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Exporting Ask Price

Posted: Tue Feb 26, 2019 11:03 pm
by bernardfruler
I searched the forum some but I’m still clueless.

I’m interested to export tick data for AmiBroker.
I noticed that the AB tick format is : BidPrice, BidPrice, BidPrice, BidPrice (4 times, a bit of waste, no BidVolume)

I am wondering if there is a way to choose to export ASK tick data instead of BID for AmiBroker ? because I didn’t find the option.
Even better, couldn’t you not reconstitute BID/ASK quotes (+volume) from the BID/ASK downloads ? in order to backtest oerfect entry / exit executions based on real available book.

Thanks for your time!

Re: Exporting Ask Price

Posted: Wed Feb 27, 2019 5:57 am
by tickstory
Hi Bernard,

Yes, you can export Ask Price from Tickstory by simply specifying the following token in the file export specification:

Code: Select all

{AskPrice}
Of course, make sure you have set your time-frame to "Tick" to make sure Bid/Ask/Tick related information is available.

A video instruction of this is provided here:

https://www.youtube.com/watch?v=6PzXNF3OlG8

Also, please consult our manual which has a list of available tokens that can be output during the file export:

https://tickstory.com/help/tickstorylit ... le_exports

Thanks.