This is available in MT5 M1 data and there is no reason for this not to be available in SQX data.
This will enable us to conduct more accurate higher precision cross-check testing using the M1 timeframe without needing to download enormous tick data files.
Current higher precision testing does NOT take into account widening spreads around rollover and many strategies that should fail outright end up passing.
The builder can also benefit from this, even when using "selected timeframe" as there can still be an average spread per bar e.g. when building on H1 timeframe the bar before and the bar after rollover will have a higher average spread and this can be accounted for during building and further filter rubbish strategies from passing.
1. Median spread for each bar
2. Average spread for each bar
3. Median Max spread for each bar (for worst case scenario testing)
These can also potentially be optional for us too