What is Tick data?

 

My broker provides many forms of info from its sever, I want to know which is Tick data and which is not?

There is 

1. The Aggregate Trade Streams which push market trade information that is aggregated for fills with same price and taking side every 100 milliseconds. (it only has price info and bid ask ask unavailable)

{
  "e": "aggTrade",  // Event type
  "E": 123456789,   // Event time
  "s": "BTCUSDT",    // Symbol
  "a": 5933014,     // Aggregate trade ID
  "p": "0.001",     // Price
  "q": "100",       // Quantity
  "f": 100,         // First trade ID
  "l": 105,         // Last trade ID
  "T": 123456785,   // Trade time
  "m": true,        // Is the buyer the market maker?
}

2. 24hr rolling window mini-ticker statistics for a single symbol. These are NOT the statistics of the UTC day, but a 24hr rolling window from requestTime to 24hrs before.

  {
    "e": "24hrMiniTicker",  // Event type
    "E": 123456789,         // Event time
    "s": "BTCUSDT",         // Symbol
    "c": "0.0025",          // Close price
    "o": "0.0010",          // Open price
    "h": "0.0025",          // High price
    "l": "0.0010",          // Low price
    "v": "10000",           // Total traded base asset volume
    "q": "18"               // Total traded quote asset volume
  }



3. Pushes any update to the best bid or ask's price or quantity in real-time for a specified symbol.

{
  "e":"bookTicker",         // event type
  "u":400900217,            // order book updateId
  "E": 1568014460893,       // event time
  "T": 1568014460891,       // transaction time
  "s":"BNBUSDT",            // symbol
  "b":"25.35190000",        // best bid price
  "B":"31.21000000",        // best bid qty
  "a":"25.36520000",        // best ask price
  "A":"40.66000000"         // best ask qty
}

Please tell me which should be used for tick data?

1. What is requirement for any data to be called Tick data? 

2. Is it necessary to have data delivered at 0ms speed to qualify as tick?

3. Is Bood Depth data (best bid and best ask ) can be considered as tick data?

Documentation on MQL5: Constants, Enumerations and Structures / Chart Constants / Types of Chart Events
Documentation on MQL5: Constants, Enumerations and Structures / Chart Constants / Types of Chart Events
  • www.mql5.com
Types of Chart Events - Chart Constants - Constants, Enumerations and Structures - MQL5 Reference - Reference on algorithmic/automated trading language for MetaTrader 5
 
Documentation on MQL5: Constants, Enumerations and Structures / Data Structures / Price Data Structure
Documentation on MQL5: Constants, Enumerations and Structures / Data Structures / Price Data Structure
  • www.mql5.com
Price Data Structure - Data Structures - Constants, Enumerations and Structures - MQL5 Reference - Reference on algorithmic/automated trading language for MetaTrader 5