Export data to Zorro

General discussion about the Tickstory Lite software package.
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aby1
Posts: 2
Joined: Sat Dec 03, 2016 10:33 am

Export data to Zorro

Post by aby1 »

Hi, Did anybody export data to Zorro? Maybe You guys have some scripts?

tickstory
Posts: 4883
Joined: Sun Jan 06, 2013 12:27 am

Re: Export data to Zorro

Post by tickstory »

Hi Aby1,

Does the system support delimited, file-based formats for importing? If so, it should be possible.

Regards.

aby1
Posts: 2
Joined: Sat Dec 03, 2016 10:33 am

Re: Export data to Zorro

Post by aby1 »

quote from Zorro manual:
Zorro stores historical price data in the History subfolder in files that can contain tick, minute, or day based ask prices. Each file name is composed from the asset (with special characters such as '/' removed), the year number, and the extension ".bar" for simple candles, ".t6" for extended candles with volume data, or ".t1" for plain price quotes (see also M1 vs. T1). For instance, "EURUSD_2010.t6" contains all prices of the EUR/USD asset in 2010. The price data files included with Zorro are minute based, but any other time base can also be used as long as it's equal or less than the bar period.

Price data in different formats can not be mixed. You can use either .t1, .t6, or .bar price data in the backtest of a strategy, but not a combination of .t6 from 2016 and .bar from 2015.

tickstory
Posts: 4883
Joined: Sun Jan 06, 2013 12:27 am

Re: Export data to Zorro

Post by tickstory »

Hi Aby1,

Check out their link here:

http://zorro-project.com/manual/en/export.htm

It seems that there is some sort of CSV-based Excel sheet they provide. If you can identify the file-format (i.e. give us a CSV specification) we should be able to provide you with a suitable template (assuming there's nothing "tricky" in there ;).

Hope this helps.

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