Support for Strategy Quant

[atohmParticipant March 3, 2015 at 6:47 pm Post count: 4]

#18232

Hello,

please add support for Strategy Quant http://www.strategyquant.com

Thanks.

Best regards.

Tomas Vanek

[imported_tickstoryParticipant March 4, 2015 at 1:07 pm Post count: 1479]

#20607

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.

[atohmParticipant March 4, 2015 at 3:27 pm Post count: 4]

#20608

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

[imported_tickstoryParticipant March 5, 2015 at 10:42 am Post count: 1479]

#20609

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’):

{Timestamp:yyyy.MM.dd} {Timestamp:HH:mm:ss.fff},{BidPrice},{AskPrice},{BidVolume},{AskVolume}

Let us know if this does the trick so we can put a note to add this as a pre-defined format.

Regards.

[Author]

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