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Importing Data

1,755 bytes added, 15:03, 11 April 2019
== Importing .qmd data (MultiCharts data format) ==
 
# Open '''QuoteManager''' window
#* see [[:Category:QuoteManager#Opening QuoteManager|how]]
# In QuoteManager main menu select '''File''', then point to '''Import Data''' and click '''Import Instruments…'''
# Select the file location and click
# Click '''Next'''
# Select the instruments to import
# Click '''Next'''
# Click '''Finish'''.
 
== Importing ASCII data ==
 
The program supports importing from most known text (ASCII) files. The principal requirement for the file is a clear structure, data integrity and absence of logical errors.
See [[<span style="color: red;">'''LINK'''</span> /107_Data_Import.html name="2"; #Invalid ASCII files|Invalid ASCII files]] section for information on the most common file faults.
The program is based on analyzing several hundreds of quote files, most in unique formats, which served as principles for file structure analysis. Despite successful automatic recognition of over 95% of files, there are still situations requiring the user to interfere, mostly because of improper file structure or if the program cannot make up a conclusion on its structure.
<div style="background-color: #E3FBE5;">Note: For more information on known import limitations see [[<span style="color: red;">'''LINK'''</span> /107_Data_Import.html name="3"; #ASCII Import Limitations|ASCII Import Limitations]] section. Be careful when importing files.</div> <br> == What values can be imported == For different data types different values can be imported. Some of them are obligatory and marked below as '''bold'''.* '''Tick data:''''''Date''', '''Time''', '''Price''', '''Volume'''. * '''Minute data:''''''Date''', '''Time''', '''Open''', '''High''', '''Low''', '''Close''', '''Volume''', Up Volume, Down Volume, Unchanged Volume, Up Ticks, Down Ticks, Unchanged Ticks, Total Ticks. * '''Daily data:''''''Date''', '''Open''', '''High''', '''Low''', '''Close''', '''Volume''', Up Volume, Down Volume, Unchanged Volume, Up Ticks, Down Ticks, Unchanged Ticks, Total Ticks, Open Interest.
== How to import ASCII data ==
 
To import data:
# Open '''QuoteManager''' window
#* see [[:Category:QuoteManager#Opening QuoteManager|how]]
# Select a symbol (see [[Operating_Symbol_List#Selecting Symbol(s) in Symbol List|Selecting Symbol(s) in Symbol list]] section). If the selected symbol contains quotes with the same timestamp as in the file, they'll be overwritten without warning. Make sure the symbol's price scale matches the price scale of the input data file. The program always uses the symbol's price scale when importing.
# Make sure the file you wish to import is a 1 Tick, Minutes or 1 Day. If a file contains bars, but has no static time increment, this is a Tick\Volume Bar file and must be processed using [[<span style="color: red;">'''LINK'''</span> /110_ASCII_Mapping.html name=""; Mapping_ASCII|ASCII Mapping]].# On the '''File''' menu, click '''Import Data''', or click the '''Import Data''' http[[File://www.multicharts.com/img/wiki/toolbar/QM/05_DataImpQM_Import.png ]] icon on the toolbar.
# Select '''ASCII''' or press '''Ctrl+I'''.
# Indicate the '''Path'''. The path can be typed in, pasted from the clipboard or selected using the mouse. The selected path persists after converting the file so on next operation the previous path will be used by default. If it is necessary to move up a level, click the '''Up''' icon. To change the method of displaying files click the rightmost icon '''Views''' and select an option from the drop down menu.
# Select the desired file from the indicated folder. Only one file can be imported at a time.
# If the '''Contents of the selected file''' field the information is garbled, choose the proper encoding in the File origin.
# Make sure the '''Resolution''' is valid. If the value is not correct, the possible causes may be the reason:<br>
#*# Click '''Custom''' if there is no such template.
#*# Create a template. If the number of symbols in the date changes, use an asterisk * to replace the symbol, e.g. 9/9/2004 changed to 10/9/2004. The number of symbols changes from 6 to 7.
#*#* Allowed symbols in template for Date: '''m''' - month, '''d''' - day, '''y''' - year;
#*#* '''*''' sign means that length of chunk is undefined;<br><div style="background-color: #E5F6FF;">'''Example''': To convert date ''1 Feb 2002'' (2/1/2002) type ''*d mmm yyyy'' in the template field.</div>
#*# Apply the created template by selecting it from the list.
#* The Time filed is not defined or not properly defined
#*# If the template does not exist, click '''Custom'''.
#*# Create a template. If the number of symbols in the date changes, use an asterisk * to replace the symbol, e.g. 8:30 changes to 10:10. The number of symbols changes from 4 to 5.
#*# To set a time * Allowed symbols in templatefor Time: '''h''' - hour, e'''m''' - minute, '''s''' - second,'''f''' - millisecond '''t''' - time modifier AM/PM.g#*#* '''*''' sign means that length of chunk is undefined;#*#* '''@''' sign splits the whole template and time modifier PM lexem. 5<br><div style="background-color: #E5F6FF;">'''Example''': To convert time ''9:22 20 PM, the template must look like H'' type ''*h:MM *m tt@PM, where tt means pm'' in the postfix placeholder and after @ the PM value standstemplate field.</div><div style="background-color: #E3FBE5;">'''Note''': Templates are stored in recognition engine's local settings. Time modifier can be in any language supported by current operating system. </div>
#*# Apply the created template by selecting it from the list.
#* Wrong detection of the starting line of quotes
#*: To set '''Start at Row''' You should indicate how many lines to skip.<br><div style="background-color: #F8F6CD;">After those parameters have been properly set, the program analyses the file again and sets the proper Resolution.</div>
# Select '''Field Ask''', '''Bid''' or '''Trade''' to define what king kind of data the file contains. It is only possible to import only '''one''' quote field at a time.
# In the '''Time Zone''' please select the time zone of the quotes' origin.
# If the price or volume needs to be multiplied or divided, select a proper factor in '''Price Multiplier''' or '''Volume Multiplier'''.
# To select the time period for importing data set the '''Start Date/Start Date Time''' and '''End Date/End Date Time'''.
 
<br>
== Invalid ASCII files ==
In most cases the invalid files are lacking the required fields, lacking data in some column, mixed up time and dates, irregular bar intervals. The program filters most faults and informs the user of them, but it is not possible in each and every case. Please see the analysis of typical invalid files below.
<br>
=== Invalid structure ===
 
'''Example 1'''. Two of the four necessary bar components are missing:
<br>
1.2065, 1.2069, 1.2065, 1.2069<br>
1.2069, 1.2070, 1.2066, 1.2066<br>
 
<br>
=== Incomplete data ===
=== Incomplete data ===
'''Example 1'''. File has a damaged string:
<br>
СС12-D,17/01/1995,3.47,3.5,3.38,3.41,0,7425600,-0.011461,,<br>
СС12-D,18/01/1995,3.45,3.5,3.41,3.5,0,766400,0.002903,-3.518377,<br>
 
<br>
=== Logical errors ===
=== Logical errors ===
'''Example 1'''. The file has a 60 minute interval, but with 1759 instead of 1800:
<br>
GBPUSD,19890627,1,0100,15485,B,N,N<br>
GBPUSD,19890627,1,0100,15493,A,N,N<br>
 
<br>
 
== ASCII Import Limitations ==
<div style="background-color: #F8F6CD;">Important: Local data storage saves the following resolution types: 1 Tick, 1 Minute, 1 Day. All other resolutions are sampled from those.</div>
Other data types may not be added to the database - use [[<span style="color: red;">'''LINK'''</span> /110_ASCII_Mapping.html name=""; Mapping_ASCII|ASCII Mapping]] to process such files.
[[Category:Managing Data]]

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