Reading Tick Data

[Winsor Hoang]

Here is a silly question. Can someone help me identify the data in columns 3 to 6? Many thanks

 

[Dr. Trader]

Columns 3 and 4 can be from open, close, high or low values of chart bar. But they usually are used for timeframes like minute, hour, etc; and you have time value  in column 2 with precision of up to 100 ms. So most probably values 3 and 4 are bid and ask prices. Column 4 value is always bigger than column 3, so column 3 is bid price, and 4 - ask price.

5 and 6 is probably some sort of volumes. Like last trade volume. Or total volume of requests at prices in column 3 and 4 (depth of market).

[Winsor Hoang]

Thanks Dr. Trader.  

I believe that you are correct: column 3 is bid, 4 is ask, 5 is bid volume, and 6 is ask volume.