Importing tick data from SC

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alex.w
Posts: 5
Joined: 30 Dec 2019

Importing tick data from SC

Postby alex.w » 29 Jan 2020

Hello, maybe someone can help me with importing tick data to multicharts. The problem is, that txt file have such values as:
date
time
open
high
low
close
volume
numberoftrades
bidvolume
askvolume

In SC manual you can find some explanations (https://www.SC.com/index.php?p ... portedData):

The format of the exported data is as follows: Date, Time, Open, High, Low, Last, Volume, NumberOfTrades, BidVolume, AskVolume.

In the case of when a data record consists of 1 tick/trade or Bid/Ask update records recorded with -BID_ASK_TRADE_SYNC, the NumberOfTrades field will be set to 1 in this case, the Open field is equal to the last trade price, the High field is equal to the Ask price, the Low field is equal to the Bid price, and the Last field is equal to the last trade price. The Volume field is equal to the volume of the trade.


but how to get it done in Multicharts i have no idea, because there is no such fields.

Thanks for any help in advance,
Alex
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Svetlana MultiCharts
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Re: Importing tick data from SC

Postby Svetlana MultiCharts » 27 Feb 2020

Hello alex.w,

ASCII Data Import allows to import 1-tick, 1-minute, 1-day data. Your file does not fall into those categories, because it contains N-ticks data (as we can conclude by looking at the time column in your file).
So, it is required to prepare a suitable file first. Then, when you select the resolution (tick, minute or day) in the ASCII Data Import window, the file and its fields will be detected automatically. If required, you can modify the columns manually from the context menu that is called by clicking on the column name.
For example, if resolution is 1 tick, the context menu does not contain Open, High, Low, Close parameters, while 1 minute and 1 day resolutions include them.
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If you still want to import N-tick data, then you can use ASCII Mapping option (QuoteManager -> File -> Map ASCII):
https://www.multicharts.com/trading-sof ... ping_ASCII
In ASCII Mapping dialog click on the blue link, ASCII Data Import dialogue will open. Here you can change the resolution from 1 tick to N ticks.
ASCII_mapping.png
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When you finish ASCII Mapping, build a chart from ASCII Mapping data source. The mapped symbol appears in the QuoteManager automatically. Please do not import any data in this automatically appeared instrument as it is not recommended to mix ASCII Mapping with ASCII Import method.


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