Tickstory

Hi
Does tickstory data contain order size? specifically, NOT talking about volume size here.
For example, at this tick the volume is 10,000 shares this miniute 1 order is 5000, and a is 3000, rest of them randomly makes up the 50,000 (so I know there are 2 giant market orders)

Hi Howiesun,

I think you might be referring to market depth which shows the size of each order on the books. Tickstory does not have this information from Dukascopy.

Hope this helps.

so does duskcopy have these order sizes data?

Hi Howiesun,

If you are trading live then yes they would but they do not have depth history, only the trading volume information against every tick.

Regards.

where would I go if I want those info?? for back testing purposes?

Hi Howiesun,

What you're looking for is called "Level 2" data which you can do a search for to see which data providers have this information available for purchase.

Hope this helps.