I looked at the ym(mini-dow ) tick data from 29th Sept immediately after 700 billion bailout was rejected. Dow crashed 550 points just in 5 minutes. And here the few ticks from that min Price: 0750. 10747. 10748. 10747. 10748. 10746. 10647. 10646. 10646. Volume: 2. 3. 6. 2. 11. 0. 10. 2. 2. 11. 5. As you can see market moved 100 points in just one tick. So how does that tick gets calculated? Is it average of all composite stock volumes?