contains the open, high, low and close of that 10s period is always included within the ticks.

also, looking forward to the upcoming MT5 integration

Re: Hybrid data format

Posted: Thu Apr 25, 2019 10:55 pm
by tickstory
Hi Mark,

Thanks for the suggestion. You are right, any reduction of ticks would necessitate that the OHLC was there. A similar discussion on this topic is here:

https://tickstory.com/forum/viewtopic.php?f=5&t=1084

Admittedly we've dropped the ball on this one. We are still collating all user requests however as they will eventually make it into a release.

Thanks.