I downloaded historical tick data from Dukas Copy using a handy tool called Tick Data Downloader which gave me a CSV file.
The problem I have is when trying to import the CVS file in Quote Manager. All the fields circled in red in the attached picture are greyed out and not possible to edit.
Any clues as to why? What am I doing wrong?
Importing ASCII CSI data in quotemanager. [SOLVED]
Importing ASCII CSI data in quotemanager.
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- TJ
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Re: Importing ASCII CSI data in quotemanager.
Looks like the "numbers" are saved as "Strings", that's why MultiCharts cannot recognize them.I downloaded historical tick data from Dukas Copy using a handy tool called Tick Data Downloader which gave me a CSV file.
The problem I have is when trying to import the CVS file in Quote Manager. All the fields circled in red in the attached picture are greyed out and not possible to edit.
Any clues as to why? What am I doing wrong?
Can you post the cvs file? (a small sample)
Re: Importing ASCII CSI data in quotemanager.
Hi TJ, thanks for your reply.
I played around with it a bit more, and had some progress, but one question remains. I paste 3 lines of my input data here:
20131120 00:00:00:216,1.3564
20131120 00:00:00:670,1.35634
20131120 00:00:00:872,1.35635
So the format is Date, time, and bid price.
The problem is with the time. Quotemanager puts the time within quote-signs, as you can see in the attached screenshot circled in red. As you can see time is in the format hours, minutes, seconds, and then 3 digits which I ASSUME are fractions of a second...i.e. 001 means one second divided by one thousand.
If I remove the 3 digits from my original data (the first row would be:
20131120 00:00:00,1.3564), then Quotemanager accepts it without problem. (but I believe this distorts my results since this would make MC have several prices at each full second and not know in which order they were reached within that second. My systems are high frequency, so the results would be useless.)
I tried the time templates *h:*m:*s:fff and *h:*m:*s.fff but the quote signs remain, and when trying to press OK I get error message "Invalid time interval for conversion".
Does anyone have any idea how to get Quotemanager to accept the Time including the fraction of second?
I played around with it a bit more, and had some progress, but one question remains. I paste 3 lines of my input data here:
20131120 00:00:00:216,1.3564
20131120 00:00:00:670,1.35634
20131120 00:00:00:872,1.35635
So the format is Date, time, and bid price.
The problem is with the time. Quotemanager puts the time within quote-signs, as you can see in the attached screenshot circled in red. As you can see time is in the format hours, minutes, seconds, and then 3 digits which I ASSUME are fractions of a second...i.e. 001 means one second divided by one thousand.
If I remove the 3 digits from my original data (the first row would be:
20131120 00:00:00,1.3564), then Quotemanager accepts it without problem. (but I believe this distorts my results since this would make MC have several prices at each full second and not know in which order they were reached within that second. My systems are high frequency, so the results would be useless.)
I tried the time templates *h:*m:*s:fff and *h:*m:*s.fff but the quote signs remain, and when trying to press OK I get error message "Invalid time interval for conversion".
Does anyone have any idea how to get Quotemanager to accept the Time including the fraction of second?
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Re: Importing ASCII CSI data in quotemanager. [SOLVED]
Hello andy4444,
When the ASCII Data Import window is opened, please click on Time column, then select Time again, then Custom... In the popped up Edit Template window enter *h:*m:*s:*f -> Ok -> Ok. This should be the format you are looking for.
When the ASCII Data Import window is opened, please click on Time column, then select Time again, then Custom... In the popped up Edit Template window enter *h:*m:*s:*f -> Ok -> Ok. This should be the format you are looking for.
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Re: Importing ASCII CSI data in quotemanager.
i try to import a data file and having same issue,Hello andy4444,
When the ASCII Data Import window is opened, please click on Time column, then select Time again, then Custom... In the popped up Edit Template window enter *h:*m:*s:*f -> Ok -> Ok. This should be the format you are looking for.
date,time,close
7/27/2018 0:00,9:30:00 AM,2842.05
is this due to the 0:00 after date? how to fix it?