How to import this tick price data? Would SQ4 support this?

 

Hello, Mark!

 

I have get some tick data about Stock index futures, and want to import that to SQ, but failed.

 

I guess SQ3.8X can not do this, so hope that  the SQ4 would be more flexible when do importing data.  Thank you.

 

And any news about SQ4’s beta?

hi eastpiece,

 

we will probably have to tweak the data in excel. Will check that tomorrow

What error did you get? Have you tried to play with columns settings? I attach what worked for me.

Thank you, tomas262.

 

The data could be imported to SQ now with your setting.

 

But  I think the price , size, bid size, ask size, those are usefull.  This is why I said SQ3.8.x can’t resolve this price data.

 

So I hope SQ4 would give us more fileds.

It depends on if SQ4 will support analyzing bid/ask sizes. At this moment it wouldn’t take this values into account

Look here how others make tick data files. For example QuantQuote https://quantquote.com/sample/SPY_TICK_TRADE.csv