How to import data with bid/ask price and volume?

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yoyo2000
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How to import data with bid/ask price and volume?

Postby yoyo2000 » 09 Jan 2014

hi,guys.
i'm learning mc.net recently.
and i have no idea about how to import bid/ask price and volume data after i added a new symbol in quotemanager

below is the snapshot of ASCII Data Import window,there is no field for bid/ask data in the lowest box(only for symbol,date,time,price,volume),and no customed field,either.
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Henry MultiСharts
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Re: How to import data with bid/ask price and volume?

Postby Henry MultiСharts » 10 Jan 2014

Hello yoyo2000,

Each quote field (Ask/BidTrade) should be imported individually. You can have them in the same file but import 1 by 1 (select other quote fields columns as Undefined).

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MarketMicro
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Re: How to import data with bid/ask price and volume?

Postby MarketMicro » 11 May 2014

Hi,

I have similar issue. My historical data file contains DATE,TIME,BID,ASK columns

Based on your solution, am I right to understand that I should do the following steps?

1. create a symbol that uses ASCII mapping
2. import from the ascii file with BID column
3. create another symbol
4. import from the ascii file with ASL column

Or is there an easier way?

Thank you in advance.

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Henry MultiСharts
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Re: How to import data with bid/ask price and volume?

Postby Henry MultiСharts » 13 May 2014

Hi,

I have similar issue. My historical data file contains DATE,TIME,BID,ASK columns
Based on your solution, am I right to understand that I should do the following steps?
1. create a symbol that uses ASCII mapping
2. import from the ascii file with BID column
3. create another symbol
4. import from the ascii file with ASL column
Or is there an easier way?
Thank you in advance.
Hello MarketMicro,

You do not need to create two instruments. Each instrument can have three fields: trade, ask, bid and three base resolutions:tick, minute, day. So 3*3 = 9 data series in each instrument. Each of the quote fields/resolutions needs to be imported individually.

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Alex MultiCharts
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Re: How to import data with bid/ask price and volume?

Postby Alex MultiCharts » 13 May 2014

Hello MarketMicro.

No, it should not be done as you have described.

1. Create a new symbol.
2. Import Ask data, specifying Bid quote filed as "Undefined".
3. In the same instrument import Bid data, specifying Ask quote field as "Undefined".


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