Hi,
I'm working in a developing market. Currently, there's no real tick data is available, and what best I can get is 3-seconded quote data. In most cases, I think these two sets of data should be closed enough with each other. So I hope to import the 3-seconded market data into QuoteManager as tick data. However, no matter how I modify my data, QuoteManager still rejects importing them as ticks. Does anyone know the minimum tick data format QuoteManager could accept? After searching on MC wiki, I find little about this topic. There are only invalid data example, but no valid data format guidelines. Could someone knowing about this specification build a page for that?
P.S. Here is my current data format:
(Symbol, Date, Time, Last, NumberofTrades, TradingAmount*, Volume, Buy/Sell, Ask1, Ask2, Ask3, Bid1, Bid2, Bid3)
*TradingAmount= Last * Volume
Thanks in advance!
Minimum Acceptable Tick Data Format
- TJ
- Posts: 7743
- Joined: 29 Aug 2006
- Location: Global Citizen
- Has thanked: 1033 times
- Been thanked: 2223 times
Re: Minimum Acceptable Tick Data Format
ASCII data importHi,
I'm working in a developing market. Currently, there's no real tick data is available, and what best I can get is 3-seconded quote data. In most cases, I think these two sets of data should be closed enough with each other. So I hope to import the 3-seconded market data into QuoteManager as tick data. However, no matter how I modify my data, QuoteManager still rejects importing them as ticks. Does anyone know the minimum tick data format QuoteManager could accept? After searching on MC wiki, I find little about this topic. There are only invalid data example, but no valid data format guidelines. Could someone knowing about this specification build a page for that?
P.S. Here is my current data format:
(Symbol, Date, Time, Last, NumberofTrades, TradingAmount*, Volume, Buy/Sell, Ask1, Ask2, Ask3, Bid1, Bid2, Bid3)
*TradingAmount= Last * Volume
Thanks in advance!
https://www.multicharts.com/multicharts/help/videos/
- Andrew MultiCharts
- Posts: 1587
- Joined: 11 Oct 2011
- Has thanked: 931 times
- Been thanked: 559 times
Re: Minimum Acceptable Tick Data Format
Hello Jzshen,Here is my current data format:
(Symbol, Date, Time, Last, NumberofTrades, TradingAmount*, Volume, Buy/Sell, Ask1, Ask2, Ask3, Bid1, Bid2, Bid3)
*TradingAmount= Last * Volume
Unfortunately you cannot import your (trade) ticks at the same moment with asks and bids. Some other fields cannot be imported to MC database. If you want to import asks and bids after you imported your "Last" values as 1 tick data, you will need to have 1 ask and 1 bid per line and you can import it one-by-one (first you import "last", then "ask" and then you import "bid").
You should have the following format:
(Symbol, Date, Time, Price (i think your "Last" will work here), Undefined, Volume, Undefined, Undefined, Undefined, Undefined, Undefined, Undefined, Undefined.