Is tick data better than OHLC?

Not universally — it is more precise but much larger. Use ticks for spread/execution and high-frequency research; use OHLC candles for most backtesting, charting and long-term studies.

Is 1-minute data good enough for backtesting?

For most swing and intraday strategies, yes. It stops being enough when stops and targets sit within a bar or two of entry (a 1-minute bar cannot say which was hit first) or when the edge depends on the spread, which a single-sided candle does not contain. Test those strategies on tick data.

How much bigger are tick files?

Far bigger. An active forex pair can produce hundreds of thousands of ticks on a busy day, while the same day is a handful of hourly candles or a single daily candle. Download only the date range you need for ticks.

Why does daily data go back further than tick data?

Aggregated daily history has been recorded for much longer than full tick feeds. Both the app and each instrument page here show the available start date separately for each timeframe.

Tick Data vs OHLC Candles

By Martin Buessler · Published 22 June 2026 · Updated 2 November 2026 · 2 min read

"Tick" and "OHLC" are the two ways historical price data is packaged. Picking the right one keeps your files manageable and your backtests honest. Here's the difference and when each makes sense.

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A finished MarketData Hub download: a CSV file on local disk, with its row count, file size and full path. — **Where the data ends up.** A finished job names the row count, the file size and the exact path — a folder you chose, with no server of ours in the picture.

What is tick data?

Tick data is the raw feed: every individual quote, time-stamped to the millisecond, with bid and ask. Nothing is aggregated, so it's the most precise record of how price actually moved — and the largest in file size. A single active forex pair can generate hundreds of thousands of ticks on a busy day.

What are OHLC candles?

OHLC (Open, High, Low, Close) candles summarise all the ticks inside a fixed interval — 1 minute, 1 hour, 1 day, and so on — into four prices. They're dramatically smaller and are what most charts and backtesting engines consume.

Tick data vs 1-minute candles for backtesting

Three differences matter once a strategy is being tested, not just charted:

Order inside the bar. A 1-minute candle records four prices but not the order they came in. If a stop-loss and a take-profit both fall inside one bar's range, the bar cannot say which was hit first, so the backtester guesses — usually with one fixed rule that is either optimistic or pessimistic for every trade. Ticks remove the guess.
The spread. A candle is built from one side of the quote, bid or ask. A candle backtest therefore trades with no spread unless you add one, and a constant spread is wrong at exactly the moments it matters most: news releases, the daily rollover, thin overnight hours. Tick files carry bid and ask on every row.
Size and speed. A year of one forex pair is tens of millions of ticks against roughly 360,000 one-minute bars. Tick backtests run slower and need more disk space, so they only pay off when the first two points change your results.

A workable rule: if your stops and targets are several times wider than a typical 1-minute range, and the strategy does not live off the spread, 1-minute candles give the same answer as ticks. If stops sit within a bar or two of entry, or the edge is a few pips, test on ticks — or at least re-run the final candidate on ticks before trusting it.

When to use ticks

Modelling spread, slippage and execution at the quote level
High-frequency or scalping strategy research
Rebuilding custom candles (e.g. non-standard intervals or volume bars)

When to use OHLC

Swing, position and most intraday backtests
Charting and long-term trend studies — daily/monthly candles reach the furthest back
Anywhere file size or simplicity matters more than per-quote precision

History length differs

For a given instrument, coarser timeframes usually go back further: EUR/USD daily candles reach the 1970s while ticks start in the 2000s. Each instrument page lists the exact start date per timeframe.

You can have both

Every instrument in the MarketData Hub client offers tick data and every OHLC timeframe from 1-second to monthly, on every licence tier — so you can pull ticks for one study and daily candles for another without paying twice. Read next: backtesting with historical data.

Frequently asked questions

Is tick data better than OHLC?: Not universally — it is more precise but much larger. Use ticks for spread/execution and high-frequency research; use OHLC candles for most backtesting, charting and long-term studies.
Is 1-minute data good enough for backtesting?: For most swing and intraday strategies, yes. It stops being enough when stops and targets sit within a bar or two of entry (a 1-minute bar cannot say which was hit first) or when the edge depends on the spread, which a single-sided candle does not contain. Test those strategies on tick data.
How much bigger are tick files?: Far bigger. An active forex pair can produce hundreds of thousands of ticks on a busy day, while the same day is a handful of hourly candles or a single daily candle. Download only the date range you need for ticks.
Why does daily data go back further than tick data?: Aggregated daily history has been recorded for much longer than full tick feeds. Both the app and each instrument page here show the available start date separately for each timeframe.

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