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 30, 2025 Forex Data Engineering

Forex Bar Generator: Column Dictionary & Calculations (tick → M1…D1)

Clear, audit-grade documentation for every output column—definitions, units, and formulas—so your downstream research and AI stay reproducible.

bar generator OHLCV schema column dictionary VWAP spread tick volume UTC variance standard deviation returns deterministic

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