hi, I'm in the process of back testing my Forex strategy and I'm a bit confused about how should I treat historical tick data in order to construct OHLC bars. Historical data (from TrueFX GainCapital etc) contains bid and ask prices - not actual trades. The log files don't even have volume information. So how can I tell if those bid-ask prices where actually traded at that time? Also - I believe that the tick files contain sampled data which means I can miss any of the high low open or close prices. Shouldn't those vendors provide log files for actual trades that where made instead of bid-ask information which merely represent the order book?... Any insight on this subject is appreciated. thx.