I am downloading Forex historical data on USD/CHF (1Minute chart) from DukasCopy, which contains columns Open, High, Low, Close, Volume [![enter image description here][1]][1] I've just recently learnt how the price works - through the Depth of Market - a.k.a. 'Level 2 data', where agressive buying fulfills many sell limit orders. Similarly, agressive selling fulfills fulfills many buy limit orders. As I understand, these are what move the price. What's strange for me, is this entire file is for the Ask data only. It's also possible to download a similar file for Bid data only. **Question:** **1)** Looking at the above image for the Ask (prices that a seller is willing to receive), Why High is so close to Low? If I interpret it correctly, High means "the highest possible **sell** limit order witnessed at that time". I would assume at least 1 person having a limit order sitting at some ridiculous place, like '5.1234'. The volume of 96199996.9 LOTs surely will have someone like that - thus, High should be far above Low? **2)** Or is it the highest limit order that *was fulfilled*, not merely awaiting? (Thus it's somethng similar to 'Time And Sales' of MetaTrader 5, aka Level 1 data) **3)** A total-beginner question - are these values already including the commission of a broker that provided such a historical data? (is it already embedded in these numbers? Is it a simple offset of O H L C?) **-Edit:** I now think that Open, High, Low Close are prices which had the best-available limit order (non-fulfilled yet). However, in that case, why don't we then have the OpenVolume, HighVolume, LowVolume, CloseVolume. What does the "Volume" mean in our case and why does it suffice? **4)** Would the Volume be more useful had I selected 'Ticks' instead of '1 Minute' data? **Edit:** Responding to the answer, here is the data for Ask and Bid side by side, - we can see the volumes differ in each file: [![enter image description here][2]][2] [1]: https://i.sstatic.net/tQamg.png [2]: https://i.sstatic.net/TgOgt.png