There does not appear to be a universal definition of "tick". Some vendors seem to include both sides of the trade as separate ticks. What would YOU expect if a resting 10 lot order in the book got taken out by 10 successive 1 lot orders? a) 10 individual ticks each with size == 1 b) 1 tick with size == 10 or c) 11 ticks 10x1 and 1x10. You will find that different data and software vendors treat this case differently. This is why it is so difficult to duplicate somebody else's tick interval chart without also using the same data feed and even trading application. Not to mention the fact that the exchanges themselves change the rules as they go along.
------------ ================= Seems to affect volume more so than price; on liquid stocks/eminis And 5 different data providers give 5 diffreent prices for 50dma
To shed a little light on the CME data. The CME has two different feeds. ITC feed for level1 data RLC feed for level2 data. The RLC feed has greater transactional resolution than the ITC feed. Different vendors may use different feeds. For example, eSignal use the RLC feed and get top of book from this. Other vendors use the ITC feed and will transmit fewer ticks. If you are reliant on the number of ticks then makes sure you understand exactly how the data gets to you.
I did a side by side on a system I have that is very sensitive to volume, and Esignal was consistently missing about 10-15% of the volume that I was getting from IQFeed. Yet another thing I hate about Esignal... but I can't quite ween myself off of them yet because there are some features that I haven't completed on my custom software yet.