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I am trying to import ascii tick data into Amibroker using the
special format file. At first I thought it was working, but a closer
examination shows that it did not work. If multiple trades happen
within a 5 second interval only the first instance is imported into
Amibroker. Is this a bug in the AmiBroker ASCII importer? Is there
some kind of workaround?
I REALLY need to be able to import tick data. Is there a way to do
this without having to use the data plugin interface to set the
PercentReduc field in Quotation structure to indicate the tick ID
within a 5 sec period?
Anyone else try importing tick data have any suggestions? Any help
appreciated.
format file:
-----------
# Format definition file
$FORMAT Ticker, AppendTicker, AppendTicker, Skip, Skip, Date_YMD,
Time, Close, Volume
$SKIPLINES 0
$SEPARATOR ,
$CONT 1
$GROUP 255
$AUTOADD 1
$DEBUG 1
$STRICT 1
sample data I am trying to import:
-----------------------------------
HSI,F,0306,0,,20030530,161450,9559,3
HSI,F,0306,0,,20030530,161450,9559,2
HSI,F,0306,0,,20030530,161448,9559,1
HSI,F,0306,0,,20030530,161449,9559,2
HSI,F,0306,0,,20030530,161449,9559,1
HSI,F,0306,0,,20030530,161448,9559,1
HSI,F,0306,0,,20030530,161446,9558,1
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