Hi All,

I am creating a custom dataset for my Lean instance. The data I have contains trade ticks along with the bid and ask for when the trade tick occurred. 

Should I create a corresponding Quote Tick file with the Trade Tick file? I see many zeros in sample Quote tick files. Would my Quote Tick file contain non-zero bid and asks for each timestamp? Also, would the format for the quote tick be:


Also, how are Quote Tick and Trade Ticks used during a backtest? Can the exchange be arbitrary if I don't have that data either?