Info on TICK http://blog.afraidtotrade.com/research-on-...-last-10-years/ http://blog.afraidtotrade.com/why-you-must...-with-the-tick/ http://blog.afraidtotrade.com/updating-int...traday-traders/ "In the last 10 years, most negative TICKs were seen in 2008, none below -1000 in 2006"