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SO what is exactly is a tick when in comes to the stock market data and HFT?

(Last Updated On: January 12, 2014)

SO what is exactly is a tick when in comes to the stock market data and HFT?

A question from a newsletter subscriber:

 

Bryan, a very simple question…. what’s a tick?

Is it a movement of a tick/pip that has the various associated volume metrics attached or is it a simply price change within the underlying instrument?

 

I think you answered your own question but I watch my ticks at subsecond.

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