Tick history and Ctrade

[imported_tickstoryParticipant January 27, 2015 at 11:52 am Post count: 1479]

#20503

Hi ,

The posts don’t seem to have specified the format for the tick data. If it is expecting the format outlined below:

Date
Time
Open Price
High Price
Low Price
Close Price
Volume (Integer only)
Example:

2003.06.18,16:01,1.11423,1.11428,1.11332,1.11374,19
2003.06.18,16:02,1.11364,1.11436,1.11361,1.11405,7
2003.06.18,16:03,1.11402,1.11455,1.11400,1.11440,5
2003.06.18,16:04,1.11446,1.11461,1.11401,1.11447,14

Then try this custom format while ensuring you have specified the “Tick” timeframe in the File Export dialog box:

{BarBeginTime:yyyy.MM.dd},{BarBeginTime:HH:mm},{BidPrice},{BidPrice},{BidPrice},{BidPrice},{Volume:F0}

If the tick data requires the ‘seconds’ component in the time specification, then you can simply add the seconds like so:

{BarBeginTime:yyyy.MM.dd},{BarBeginTime:HH:mm:ss},{BidPrice},{BidPrice},{BidPrice},{BidPrice},{Volume:F0}

Note how the Bid price is being output as the Open, High, Low and Close. The Volume is being forced to be rounded as an integer through specifying “F0”.
More information on this topic is available in the manual.

Hope this helps.

[NonciazzeccoParticipant January 27, 2015 at 12:32 pm Post count: 4]

#20504

Wow, thank you for the fast reply!

accordingly to the cAlgo deveopers they requires: “M1 Bars in csv files (open price)”.

Why should I use the tick bar option an dnot the M1 timeframe?

[imported_tickstoryParticipant January 27, 2015 at 9:38 pm Post count: 1479]

#20505

Hi Nonciazzecco,

Are you attempting to export tick data or M1 data from Tickstory? Depending on this, you will need to select the “Tick” or “1-Minute” time-frame, respectively.

Hope this helps.

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