Page 1 of 1

Tick Data Format - Help

Posted: Wed Jan 21, 2015 11:56 pm
by Fiverr
Is there a guide to reading the format below?

2010.08.26 08:27:53.138,1.55335,1.5535,2.40,3.20
2010.08.26 08:27:53.492,1.55335,1.55355,3.20,5.30
2010.08.26 08:27:53.960,1.55335,1.55355,4.00,5.30
2010.08.26 08:27:54.328,1.55335,1.5535,3.20,1.60
2010.08.26 08:27:54.685,1.55335,1.5535,2.40,3.20
2010.08.26 08:27:55.770,1.55335,1.5535,1.00,2.40
2010.08.26 08:27:56.075,1.5533,1.5535,8.80,2.40
2010.08.26 08:27:57.288,1.5533,1.5535,7.20,2.40
2010.08.26 08:27:58.542,1.55335,1.5535,1.60,2.40
2010.08.26 08:27:58.856,1.55335,1.5535,1.60,1.00
2010.08.26 08:28:00.409,1.55335,1.5535,3.20,1.00
2010.08.26 08:28:00.759,1.5534,1.55355,2.40,5.60
2010.08.26 08:28:01.227,1.5534,1.55355,2.40,4.80
2010.08.26 08:28:01.584,1.5534,1.55355,1.60,3.20
2010.08.26 08:28:01.717,1.5534,1.55355,1.60,1.60
2010.08.26 08:28:02.833,1.5534,1.55355,1.00,5.60

Re: Tick Data Format - Help

Posted: Thu Jan 22, 2015 8:16 am
by tickstory
Hi Fiverr,

Tickstory doesn't currently read in file-based tick data although this feature will be available in the next major update.

Regards.

Re: Tick Data Format - Help

Posted: Thu Jan 22, 2015 4:04 pm
by Fiverr
I was looking for an explanation on the tick data structure i.e. date, time (hh:mm:ss), bid, ask, volume???

Re: Tick Data Format - Help

Posted: Thu Jan 22, 2015 9:00 pm
by tickstory
Hi Fiverr,

It looks like the fields are date, time, bid price, ask price, bid volume, ask volume.

Regards.

Re: Tick Data Format - Help

Posted: Fri Jan 23, 2015 3:35 pm
by Fiverr
Awesome. Greatly appreciated.