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Forums>AlgoWizard / EA Wizard>Application Support>Strategy Quant: Importing Historical Data from my broker's historical tick datafile

  • #114398 |
    Customer
    37 Posts

    Hi,

    Can anyone help me on how to import a tick data file in this format into Strategy Quant?

    (An example file is attached):

    ….

    ….

    EUR/USD

    20151001 00:00:01.177

    1.11702

    1.11711

    EUR/USD

    20151001 00:00:01.179

    1.11702

    1.1171

    EUR/USD

    20151001 00:00:02.460

    1.11703

    1.11711

    EUR/USD

    20151001 00:00:09.312

    1.11702

    1.1171

    EUR/USD

    20151001 00:00:09.469

    1.11703

    1.1171

    EUR/USD

    20151001 00:00:09.471

    1.11702

    1.1171

    EUR/USD

    20151001 00:00:09.495

    1.11703

    1.1171

    EUR/USD

    20151001 00:00:10.405

    1.11702

    1.1171

    ….

    Please note, the last two column are Bid and Ask prices.

     

    Thanks much in advance,

    Yudi

     

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    #133790
    Customer
    37 Posts
    Sorry, it seems the lines missing End-Of-Line:
    The format is like this:
    EUR/USD 20151001 00:00:01.177 1.11702 1.11711
    EUR/USD 20151001 00:00:01.179 1.11702 1.1171
    EUR/USD 20151001 00:00:02.460 1.11703 1.11711
    EUR/USD 20151001 00:00:09.312 1.11702 1.1171
    EUR/USD 20151001 00:00:09.469 1.11703 1.1171
     
    Thanks,
    Yudi
    #133791
    Customer
    37 Posts

    It is with comma delimited:

     

    EUR/USD,20151001 00:00:01.177,1.11702,1.11711
    EUR/USD,20151001 00:00:01.179,1.11702,1.1171
    EUR/USD,20151001 00:00:02.460,1.11703,1.11711
    EUR/USD,20151001 00:00:09.312,1.11702,1.1171
    EUR/USD,20151001 00:00:09.469,1.11703,1.1171
     
    Thanks,
    Yudi
    #133795
    Moderator
    1559 Posts

    Export your excel file into comma delimited CSV. Then use Notepad, open that file and use ‘Replace’ to change all whitespaces between columns to comma. Then you can import your data as shown on screenshot. Also set correct date format

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    #133802
    Customer
    37 Posts

    Thanks very much Tomas.

    I tried it, but it seems we need to go further. That is to make the year.mm.dd (with dot). And, place comma in between the date and time stamp.

    It works ok after that.

     

    Thanks very much for your help.

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