Two ASCII data import questions

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TraderWalrus
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Two ASCII data import questions

Postby TraderWalrus » 19 Feb 2017

1. Can QuoteManager process a text file format that includes alternating lines for bid and ask data? for example:

qb,20170209,symbol_name,00:00:00.000,112.150,
qa,20170209,symbol_name,00:00:00.000,112.154,
qb,20170209,symbol_name,00:00:01.000,112.152,
qa,20170209,symbol_name,00:00:01.000,112.155,

in this case every odd line (marked with "qb" at the beginning of the line) represents the bid, and every even line (marked with "qa") represents the ask.

Essentially the question is can Quotemanager process only even/odd lines in a run.

2. Is there a maximum file size (or a maximum recommended file size) that can be used for ASCII import? For example, if I want to import tick data of a full year, could QuoteManager handle that or should it be done in smaller pieces?

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TJ
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Re: Two ASCII data import questions

Postby TJ » 20 Feb 2017

1. Can QuoteManager process a text file format that includes alternating lines for bid and ask data? for example:

qb,20170209,symbol_name,00:00:00.000,112.150,
qa,20170209,symbol_name,00:00:00.000,112.154,
qb,20170209,symbol_name,00:00:01.000,112.152,
qa,20170209,symbol_name,00:00:01.000,112.155,

in this case every odd line (marked with "qb" at the beginning of the line) represents the bid, and every even line (marked with "qa") represents the ask.

Essentially the question is can Quotemanager process only even/odd lines in a run.

::

You have to parse the file first.


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