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.
How to import data with bid/ask price and volume?
How to import data with bid/ask price and volume?
- Attachments
-
- QM.jpg
- (75.65 KiB) Downloaded 912 times
-
Henry MultiСharts
- Posts: 9165
- Joined: 25 Aug 2011
- Has thanked: 1264 times
- Been thanked: 2957 times
Re: How to import data with bid/ask price and volume?
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).
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).
-
MarketMicro
- Posts: 24
- Joined: 04 May 2014
- Been thanked: 1 time
Re: How to import data with bid/ask price and volume?
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.
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.
-
Henry MultiСharts
- Posts: 9165
- Joined: 25 Aug 2011
- Has thanked: 1264 times
- Been thanked: 2957 times
Re: How to import data with bid/ask price and volume?
Hello MarketMicro,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.
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.
-
Alex MultiCharts
- Posts: 194
- Joined: 09 Aug 2013
- Has thanked: 43 times
- Been thanked: 77 times
Re: How to import data with bid/ask price and volume?
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".
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".