Quick update. (e.g. historical TickByTick data requested via ) seem to have 1/10 pips FOREX prices for BidAsk and Midpoint. In other words, prices with five decimal digits end in all digits from 0 through 9.
Below examples for EUR.USD:
{
??? "tsInS" : 1652079985,
??? "bPrice" : 1.05083,
??? "bSize" : 1500000,
??? "aPrice" : 1.05084,
??? "aSize" : 1000000,
??? "type" : "BidAsk"
}
and
{
??? "tsInS" : 1671179985,
??? "mPrice" : 1.06442,
??? "type" : "MidPoint"
}
And there is the occasional "MidPoint" with six decimal digits. The last digit is always 5, though, since those MidPoints are averages of two five digit numbers ending in 1 through 9.
{
??? "tsInS" : 1671169672,
??? "mPrice" : 1.064355,
??? "type" : "MidPoint"
}
But this does not help you with 5sec bars, unless you want to assemble them from historical TickByTicks yourself.
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