Tick bars

Tick bars are chart bars that close after a fixed number of trades, for example every 500 executions, instead of after a fixed clock interval. In this context a tick is a trade print, not the minimum price increment, so a 500-tick bar contains 500 executions whatever their size and however long they took to arrive.

Senzoukria · Glossary · Updated September 2026

Two meanings of tick

In futures, tick usually means the minimum price fluctuation of a contract, 0.25 index points on NQ and MNQ. In bar types, tick means one trade reported by the feed. A tick bar has nothing to do with price increments: it closes when the count of executions since the last close reaches the chosen number. This overlap in vocabulary is the source of most confusion about tick bars, and it is worth resolving before reading any of the settings.

Because the count is of executions rather than contracts, a tick bar treats a 1-lot and a 200-lot print identically. Volume bars are the alternative when size should count.

Behaviour versus time bars

  • In a busy market, a 500-tick bar closes in seconds; in a quiet one, it can take many minutes. The x-axis is therefore activity, not time.
  • Trade count per bar is constant by construction, so the Trade Count indicator is flat and carries no information on tick bars; volume, delta and range per bar are what vary.
  • Fast moves produce many bars, which spreads a single impulse over several footprints and lets you read where inside the move the aggression changed side.
  • Quiet periods produce few bars, so a tick chart compresses lunch and expands the open.
  • The count depends on how the source defines an execution; the same size on two feeds may not give the same number of bars.

In Senzoukria

Tick is the second family of the grain menu on the footprint screen, after Time. Preset sizes run from 100 to 5,000 trades, and any custom value can be typed and pinned with the star. On Rithmic the bars are rebuilt from the tick drain, the same stream that feeds the footprint cells, so each bar's levels and its boundary come from the same prints.

Connectors that do not pass through the drain cannot supply tick bars, and the family is disabled with an explanatory note. A separate legacy entry, Tick (bridge), exists for platform bridges whose own tick-based bars are forwarded as they are; it is not a count family computed by Senzoukria. The Rithmic footprint guide covers which sources deliver the raw tape.

Common mistakes

  • Reading 500t as 500 price ticks. It is 500 trades.
  • Comparing tick-bar deltas across sources with different execution definitions.
  • Expecting tick bars to align with the session clock; a bar can straddle the open or a news release unless the boundary happens to fall there.
  • Expecting count-bar history on the crypto screen: for Binance Spot and Perp the tick, volume, range and delta families build live from the first closed bar, but the crypto cache holds minute bars only, so the chart does not extend back in time.

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Frequently asked questions

What is the difference between a tick bar and a volume bar?
A tick bar closes after a fixed number of trades; a volume bar closes after a fixed number of contracts. In a market of small orders the two behave alike. When large prints appear, a volume bar closes faster while a tick bar keeps going, so the volume bar reacts to size and the tick bar to frequency.
Are tick bars available on every data source?
No. On Rithmic they are rebuilt from the tick drain, with history. On the crypto screen, Binance Spot and Perp feed the same engine tick by tick, so tick bars build live from the first closed bar, without history. On platform bridges and on Databento CME the count families are disabled with a note, because the engine would otherwise label one-minute bars as tick bars. A bridge can still offer its own Tick (bridge) grain, forwarded as the platform built it.

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