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Forums>StrategyQuant>General Discussion>How to import this tick price data? Would SQ4 support this?

  • #114053 |
    Customer
    268 Posts

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    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.

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    And any news about SQ4’s beta?

    #131994
    Moderator
    1559 Posts

    hi eastpiece,

     

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

    #132049
    Moderator
    1559 Posts

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

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    #132071
    Customer
    268 Posts

    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.

    #132090
    Moderator
    1559 Posts

    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

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