Not all tick data is equal. Some is recorded from live liquidity feeds, with real bids, asks, and timestamps down to the millisecond. Some is reconstructed from minute bars by a program that invents the ticks in between.
The second kind is common in free downloads, and it produces ticks that look plausible but never existed. A strategy tested on it is partly tested on fiction.
Real tick data comes from providers who archive feeds, such as certain brokers and data vendors. Even then, it reflects one source, and other venues may have different prices.
A few quality checks help. Look for irregular timestamps, since real ticks arrive at uneven intervals, while generated data is often too regular. Check for realistic spread behavior, including spikes. Compare against known events, like major news, to see whether the data shows what really happened.
The cost of good data is usually worth it, since the alternative is conclusions drawn from imagination.
What source provides your tick data, and what checks were done to confirm its quality?
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Where tick data actually comes from
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