importing .csv file

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tozwp
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importing .csv file

Postby tozwp » 30 Mar 2012

Probably a dumb question but I can't find an answer. I have a .csv file of daily data containing 68 columns of data for a symbol. Each row is a day. The data is various price and breadth data. Is it possible to extract the pieces of the data that I am interested in and chart them? Each file has date data, price, breadth, volume, various indicators ect. and is updated hourly. I'd like to figure out how to map the pieces I want to symbols and plot. I've been playing around with the QuoteManager, File, Map ASCII and pointing to the file of interest. I can change the Category and Exchange but I can't change the Resolution - the field displays n/a. After I select the file a page appears 'ASCII Data Import' and the file name is in the upper window. In the middle window I can see the contents of the file. There is nothing in the lower window. The first row of data is descriptive - 'Period, Date, Long Date, Open, High... etc'. The second row is the data "D, 1990012, 1/2/1990,2748.72,2811.65... etc'. I can change the Resolution and select 'Day', Field I left at Trade, Time Zone set to 'Local', start row set to 2, Price and Volume multipler at 1 and the start and end dates I changed to match the file's data set. When I click on 'Delimiters', I see that that commas, spaces and tabs are selected. At that point, all of the fields are grayed out and I am unable to do anything else. Not sure how to progress from here?

I'd be happy to send a small sample of the file if required - this page won't let me attach one.

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Re: importing .csv file

Postby Roman MultiCharts » 30 Mar 2012

Hello tozwp,

Could you please tell me what version (build) of MultiCharts are you using?
Please send the sample of your .csv file to my e-mail rcherkashin@multicharts.com for further investigation.

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Re: importing .csv file

Postby bowlesj3 » 30 Mar 2012

If it can't be inported the ELcollections map command could be used. The Damageboy thread has it along with a revised document near the end on how to get csv data into MC (has examples). Unfortunately my old URL link does not find it and I find the search in this forum such that I can't find it easily easily either. If I put in subject "elcollections" and author DamageBoy I end up getting a lot of other authors. But it is in here somewhere.

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Re: importing .csv file

Postby tozwp » 31 Mar 2012

Spent a few hours looking for it and can't find it. Seems like it would be a simple thing to import data from a .csv file but I'm starting to think it might not be. Should be able to just set up a pointer in the file at the columns of data that are of interest and let it read the file.

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Re: importing .csv file

Postby bowlesj3 » 31 Mar 2012

I found it. This is the thread.
viewtopic.php?f=5&t=2483#p8174
I added a few examples of using the map and the list of lists in this post within the thread.
viewtopic.php?f=5&t=2483#p29642

I found it by searching only for author "DamageBoy" then using the google chrome search string for the page itself to search for ELcollections. I was lucky. It showed up on the first page. I find the old forum search worked far better than this new forum search.

I tried the link that I had inserted in the above post and it always gives a not found. I noticed this with a few other links I had inserted in prior posts. They use to work and no longer work. I should point this out to the MC team I guess in a special thread.

Anyway, if you use the map command or the list of list commands you should be able to set up a matching record routine to bump the read of the csv file against the bars in your chart to do the plot.

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Re: importing .csv file

Postby tozwp » 31 Mar 2012

Thanks much.... I think :-) Not entirely sure what I'm getting into here but it looks pretty deep! I was hoping that there was a simple, straight forward way to import data into MC and create a chart. The file I'm interested in is updated hourly and contains price, volume, breadth and many other values that may be of interest later. Ideally I would like to create a chart with data1 as price and volume, data 2 as advancing issues, data 3 as declining issues and some of the other data as data(n) values. Once in MC, I can do some simple coding to backtest some ideas. I was thinking that the ASCII mapping feature would let me identify which columns of data contained the various lists of data to create 'symbols'. For instance, the file I am working with is of DJI. One of the columns is the daily date, another is the price and another is the volume. I initially was thinking I could create a symbol called DJI within the Quotemanager and then use the Map ASCII and then Import Data, ASCII. If I can get this working, there are 30+ indices that I'd like to do this with. Any ideas? Is the ELcollections stuff something I should be looking at? This will require a few weeks of study to figure out and learn. I'm hoping there is a simpler way?

The data I'm looking at comes from Masterdata http://www.masterdata.com/ Its the only place I've found that produces this breadth data but its in this particular .csv format. Maybe there is a way to convert it into something else that places nice with MC? Lots of questions and I'm hoping to figure out the best way before I invest a lot of time.

Thanks for your help, its much appreciated!

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Re: importing .csv file

Postby bowlesj3 » 31 Mar 2012

Don't feel too bad if your first read through the ELcollections does not sink in. I did not understand it the first time through ( a very relaxed read when I was in no rush). It was the second time through that I started to understand it. You have a bit of an advantage in that I have examples in my document (the second link takes you to that updated document). I had to figure that out but I am a programmer so that is my thing. Once you do at least 2 run throughs on the document and finally understand it all you have to do is make the pattern fit your data format then access the info you need. It sounds like your csv file has a new line written every so often. This probably means that the up front load of that file needs to be redone to get that new data in (that would be the open that has the full file path to that file). That command loads the whole file in memory if I am not wrong.

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Re: importing .csv file

Postby tozwp » 01 Apr 2012

Thanks for your help! I'm still trying to figure out an easier way based on the tiny bit that I know. If I can't figure it out, I'll investigate your tools.

I have made a little progess. I found that if I edit the .csv file and just include the 10 basic columns of data that I need as a bare minimum, I can get the ASCII mapping function to recognized the file. The date and price fields are fine but I have four other fields that I have to map to different identifiers. I have advancing issues identifed as Up Ticks, declining issues as Down Ticks, advancing volume as Up Volume and declining as Down Volume within the ASCII mapping. Now I can bring up a plot of prices and volume but I'm not sure how to reference the other four values. What is the name of the data attribute for Up Ticks, Down Ticks, Up Volume and Down Volume? In other words, how do I reference these other things within my code? If I wanted the range of the bar it would be (H data1 - L data1) but I don't know what the name/key word for those last four attributes is. For instance, how would I calculate the advancing issues minus the declining issues knowing that it was mapped as the Up Ticks minus the Down Ticks? I'm also a little fuzzy about whether Ticks onlyworks on intraday data as this is daily data.

If this works, then I'll have to figure out a way to automatically parse the data from the raw .csv file, save it and have it available for MC, each hour for 35 files during the day.

I'm making some progress but it is slow going and there are lots of dents in my desk from my forehead!

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Re: importing .csv file

Postby bowlesj3 » 01 Apr 2012

It sounds like it actually may be more work (maybe a lot more work in the long run). I don't understand your csv file. If a program of some sort is adding a line to it every hour and MC is running with 1 minute bars live during the day then the study which is running in that 1 minute bar chart which uses the "ELcollection list of lists" commands would detect the hour (or just after) then it would execute the command (shown in the documentation) that pulls in the file into memory (you might want to put it into a function which is a more learning). It would load up the fields it needs (from the last record on the csv file it brought in) and then work with those values. Here are the 3 important parts. 1/ Once this is written it runs for you automatically for years if you wish. 2/ Once I learned the ELcollections I was able to use it maybe 6 or 8 times and I was thus able to have lets say 8 things run automatically for me. 3/ Some go farther and learn the ADE (all data everywhere). I never learned that.

However I probably have an advantage in that I have been programming 31 years. On the other hand I have only been programming EL code since I joined this forum (did some TS programming about 15 years ago).

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Re: importing .csv file

Postby tozwp » 02 Apr 2012

A few new issues to report. Thought I had everything up and running over the weekend. I have a smaller csv file that is recognized by MC and I was able to get my charts up and running. This morning, I opened up MC and my chart with the Mapped ASCII data says 'no data'. Checked and found that the ASCII mapping had changed for no apparent reason so I corrected it. After the first hour, the csv file was updated with today's data but the chart did not update. Clicked 'Reload - reload all data' but still no data for today. The Map ASCII settings in the Quotemanager was still pointing to the correct file for the symbol. Checked the data file with Excel and there is data for today, MC is just not charting it. Under 'format instruments' I checked to see that the data range was correct (set to get a number of days back from today's date).

I'd be happy to send someone the ascii file that I am using for troubleshooting. I don't want to have to modify the map ascii settings every day for 30+ instruments and I'd like to figure out why the most recent data isn't plotting. Any ideas?

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Re: importing .csv file

Postby tozwp » 02 Apr 2012

I'm either doing something wrong or there is something I don't understand about Mapping ASCII. When I try to create a new chart and use the symbol that I have created using ASCII Mapping, the chart shows the message 'no data'. When I select File, Map ASCII, I see the path and filename to the .csv file containing my data. In the window below that it shows the correct filename with a checkmark next to the file. When I click on that file it brings up the correct file with the fields in the lower part of the window. The fields are correctly identified for date, open, high, low and close. The data at the very bottom of the file shows data that was added today and is current. Creating a new chart window and selecting this data results in the message 'no data'. Am I doing something incorrectly or is something wrong with the program?

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Re: importing .csv file

Postby bowlesj3 » 02 Apr 2012

Your right, the Quote manager does say that "date, open, high, low and close" can be mapped and automatically pick up updates during the day from a csv file. My suggestion for using the ELcollections occured to me when I saw some of the other items in the list of data in the CSV file. For those items you would use the ELcollections.

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Re: importing .csv file

Postby Henry MultiСharts » 02 Apr 2012

I'm either doing something wrong or there is something I don't understand about Mapping ASCII. When I try to create a new chart and use the symbol that I have created using ASCII Mapping, the chart shows the message 'no data'. When I select File, Map ASCII, I see the path and filename to the .csv file containing my data. In the window below that it shows the correct filename with a checkmark next to the file. When I click on that file it brings up the correct file with the fields in the lower part of the window. The fields are correctly identified for date, open, high, low and close. The data at the very bottom of the file shows data that was added today and is current. Creating a new chart window and selecting this data results in the message 'no data'. Am I doing something incorrectly or is something wrong with the program?
Hello Tozwp,

Please check the following:
-make sure you are using one of the latest versions of MultiCharts (7.4 or 8.0).
-your PC clock and time zone are correct
-you are selecting the proper time zone while mapping/importing ASCII data
-you are charting the data in the proper time zone and the session settings for the symbol cover the data period you have in the file
-you are in online mode, "download missing historical data" is enabled (Multicharts->File tab->Preferences->Data server mode)

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Re: importing .csv file

Postby tozwp » 02 Apr 2012

Thanks Henry, just checked all of those things. I'm running version 7.4 build 4906. In the QuoteManager, ASCII Mapping I show the Time Zone as "Exchange". I do have the chart set to local but when I tried creating a new chart and used the same ascii mapped data and set the time zone to 'exchange', I encountered the same message, 'no data'. PC clock and Time zone are correct and automatically adjust every day or two (Central Time Zone here). 'File, Preferences, Data Server Mode is Online with download historical box checked - been burned by that one too many times so its usually the first thing I check :-)

Bowles - I'm hoping it can map automatically as that would be the simplest thing to do. What I'm doing is just selecting the four columns of data that I need and assigning them to the open, high, low and close even though they are breadth and volume data. Then I can manipulate them within MC code referencing those identifiers. If none of this works, I might have to resort to learning how to use ELcollections or go find another piece of software that I can chart with. I have a lot invested in learning EasyLanguage and don't want to backtrack now if I don't have to.

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Re: importing .csv file

Postby tozwp » 02 Apr 2012

I think I might have found the problem. I was using the csv file for breadth data and was getting my quote from Free Quotes (Yahoo) for the Dow. When I changed data from using the free quotes to using live IB quotes, everything updated. Even though one data stream was updated today, evidently the free quote was not and that may have messed things up.

I'll run it another day to see if this works - I'm crossing my fingers.

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Re: importing .csv file

Postby bowlesj3 » 02 Apr 2012

Then I can manipulate them within MC code referencing those identifiers
I was going to say you can manipulate them with the EL collections data. But that would be incorrect. You can get at them if the mapping will allow ELcollections at the data (or maybe the update program may block access). However when you update a csv file with the ELcollections commands it writes the whole thing out to the csv file on disk (I am guessing you probably can not do that if that file has been mapped to data1 or if another program is already updating that file).
Last edited by bowlesj3 on 04 Apr 2012, edited 3 times in total.

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Re: importing .csv file

Postby Henry MultiСharts » 03 Apr 2012

I think I might have found the problem. I was using the csv file for breadth data and was getting my quote from Free Quotes (Yahoo) for the Dow. When I changed data from using the free quotes to using live IB quotes, everything updated. Even though one data stream was updated today, evidently the free quote was not and that may have messed things up.

I'll run it another day to see if this works - I'm crossing my fingers.
If you still have the issue-please come to our live chat Monday-Friday 6:30 am - 4 pm EST.
One of our operators will be able to connect to your computer remotely and investigate this issue.

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Re: importing .csv file

Postby tozwp » 05 Apr 2012

Bowlesj3 - I've been looking at your instructions and its slowly starting to sink in. I've given up trying to get the data in via the Quotemanager as its just too difficult managing 30+ symbols each with a dozen or two columns of data in addition to the usual price and volume fields. The .csv file I am trying to read is updated hourly and will plot on a daily chart (daily bar is updated every hour or so). The first row of the file is the identifier for each column such as symbol, date, high, low.... advancing volume, declining volume, advancing issues, and so on and so forth. There are a couple dozen values following the price and volume columns. The columns are either string (the symbol - always the same for each file), a date field or numbers for the columns that contain data. I'm thinking that maybe the instructions starting on page 13 for File Opertations might contain what I'm looking for. I'm headed for vacation for the next week and have printed off your instructions. I'll be reading and re-reading these hoping that it will sink in over the next week. I'd be happy to send you the .csv file if you are interested in toying with it. If this doesn't work, I'll probably have to get a copy of Metastock which has a plug in that will read these files directly. Hate to have to go backwards when I have such a nice product with MC but I'm not a programmer and do not want to spend months trying to figure this one out.

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Re: importing .csv file

Postby bowlesj3 » 05 Apr 2012

You are doing exactly what you need to do and a vacation is a great relaxed time to read through the ELcollections stuff. My first time through I was in a rush and it just didn't sink in. The second time I was reading it just for something to do while waiting for someone (long wait). That time it finally started to sink in. Every time I want to do something new with ELcollections I have to go back to my prior stuff and figure it out again. So you will have to read it a few times then study my examples and find the patterns. You will have to figure out the logic because what you are doing is a lot more complex than what I do. I focus only on one symbol (eat sleep and drink that symbol and I refuse to look at anything but that symbol). It makes thinks easier for me.

I don't think I would have time to look at your CSV. I have a todo list that is huge and always back logged. I put learning "Macro Express" on it about 1.5 years ago and I just learned it last weekend because it all of a sudden got a priority bump. Always busy. So I normally will contribute ideas to the MC staff and examples of common code. That is about it. I will create some Wiki updates here and there but I have not gotten around to that yet (another thing on the todo list).

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Re: importing .csv file

Postby bowlesj3 » 05 Apr 2012

Regarding logic, if you have one symbol on your chart, it sounds like you will need to load all the csv data in (every hour I guess) then loop through it all to find the last row for the symbol then extract it out for your plot. You need to apply it to the correct bar on your chart. Then once you get the data for that symbol and hour you need to match it into the current bar I guess. Like I said, I have nothing like that to worry about. For me it is a pure matching record logic (you can find that on google most likely if you are not sure of how that works).

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Re: importing .csv file

Postby tozwp » 29 Apr 2012

Update. I've got a temporary solution using Metastock to read my ascii files but am again looking for a way to get the files into MC. I think ASCII mapping in Quotemanager should work for what I'm doing but I seem to be running into a limitation with it.

This is what is going on when I use ASCII mapping. File, Map ASCII brings up a list of my files. When I select one of them I see the ASCII Data Import window. The middle box showing the 'Contents of the selected file' shows the correct data. The bottom window is blank and I am unable to select any of the fields. Would someone be able to take a look at this file to see what or where the problem is?

The only way I've been able to modify the file and make it work with ASCII mapping has been to delete the first row and delete a number of columns. The first row contains string data describing the contents of the column directly below. It seems that there is a limit for the number of columns also but I don't know what it is. Is it possible to have ASCII mapping skip a row (or number of rows) and then use the data below? Is it possible to increase the number of columns that can be read or identified with ASCII mapping before it 'quits' working properly?

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Re: importing .csv file

Postby bowlesj3 » 29 Apr 2012

I am curious, what is updating this csv file every hour?

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Re: importing .csv file

Postby tozwp » 29 Apr 2012

Hi bowlesj3,

Look here for an explanation: http://www.masterdatacsv.com/

I subscribe to this data and its 'delivered' in this type of file format. He has written a plug-in that allows one to access the data directly from the .csv file into Metastock. That's what I'm using right now but I'd really like to get it into MC as its much more capable for backtesting.

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Re: importing .csv file

Postby bowlesj3 » 29 Apr 2012

Okay, so you have their website running or this downloader running and every hour it appends to the file. So I am going to assume the format is something like this

SymbolA,date,time,open,high,low,close,lots-of-other-info-in-this-row-each-separated-by-csv
SymbolB,date,time,open,high,low,close,lots-of-other-info-in-this-row-each-separated-by-csv
SymbolB,date,time,open,high,low,close,lots-of-other-info-in-this-row-each-separated-by-csv

So if this is correct then you get (maybe 50 new rows or whatever) added every single hour (one row per symbol is added).

I am going to take a guess that the csv mapping to the main data plot in MC is only good for one symbol per map (I would be surprised if it will filter out a symbol). Would that be correct?

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Re: importing .csv file

Postby tozwp » 29 Apr 2012

Close, each .csv file is one symbol. In your description, the symbol in column A doesn't change, each row represents one day's worth of data. This row is updated about every hour but there isn't a row added every hour, just refreshed with more timely data.

The ASCII mapping is only good for one symbol. It works as long as there isn't too much data. How much is too much - that is the question. In a perfect world, ASCII mapping would be able to just select the columns in this file that I need. I would have to create three ASCII mapped symbols to collect the data that I require from this .csv file (open, high, low, close, volume and about a dozen other things). These other things would be mapped to the open, high, low, close, volume, and OI fields that are available in ASCII mapping (6 at a time). Then I can just put these three 'symbol' in a chart and then refer to the various pieces of data by using the correct symbol (data#) and attribute (O,H,L,C,V, OI).

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Re: importing .csv file

Postby bowlesj3 » 29 Apr 2012

The Wiki has a fair bit of info (found when I did a search) but I assume you have gone through all that.

Why not make a copy of the file, strip all but the basic fields, make it a few lines and see if you can get that working. Next try a manual update to the file (adding in a line manually and saving it) to see if that can be picked up.

Does it pick up the data in the AsciII file on the first start of MC but not pick it up every hour. I am asking myself that if this does work then maybe MC only pulls it in a midnight if they are daily bars (assuming you are running MC overnight). I remember you said you tried reload. Yes that I guess should pull in the updates. However I do remember that Control+R did not work so you had to use the view, reload, menu sequence to get it to work. If this problem still exists it should be reported in the bug tracker.

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Re: importing .csv file

Postby tozwp » 30 Apr 2012

I've been able to modify a file by reducing the number of columns and eliminating the first line containing the string descriptions of each column and it reads into MC fine. I don't want to have to do that a couple of dozen times each day though. The less I have to mess with data, the happier I am.

The .csv file updating during the day seems to pose no problem. The problem is that ASCII mapping will not let me identify which fields are which. The very bottom pane in the ASCII mapping tool usually lets you select which column of data represents the values for the O,H,L,C,etc. When I modify the file as described above, I can then do this. The question is, what are the limitations of the ASCII mapping tool and can they be easily changed? All I really need is for it to have the ability to skip the first line (string data) and then pick any of the 50 or 60 columns of data within that file to correspond to the o,h, l, c, vol, oi.

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Re: importing .csv file

Postby bowlesj3 » 30 Apr 2012

It sounds like you need to create an entry in the bug tracker. If there is a bug or new feature request it will never be looked at unless it is in there. It is a very good system. You get email notices as to the stage it is at. In this case if the big string field can not be skipped over then it sounds like it may be a bug. Is your feed free. If not they may eventually want to inspect your system live.

I am also wondering if the system you down load from should not be such that you can select what you want.

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Re: importing .csv file

Postby Henry MultiСharts » 01 May 2012

I've been able to modify a file by reducing the number of columns and eliminating the first line containing the string descriptions of each column and it reads into MC fine. I don't want to have to do that a couple of dozen times each day though. The less I have to mess with data, the happier I am.
The first line containing the string descriptions of each column is important for automatic file and column parsing. It is not recommended to delete it.
The question is, what are the limitations of the ASCII mapping tool and can they be easily changed? All I really need is for it to have the ability to skip the first line (string data) and then pick any of the 50 or 60 columns of data within that file to correspond to the o,h, l, c, vol, oi.
The limitation of the ASCII mapping tool is 259 symbols in a line. If you exceed this limitation-the file will not be accepted by the ASCII mapping tool.

In the sample file downloaded from http://www.masterdatacsv.com the header line contains 1068 symbols, the longest data line 376 symbols. Such file cannot be accepted by the ASCII mapping tool. You need to reduce the amount of symbols in the line manually (or probably create a macro for that), export a csv file with less columns (if that is possible with the source software) or submit a feature request to the Project Management of our web site so other users can vote for it.

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Re: importing .csv file

Postby bowlesj3 » 01 May 2012

I just notice this has been fixed in MC 8.0 beta 3. Maybe this is helpful.
"Reload did not work for ASCII Mapping data provider."


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