Export to File changes price data

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simonayres
Posts: 8
Joined: Wed Oct 04, 2017 5:14 pm

Export to File changes price data

Post by simonayres »

Hi
This seems like a great resource. No problems downloading the data and viewing it(prices are correct at this point), but when I try to export to file (tick data) the price data changes. For example - Crude light futures prices are currently around $50.00. When exported the price shows up as around 1.2033 (with additional decimal points also added)

I also tried exporting the crude oil data in 5mins format - and there the prices change to around $38.

Can you tell me whats going on?

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

Re: Export to File changes price data

Post by tickstory »

Hi Simonayres,

Depending on whether you are trying to export bar or tick data, you need to ensure you use the appropriate export field tokens. In the case of bar data, the token {Close} will give you the closing price for that bar. If you are using tick time-frame, then {BidPrice} will give you the last bid price. Using either of these field tokens in the opposite context will yield incorrect output/field data.

A more detailed explanation is in the manual and also available in instructional videos (ensure Closed Captions (CC) is enabled for a full narration):

https://youtu.be/GlGoGvshKZw (Historical bar data)
https://youtu.be/6PzXNF3OlG8 (Historical tick data)

Regards.

simonayres
Posts: 8
Joined: Wed Oct 04, 2017 5:14 pm

Re: Export to File changes price data

Post by simonayres »

Thanks very much for your help. I wonder if it would be possible for you to give me the detailed export parameters to use for exporting tick data to be used in Tradestation?

Regards

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

Re: Export to File changes price data

Post by tickstory »

Hi Simonayres,

Could you please start a new thread on this topic and also provide us with a sample import file format? We're happy to work with you to get the format working, although you will need to test it and give us some feedback since we don't use Tradestation.

Thanks.

simonayres
Posts: 8
Joined: Wed Oct 04, 2017 5:14 pm

Re: Export to File changes price data

Post by simonayres »

Thanks, I'll do that

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