Tick count volume
Posted: Fri Sep 26, 2025 9:15 am
Hello I need your help I am in a hurry and discovered I have a big issue , I am currently trying to export US30 tick data in generic csv format Timestamp,Bid,Ask,BidVolume,AskVolume, but i am understanding or I am not getting realistic datas in BidVolume,AskVolume columns, as BidVolume e AskVolume are not tick counts but are volumes expressed in micro fractions of lots(in the order of10^-5)and each line has a sort of semi flat volume count per tick probably adapted by Broker. Volumes match only Dukascopy data , not thebook complete book or Level II data.
I have on first test tickstorylite 1.9.8.8, I need to see separation between ask and bid counts of price variation like it happens on order book, I need tick direction, can you help I don't see any indication ? thank you
I have on first test tickstorylite 1.9.8.8, I need to see separation between ask and bid counts of price variation like it happens on order book, I need tick direction, can you help I don't see any indication ? thank you