millisecond or subsecond export options....

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4EverMaAT
Posts: 29
Joined: Mon Jan 20, 2014 3:55 pm

millisecond or subsecond export options....

Post by 4EverMaAT »

I was wondering if i could somehow export custom millisecond or second data, but only the bid/ask info? I want to export tick data snapshots vs tick-by-tick data so that I can reduce the amount of ticks.

What I am trying to do is avoid exporting each tick, but instead do 400 or 500ms "snapshots" instead of every tick. I still want to then convert this into mt4 or another program that can import ms data.

What I did recently is use a custom export to export 1 second, but not using regular OHLC format. The export didn't work as expected. Each line of data was exported as the last tick in the file repeated each line for the entire data series.

Or maybe another variation would be an "every x tick" export.

tickstory
Posts: 4899
Joined: Sun Jan 06, 2013 12:27 am

Re: millisecond or subsecond export options....

Post by tickstory »

Hi 4EverMaAT,

Yes, at the moment, the "1-second" export is actually a bar-based export which means it will export the OHLC values and not a "snapshot" of the tick data (therefore trying to output tick bid/ask will not work). While we'll eventually allow this type export, the best workaround may be to export to Excel and then filter it from there.

Hope this helps.

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