Sorry for reopening this thread, but my question concerns exactly to this.
Yes, the ticks in a bar are available and can be treated like price data.
and from the manual:
The fOpen, fClose, fHigh and fLow data streams can be separately accessed in the script. They can alternatively be used to store and access additional data, such as spread, quote frequency, trade volume, [...]
It sounds as if it would be possible, but how can I access the tick volume in a script practically? I think in the normal history (.bar) files it is not set, so do I have to create 'extended .bar files' with a column for the tick volume first (it is generally available through FXCM's ForexConnect API if I understood its manual right)? Or is manually counting the ticks like in 3DCat's example the only way?
Thanks, Sphin
