Typical tick fields
Timestamp, price, volume and side are common. Vendors use different names — normalize in your integration layer.
Glossary
What Is Tick Data
A tick is the smallest granularity of market activity. HFT and microstructure research depend on tick streams rather than candles alone.
Ticks vs candles
Candles aggregate ticks over an interval. Backtests often use candles; execution and market making need ticks or Level 2 depth.
Getting ticks via API
TIQEX pushes live updates over WebSocket and serves snapshots/history over REST. Pick granularity by use case and confirm entitlements.
With klines
Execution cares about ticks/streams; research/backtests usually use OHLCV. One auth model covers both channels.
Where to go
Stream docs /docs/api/stream; also see Level1/Level2 and latency glossary entries.