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Strategy Quant: Importing Historical Data from my broker’s historical tick datafile

4 replies

ytu

Customer, bbp_participant, community, sq-ultimate, 23 replies.

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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

 

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ytu

Customer, bbp_participant, community, sq-ultimate, 23 replies.

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8 years ago #133790

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

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ytu

Customer, bbp_participant, community, sq-ultimate, 23 replies.

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8 years ago #133791

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

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tomas262

Administrator, sq-ultimate, 2 replies.

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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

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ytu

Customer, bbp_participant, community, sq-ultimate, 23 replies.

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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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