Hello,
please add support for Strategy Quant http://www.strategyquant.com
Thanks.
Best regards.
Tomas Vanek
Support for Strategy Quant
Re: Support for Strategy Quant
Hi Tomas - could you please elaborate? What type of support is required? If there is a specific file format, would you have a excerpt of the expected formatting?
Thanks.
Thanks.
Re: Support for Strategy Quant
Hi,
Strategy Quant using this format from tick data downloader http://www.strategyquant.com/tickdatadownloader/ , but in some indices and comodities has incorect data.
this is some examples export from Tick Data Downloader to Strategy Quant
AUDJPY
2015.02.24 19:59:55.737,0.78245,0.78256,1.00,2.47
2015.02.24 19:59:56.280,0.78245,0.78256,1.00,2.02
2015.02.24 19:59:56.827,0.78245,0.78256,1.00,2.10
2015.02.24 19:59:58.932,0.78247,0.78256,1.00,2.02
2015.02.24 19:59:59.449,0.78247,0.78256,1.00,1.95
EURUSD
2015.02.24 19:59:56.576,1.13369,1.1337,1.00,2.25
2015.02.24 19:59:56.627,1.13367,1.1337,2.25,1.00
2015.02.24 19:59:56.898,1.13367,1.13368,1.00,1.00
2015.02.24 19:59:56.950,1.13365,1.13368,1.31,1.00
2015.02.24 19:59:58.737,1.13365,1.13367,1.00,1.00
2015.02.24 19:59:59.279,1.13365,1.13368,1.69,1.00
incorect DATA from TDD DAX
2015.03.03 19:59:38.896,113.03138,113.04139,0.00,0.00
2015.03.03 19:59:42.526,113.02888,113.03889,0.00,0.00
2015.03.03 19:59:47.366,113.03138,113.04139,0.00,0.00
2015.03.03 19:59:47.805,113.03387,113.04388,0.00,0.00
2015.03.03 19:59:50.811,113.03138,113.04139,0.00,0.00
incorect DATA from TDD WTI light crude oil
2011.09.20 00:15:26.981,856,856,1.00,1.00
2011.09.20 00:15:27.202,856,856,1.00,1.00
2011.09.20 00:15:27.401,856,856,1.00,1.00
2014.10.10 07:59:56.080,84.51,84.56,0.00,0.00
2014.10.10 07:59:56.247,84.53,84.56,0.00,0.00
2014.10.10 07:59:56.297,84.53,84.57,0.00,0.00
2014.10.10 07:59:57.851,84.52,84.56,0.00,0.00
Thanks.
Tomas Vanek
Strategy Quant using this format from tick data downloader http://www.strategyquant.com/tickdatadownloader/ , but in some indices and comodities has incorect data.
this is some examples export from Tick Data Downloader to Strategy Quant
AUDJPY
2015.02.24 19:59:55.737,0.78245,0.78256,1.00,2.47
2015.02.24 19:59:56.280,0.78245,0.78256,1.00,2.02
2015.02.24 19:59:56.827,0.78245,0.78256,1.00,2.10
2015.02.24 19:59:58.932,0.78247,0.78256,1.00,2.02
2015.02.24 19:59:59.449,0.78247,0.78256,1.00,1.95
EURUSD
2015.02.24 19:59:56.576,1.13369,1.1337,1.00,2.25
2015.02.24 19:59:56.627,1.13367,1.1337,2.25,1.00
2015.02.24 19:59:56.898,1.13367,1.13368,1.00,1.00
2015.02.24 19:59:56.950,1.13365,1.13368,1.31,1.00
2015.02.24 19:59:58.737,1.13365,1.13367,1.00,1.00
2015.02.24 19:59:59.279,1.13365,1.13368,1.69,1.00
incorect DATA from TDD DAX
2015.03.03 19:59:38.896,113.03138,113.04139,0.00,0.00
2015.03.03 19:59:42.526,113.02888,113.03889,0.00,0.00
2015.03.03 19:59:47.366,113.03138,113.04139,0.00,0.00
2015.03.03 19:59:47.805,113.03387,113.04388,0.00,0.00
2015.03.03 19:59:50.811,113.03138,113.04139,0.00,0.00
incorect DATA from TDD WTI light crude oil
2011.09.20 00:15:26.981,856,856,1.00,1.00
2011.09.20 00:15:27.202,856,856,1.00,1.00
2011.09.20 00:15:27.401,856,856,1.00,1.00
2014.10.10 07:59:56.080,84.51,84.56,0.00,0.00
2014.10.10 07:59:56.247,84.53,84.56,0.00,0.00
2014.10.10 07:59:56.297,84.53,84.57,0.00,0.00
2014.10.10 07:59:57.851,84.52,84.56,0.00,0.00
Thanks.
Tomas Vanek
Re: Support for Strategy Quant
Hi Tomas,
You should be able to export the format you described by using the following custom format in Tickstory (make sure your Timeframe is set to 'Tick'):
Let us know if this does the trick so we can put a note to add this as a pre-defined format.
Regards.
You should be able to export the format you described by using the following custom format in Tickstory (make sure your Timeframe is set to 'Tick'):
Code: Select all
{Timestamp:yyyy.MM.dd} {Timestamp:HH:mm:ss.fff},{BidPrice},{AskPrice},{BidVolume},{AskVolume}
Regards.