Newbie - importing tick data

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Talky_Zebra
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Newbie - importing tick data

Postby Talky_Zebra » 08 Mar 2024

Hi all, I am new MC.NET user here. While I have started to scour the forum for good info, I am still getting the feel of things around here, and getting myself set up for coding/backtesting. Pardon me if I have not yet found the obvious solutions for typical issues... please just point me in the right direction. :)

I have a source of some Forex tick data that I would like to import. I have my first Symbol created to import the data into. I have a well structured csv. Problem is, for some reason the QuoteManager is messing around with the formatting. (tab delimited) See the attached image for what I see in QuoteManager

Time: although I chose *h:*m:*s.*f as the format, it comes in as AM/PM. Is this expected?

Volume: Note in the "Contents" field that the tabs are correctly showing, but in the bottom pane if there isn't a BID price, the tabs are ignored. I have tried switching the "Field" from Bid, Ask and Trade - none of them seem to change anything. How do I import this tick data without the columns switching?

Generally: What are good historical data sources for forex, indices, and stocks that provide historical tick data? While I am downloading data from OANDA as I type, it is heartachingly slow. I might be able to test with this downloaded data before the next millenium arrives. :wink: I am looking for faster sources that provide data that MultiCharts can use.

Many thanks

Also: How to put an image directly inline in forum posts? I tried pasting a screenshot, using the img tags, but could not figure it out. All I could do was attach this.
qm.PNG
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Talky_Zebra
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Re: Newbie - importing tick data

Postby Talky_Zebra » 10 Mar 2024

I knocked my head against this over the weekend and finally got a little progress. Why the import could not manage importing the columns is a real mystery, but I worked around it.

I found a "good enough" data source for tick, minute and daily data from Tickstory/Dukascopy for backtesting. But, I would have preferred to use OANDA, as they are my broker of choice. If anyone has other suggestions for both FOREX data providers + trustable brokers, especially for bid/ask spreads, please comment here.

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Kate MultiCharts
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Re: Newbie - importing tick data

Postby Kate MultiCharts » 11 Mar 2024

Hello Talky_Zebra,

AM/PM will appear if time in your file is in 12-hour format.

When importing tick data, you can have Date, Time, Price and Volume columns. Other values cannot be imported.
See What values can be imported.

You can only import data for one field at a time: Ask, Bid or Trade.
If you have them all in the same file, and let’s say you want to import Asks first:
  1. Select Ask in the Field dropdown menu.
  2. Click the header of the column where you have Asks and set it to Price.
To add a pic inside a post, you can use the Insert image button when creating your post. You'll need a pic link for that.

Talky_Zebra
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Re: Newbie - importing tick data

Postby Talky_Zebra » 11 Mar 2024

Hello Talky_Zebra,

AM/PM will appear if time in your file is in 12-hour format.

When importing tick data, you can have Date, Time, Price and Volume columns. Other values cannot be imported.
See What values can be imported.

You can only import data for one field at a time: Ask, Bid or Trade.
If you have them all in the same file, and let’s say you want to import Asks first:
  1. Select Ask in the Field dropdown menu.
  2. Click the header of the column where you have Asks and set it to Price.
To add a pic inside a post, you can use the Insert image button when creating your post. You'll need a pic link for that.
Ah, ok ... so this means that I can enhance data without necessarily overwriting it? ie: upload two versions of tick data, one with bid and one with ask, but it will not overwrite based on date and time stamps? Correct?

On the other hand, I have seen how OANDA provides data via MultiCharts - and they don't contain the ask or bid either in the MC database. Yet, OANDA fee structure is based on spreads. So how does MultiCharts manage spreads? Or does it not manage spread costs in testing or in execution?

Sorry to ask such basic questions, but I've only been working with MultiCharts for 3 days so far....

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Kate MultiCharts
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Re: Newbie - importing tick data

Postby Kate MultiCharts » 12 Mar 2024

Ask, Bid and Trade values are downloaded (or imported) and stored separately. So the below is correct:
upload two versions of tick data, one with bid and one with ask, but it will not overwrite based on date and time stamps? Correct?
If you downloaded OANDA data by plotting charts, you only downloaded one of these fields (Ask, Bid, Trade), depending on what you had selected on your chart in Format → Instrument → Settings tab → Quote Field.

If you use Historical Data Downloader in QuoteManager (right-click a symbol → Collect → Historical Data), you can select which fields to download data for.

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Re: Newbie - importing tick data

Postby Talky_Zebra » 12 Mar 2024

Thanks Kate!


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