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.
Tick File Import
- Henry MultiСharts
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Re: Tick File Import
Hello davewolfs,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?
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).
Re: Tick File Import
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?Hello davewolfs,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?
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).
Is there a way to associate as tick id with an import file?
- Henry MultiСharts
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Re: Tick File Import
Historical bars are plotted in the same order they were imported from a 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?
In realtime there is a tick id assigned to each tick.
Re: Tick File Import
There might be a workaround if I create mock timestamps. What is the minimum timestamp resolution that is supported. Can milliseconds be handled?Historical bars are plotted in the same order they were imported from a 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?
In realtime there is a tick id assigned to each tick.
- Henry MultiСharts
- Posts: 9165
- Joined: 25 Aug 2011
- Has thanked: 1264 times
- Been thanked: 2957 times
Re: Tick File Import
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?
Re: Tick File Import
I don't really care about the timestamp per say. I just want a way to define that a quote came before a trade.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?