Tick Downloader file structure
3 replies
ucbbi
7 years ago #115258
Hi
I am brand new to SQ and cannot find it answered anywhere.
What is the list of fields in the csv files produced by Tick Downloader?
For example,
“2006.03.01 00:01:00.898,0.9737,0.9741,0.85,0.85”
The first three are Time, Bid, and Ask, I assume, but what are the last two?
Cheers
tomas262
7 years ago #137839
Those numbers are “volume” i.e. how many lots were traded there but I am not sure whether this kind of information is useful with CFDs brokers
ucbbi
7 years ago #137841
Dear Thomas,
Thank you for the answer. What is supposed to be the difference between the two (volumes) and what are they measured in?
tomas262
7 years ago #137890
It should be the bid volume and ask volume measured in lots
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