Not logged in
Viewing 2 posts - 1 through 2 (of 2 total)
  • #111679 |
    247 Posts

    Hi mark,

    I have a question about the tickdata format.


    I use this tickdata-format: (without milliseconds)


    Format1: (without milliseconds)

    2012.10.18 22:44:25,1.30711,1.30703,33
    2012.10.18 22:44:26,1.30709,1.30702,2
    2012.10.18 22:44:26,1.30706,1.30699,4

    Format2: (The orginal Tickdataformat from Dukascopy it is with milliseconds)

    2012.10.18 22:44:25.193,1.30711,1.30703,33
    2012.10.18 22:44:26.432,1.30709,1.30702,2
    2012.10.18 22:44:26.832,1.30706,1.30699,4



    1) Use the the Genetic Builder this milliseconds for the calculation ?

    2) What happend if I use Format 1 and two rows have the same time?






    Mark Fric
    1182 Posts

    Hello Thomas,


    SQ stores time without miliseconds information, but the data are stored in the order they were imported

    so it will make the correct sequence of ticks even without the miliseconds information.


    When the rows have the same seconds time they are still both loaded and stored, in the order in which they were imported from file.



    StrategyQuant architect

Viewing 2 posts - 1 through 2 (of 2 total)

You must be logged in to reply to this topic.