Tick data is information that is used by professional day traders to watch the current price movements at its most detailed level. Tick data shows each individual
trade as it occurs, and is usually displayed as a scrolling list. Tick data can be used as part of a larger trading system (such as a confirmation for an indicator trade), or on its own (as with
scalping). Tick data provides several pieces of valuable information about each trade, and the market as a whole.
The Tick data also shows the amount of volume that each trade includes (the number of contracts or shares that were traded).
This shows whether there are more contracts (or shares) being bought or sold, and at which prices the largest amounts of volume are trading.
|Date ||Time ||Trade ||Volume
the demo fileFORMAT