Tick File Import

I am trying to import tick data. Is there a means to import the bid/ask and trade information in a single file or must I do this separately?

My issue with doing this separately is that my tick data is time stamped by the minute (CQG sourced) but the order of my data itself is correct.

Please advise.

I am trying to import tick data. Is there a means to import the bid/ask and trade information in a single file or must I do this separately?

Hello davewolfs,

Each quote field should be imported individually. You can have them in the same file but import 1 by 1(select other quote fields columns as Undefined).

I am trying to import tick data. Is there a means to import the bid/ask and trade information in a single file or must I do this separately?

Hello davewolfs,

Each quote field should be imported individually. You can have them in the same file but import 1 by 1(select other quote fields columns as Undefined).

This makes no sense in my case. Since the quotes have the exact same timestamp as the trade data. How could MC possibly know which quotes happens before or after the trades?

Is there a way to associate as tick id with an import file?

This makes no sense in my case. Since the quotes have the exact same timestamp as the trade data. How could MC possibly know which quotes happens before or after the trades?

Is there a way to associate as tick id with an import file?

Historical bars are plotted in the same order they were imported from a file.
In realtime there is a tick id assigned to each tick.

This makes no sense in my case. Since the quotes have the exact same timestamp as the trade data. How could MC possibly know which quotes happens before or after the trades?

Is there a way to associate as tick id with an import file?

Historical bars are plotted in the same order they were imported from a file.
In realtime there is a tick id assigned to each tick.

There might be a workaround if I create mock timestamps. What is the minimum timestamp resolution that is supported. Can milliseconds be handled?

There might be a workaround if I create mock timestamps. What is the minimum timestamp resolution that is supported. Can milliseconds be handled?

Milliseconds are not currently supported. Please vote for the corresponding feature request.

There might be a workaround if I create mock timestamps. What is the minimum timestamp resolution that is supported. Can milliseconds be handled?

Milliseconds are not currently supported. Please vote for the corresponding feature request.

I don't really care about the timestamp per say. I just want a way to define that a quote came before a trade.