Strategy Quant: Importing Historical Data from my broker’s historical tick datafile
4 replies
ytu
8 years ago #114398
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
ytu
8 years ago #133790
ytu
8 years ago #133791
It is with comma delimited:
tomas262
8 years ago #133795
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
ytu
8 years ago #133802
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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