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One trade = one tick. As many trades, so many ticks. There is no difference between a "trade" and a "tick".
Why should there be? The ticks are recorded at the levels of the market. If you enter 100 lots there will be a lot of entries until 100 lots in the cup is eaten away from the entry price.
Why would that be? The ticks are recorded by the levels of the cup. If you enter 100 lots, there will be many entries until 100 lots in the cup is eaten away from the entry price.
It is true that even at one price there may be several deals, according to the number of orders executed on the other side. Moreover, there will be separate deals at different prices.
But these are exactly the different deals with different tickers.
And in the understanding of MQL5, a tick may be both a deal and a change of ask/bid prices.
It is true that even at one price there can be several trades, by the number of orders executed on the other side. All the more so, there will be separate trades at different prices.
But these are exactly different deals with different tickers.
And in the understanding of MQL5 a tick may be both a deal and ask/bid price change.
Yes, I used the term wrong - I'm talking about orders (one order for 100 lots will generate a bunch of records of trades by levels in the ticker), i.e. there are ask and bid per order as I understand it in the ticker log.
Ranking of Market Makers - Ranking Programme Leaders
March 2019 results
Probably, it is about the market maker on long-haul contracts. You need to read the terms in their contracts carefully. Also look at the participants - they are professional brokers. Their financial schemes and objectives are far from C-fishing, believe me.
Yes, I used the term wrong - I'm talking about orders (one order for 100 lots will generate a bunch of records of trades by levels in the stack), i.e. there are asks and bids per order as I understand in the ticks log.
Forget about MT terms. In MT, a tick is an integrated value consisting of a tick and Ask/Bid.
It is most likely a market maker on long distance contracts. You need to read the terms in their contracts carefully. Also look at the participants - they are professional brokers. Their financial schemes and objectives are far from C-fishing, believe me.
It doesn't matter what kind of contracts they are - there's MM on options too.
I would believe you if you were a trader at one of these brokers, there is no other reason to believe you as there is no information.
Forget the MT terms already. In MT, a tick is an integrated value consisting of a tick and an Ask/Bid.
The terms are not the point. In essence, the question is how the price magically returned without the appearance of intermediate Ask and Bid.
Read Fundamentals of exchange pricing. Many questions will disappear. It's all there, about ticks and the cup, and liquidity.
There is no answer to my question.
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I would believe you if you were a trader at one of these brokers, there is no other reason to believe you as there is no information.
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Believe what you want. Believe the BCS broker chasing studs in C:)))).......
Believe what you want. Believe that the BCS broker is chasing studs in C:)))).......
It's not a question of belief but knowledge, if you have any ideas, report them.
It's not a question of faith but of knowledge, if you have any ideas, let me know.
The bid in that situation has not changed. Limit bids are coming in a dense stream. The spread spreading situation was inside 979 milliseconds. Bids (including sell limits), placed before this 979 millisecond came to the exchange after the hairpin and formed new levels, closing the gap in the spread. After all, it would be enough for even one bid to sell at the old prices to bring the spread back to the previous level, which happened.