It can be hard to find tick data, depending on the asset class you are looking for. Speaking for FXCM, I wanted to let you know about the available data, which you can use compare against others. I originally mentioned it in this post. To summarize, you can download data free from the FXCM Trading Station platform, or there is a stand-alone GUI available as well.
What specifically do you look at when comparing data? Number of ticks per day?
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