Symbol from Multiple Historical Data Sources  [SOLVED]

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Parker
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Symbol from Multiple Historical Data Sources

Postby Parker » 03 Jun 2018

Hi All,

I have historical data from two providers.

Provider 1 = 1m data, 2009-2018.
Provider 2 = Daily data, 1997-2017.

Is it possible to merge these two data sources in MultiCharts, either in Quote Manager or on a chart so I can plot daily charts 1997-2018 using this data?

I would be using this for backtesting. I see the data source merging option in Preferences but this seems to be for merging real-time to historical and not historical to historical?

Thanks.

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TJ
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Re: Symbol from Multiple Historical Data Sources

Postby TJ » 03 Jun 2018

How many symbols?

The easiest way is to export the daily data to an ASCII file,
and then import them to the provider 1 symbol.

Parker
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Re: Symbol from Multiple Historical Data Sources  [SOLVED]

Postby Parker » 03 Jun 2018

Hi TJ,

I plan to do this for about 10 symbols.

Thanks for the suggestion I've just tried this and it seems to have worked. I created a new symbol in Quote Manager. Imported Provider 1 1m data (2009-2018) from an ASCII file. Then imported Provider 2 daily data (1997-2017) to the same Symbol. When I plot a daily chart I get 1997-2018 data.

But which data takes priority for the points where there is overlap? The first one that is imported?
Am I looking at a chart of Provider 1 data 2009-2018, with Provider 2 data filling the gap 1997-2009?
Or does it do it the other way around and second import overwrites the first - Provider 1 2017-2018, and Provider 2 1997-2017?

Thanks.

Parker
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Re: Symbol from Multiple Historical Data Sources

Postby Parker » 03 Jun 2018

I have just checked it and it will overwrite the minute data with the daily unless I specify the date periods.

If I set the date period for the Provider 2 to 1997-2009 then it just fills the gap, which is what I am after.

Thanks for the help, appreciated!


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