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!
Exporting Ask Price
Re: Exporting Ask Price
Hi Bernard,
Yes, you can export Ask Price from Tickstory by simply specifying the following token in the file export specification:
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.
Yes, you can export Ask Price from Tickstory by simply specifying the following token in the file export specification:
Code: Select all
{AskPrice}
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.