Importing Data

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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 [[LINK /107_Data_Import.html name="2"; |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.

Note: For more information on known import limitations see [[LINK /107_Data_Import.html name="3"; |ASCII Import Limitations]] section. Be careful when importing files.


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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.

Invalid structure

Example 1. Two of the four necessary bar components are missing:
05-12-69  46.4  33.9
12-12-69  51.7  34.5
19-12-69  55.2  31

Example 2. Date is missing:
1.2061, 1.2065, 1.2061, 1.2065
1.2065, 1.2069, 1.2065, 1.2069
1.2069, 1.2070, 1.2066, 1.2066

Incomplete data

Example 1. File has a damaged string:
2/28/2002  10:45  31505  31530  31480  31480  125  86
2/28/2002  10:50  31480  31505  31480  31500  44    42
2/28/20

Example 2. File has variable number of columns:
СС12-D,10/01/1995,3.51,3.53,3.5,3.5,0,2643200,,,
СС12-D,11/01/1995,3.44,3.53,3.43,3.44,0,501600,0,,
СС12-D,12/01/1995,3.45,3.5,3.41,3.45,0,1545600,0.017544,,
СС12-D,13/01/1995,3.34,3.47,3.34,3.44,0,2353600,-0.038184,,
СС12-D 16/01/1995,3.39,3.41,3.34,3.35,0,1897600,-0.023325,,
СС12-D,17/01/1995,3.47,3.5,3.38,3.41,0,7425600,-0.011461,,
СС12-D,18/01/1995,3.45,3.5,3.41,3.5,0,766400,0.002903,-3.518377,

Logical errors

Example 1. The file has a 60 minute interval, but with 1759 instead of 1800:
<TICKER>,<PER>,<DTYYYYMMDD>,<TIME>,<OPEN>,<HIGH>,<LOW>,<CLOSE>
EURUSD,I,19980420,160000,1.1005,1.1010,1.1005,1.1010
EURUSD,I,19980420,170000,1.1003,1.1003,1.1003,1.1003
EURUSD,I,19980420,175900,1.1012,1.1012,1.1012,1.1012
EURUSD,I,19980420,200000,1.1012,1.1016,1.1009,1.1015
EURUSD,I,19980420,210000,1.1017,1.1020,1.1000,1.1006

Example 2. Time is not ordered chronologically:
GBPUSD,19890627,0,2200,15457,B,N,N
GBPUSD,19890627,0,2200,15462,A,N,N
GBPUSD,19890627,1,0100,15485,B,N,N
GBPUSD,19890627,1,0100,15493,A,N,N

ASCII Import Limitations

Important: Local data storage saves the following resolution types: 1 Tick, 1 Minute, 1 Day. All other resolutions are sampled from those.

Other data types may not be added to the database - use [[LINK /110_ASCII_Mapping.html name=""; |ASCII Mapping]] to process such files.