There were around 480,000 ticks in my sample - who do you believe? ;) The difference is probably in what is defined as a "tick" for the purposes of computing t

There were around 480,000 ticks in my sample - who do you believe? ;) The difference is probably in what is defined as a "tick" for the purposes of computing the stats. If you are using traded prices as opposed to quotes, for example, you will get very different results. If you sample at regular intervals (e.g. 1s) you will get different results again.