Technical also: tick history, real tick data

Tick data

The most granular level of price data, recording every individual price change with exact timestamps, used as the highest-quality input for MT5 backtests.

Tick data vs bar data

Bar data (OHLC) records only four prices per candle interval. Tick data records every price change, including the spread at each tick. For intraday strategies, the difference is significant: a scalping EA tested on M1 bar data misses the intra-bar price path that would have triggered or avoided trades.

Why spread is critical in tick data

Real tick data includes the actual bid/ask spread recorded at each moment. This means the backtest accounts for widening spreads during news events. Backtests using fixed spread assumptions overstate performance for scalpers.

Where to get tick data

MetaTrader brokers store tick history on their servers. You can download it through the History Center in MT5. All mt5depot backtests specify the broker data source explicitly so results are reproducible.

Related terms

See also