FXRISK Manual

Off-Market Tick

An off-market tick is a quote or print that deviates from the prevailing market, often due to data errors, thin liquidity, or feed quirks.

Why it matters

Off-market ticks can trigger stops or create chart artifacts. Understanding them helps you separate ‘market move’ from ‘data event’.

Trading use: the point is not vocabulary. The point is prediction: what changes when this shows up?

Common trap

Automatically treating every tick as tradable reality. Some prints are not representative and may be subject to broker ‘manifest error’ clauses.

Example

A one-second spike prints 30 pips away from the surrounding range, triggers stops, then immediately snaps back. That’s likely not a real market trade. It’s a tick event.

Operational cue: if you can’t point to it on the chart, in the DOM, or in your broker logs, treat it as a story and trade smaller.

Notes

Quick rule

  • If you see this repeatedly, you are in a different regime than your model assumes.
  • Regime change usually means position size change.
  • When in doubt: trade smaller, or don’t trade.