Originally Posted by jcl
T1 does not contain volume. If you want volume, you must indeed use a .t6 file. You can then ignore the warning message that .t1 is recommended.

Is there a reason why developers decided not to include Volume (Ask/Bid Size) in .t1 format? Isn't it illogical to exclude it from format made for high-precision backtesting? In this case, backtester is not checking whether an order was filled, so it's not a high precision backtesting. Even Multicharts is considering Volume in tick-by-tick backtesting.