I'm looking at four sources of forex data, as compiled in the question, What data sources are available online? And I think I must be misunderstanding something, perhaps something fundamental, but I'm not sure what. Given my ignorance, it's hard to pin down my confusion as a single question, so I'll express a few, in hopes someone can pick up on the source of my confusion and shed light.
The tick data from DukasCopy shows 5 columns: Time, Ask, Bid, AskVolume, and BidVolume. Am I correct to believe that this data shows no information about actual executions—only changes to the quotes? (Am I correct to believe that the AskVolume and BidVolume columns describe only the quantity offered at the Ask and Bid prices, respectively?)
The 1-second data from DukasCopy shows 6 columns: Time, Open, High, Low, Close, and Volume. Am I correct to believe that this data does show information about actual executions, i.e. Volume being the quantity traded in the given time period of 1 second?
OANDA only provides daily and weekly data, the forexforums.com links only provide 1-minute data (resembling DukasCopy's 1-second data), and GAIN Capital seems to provide tick data (resembling DukasCopy's tick data) without the bid and ask volumes. I have looked at many other sources as well, but can't seem to find tick data on trades, i.e. the time, price, and quantity at every trade. Am I looking for something that doesn't actually exist? If so, then why does it not exist?
I suspect it could have something to do with the non-centralized nature of the forex markets. But then, what exactly does this historical data, e.g. DukasCopy's, mean? Do these numbers only represent the quotes (tick data) and trades (1-second data) handled by DukasCopy (who I understand to be a broker)? Or, do they indeed come from some centralized aggregation of quotes and/or trades?
I have looked for explanations regarding the data on each of the four websites, but to no avail. I apologize for asking such a basic question; I'm very new to forex, and I'm surprised by how different it is from the the NYSE/NASDAQ markets, which I'm slightly more familiar with.