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  • #256173 |
    Participant
    1 Posts

    QuantDataManager appears to store downloaded tick data in QuantDataManager/user/data/History/{instrument} folders in .dat files.

    I was wondering if format of those .dat files is documented/available somewhere (how exactly are time & price encoded, is some sort of compression used)?

    I’m using my own code for strategy building & backtesting (c# and python) and it would be great if we could access this data directly, programmatically (required knowledge to code such file access is assumed). We can of course always export data into CSV format but it would be so much more practical and efficient if we could read .dat files directly.

    Tnx.

    #256186
    Mark Fric
    Administrator
    1182 Posts

    Hello Damir,

    it is quite complex format, with optimizations/compression, and we might modify and improve it in the future, so we don’t want to publish its format.

    Mark
    StrategyQuant architect

    #259386
    Participant
    1 Posts

    I also think that in case someone wants to use fallout graphics – or any other fallout file – he could extract them and use them as-is instead of using the whole .dat

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