Forex Data Blog

Insights: Tick Data QC & Deterministic Bar Generation

Practical write-ups on forensic Tick QC, deterministic tick→OHLCV bars, reproducible pipelines, and lessons learned from real-world datasets.

Sep 26, 2025 Forex Data Quality

Forex Tick Data QC (Daily Files): Audit-Grade Validation for Accurate Backtests

Audit-grade Forex tick data quality checks on daily files: deduplication, strict time ordering, weekend filtering, gap thresholds, spread caps, outlier control, and UTC-aligned outputs for reliable backtests and AI/SMC research.

forex tick data tick data QC daily tick files backtesting accuracy UTC aligned deterministic bar generation CSV Parquet quant research prop trading spread thresholds gap detection duplicates removal weekend ticks price outliers

Read full post