Hi,
I'm testing OpenTick data.
They are quite reliable but I got the following problem with Futures Tick prices.
During trade break they always transmit some <b>Ticks with size zero</b>, for example the EURUSD yesterday:
----Date--- -UtcTime -price -size volume
2007-03-22 23:30:06 1,3374 ----0 199693
2007-03-22 23:30:06 1,3369 ----0 199693
2007-03-22 23:30:06 1,3376 ----0 199693
2007-03-22 21:24:05 1,3377 ----0 199032
2007-03-22 21:03:04 ----0--- ----0 199032
2007-03-22 21:02:51 1,3379 ----0 199032
2007-03-22 21:02:51 <b>1,3356</b> ---0 199032 - <b>previous Low ?</b>
2007-03-22 21:02:51 1,3358 ----0 199032
2007-03-22 21:02:37 ----0--- ----0 199032
What is the meaning of these ticks and to what timespan do they relate?
<B>Any hint would be great.</b>
Regards
Martin