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Importing Tick Data

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Smersh

Subscriber, bbp_participant, community, 16 replies.

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8 years ago #116137

I am importing Tick Data (sourced from the vendor called TICKDATA)

 

The data file is formatted like this:

 

Date, Time, Price, Volume

 

I see no alternative other than to assign Price => Close

 

I get the error “You have to choose Open, High, Low, Close and Volume columns”  (see attached)

 

How do I import tick data to SQ?

 

 

 

 

 

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tomas262

Administrator, sq-ultimate, 2 replies.

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8 years ago #140830

Hello,

 

SQ expects tickdata in MetaTrader format which means it includes Ask/Bid prices. If these prices are not present SQ supposes it is a standard timeframe data – Open, High, Low, Close

 

A solution comes to my mind. You can import your data into Excel where the close price will become the bid price. You can calculate another column – the Ask price by adding 1 pip and then import the data into SQ as tickdata

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Smersh

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8 years ago #140835

The data files are between 1-10GB is size. I think I have to abandon the idea of importing tick data.

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Keelan E Brettner

Subscriber, bbp_participant, 12 replies.

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2 years ago #280275

it works for me but backtesting does not… on mt5 , just looses

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Mestre B

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7 months ago #286770

have you solved this?

I can import tickdata from MT5 but al strats are losers

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