Support Board
Date/Time: Sat, 29 Aug 2026 20:06:20 +0000
tick data
View Count: 232
| [2026-07-15 12:59:31] |
| User231740 - Posts: 5 |
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Hi dear, When I download tick data for one symbol. It gives me format like this. Date, Time, Open, High, Low, Last, Volume, NumberOfTrades, BidVolume, AskVolume 2025/3/27, 15:41:22.322, 3268.0, 3271.6, 3268.0, 3268.0, 1, 1, 1, 0 My question is if this is tick data, why does it still show open, high, low, last? Shouldn't all the prices be the same? And ask volume value is 0, it means this trade is aggressive sell direction? Pls help me. Thanks Charlie |
| [2026-07-15 15:12:32] |
| John - SC Support - Posts: 47697 |
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Refer to the information at the following link and the items below it for information on what each of those items contains: Intraday Data Editor: Open For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2026-07-15 15:19:59
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| [2026-07-16 06:48:48] |
| User231740 - Posts: 5 |
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Thank you, John. I am using tick data for CME futures in a format like below. Date, Time, Open, High, Low, Last, Volume, NumberOfTrades, BidVolume, AskVolume 2025/3/27, 15:41:22.322, 3268.0, 3271.6, 3268.0, 3268.0, 1, 1, 1, 0 My question is if this is tick data, why does it still show open, high, low, last? Shouldn't all the prices be the same? Pls help. Thank you. |
| [2026-07-16 14:29:11] |
| John - SC Support - Posts: 47697 |
|
The information given in the linked documentation gives you the answer.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
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