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I would like to do a backtest on some tick data, but can't figure
out how to easily import the data. The file is in eSignal EPF
format. Below is a small portion of the data.
; Symbol=AB #F
; Date=04/15/05-04/22/05
Q,050415,000438,590.3,590.4,2,2, ,
Q,050415,000439,590,590.4,4,2, ,
T,050415,004317,590,1,
T,050415,004317,590,2,
T,050415,004317,590,1,
T,050415,004317,589.9,3,
T,050415,004317,589.9,1,
T,050415,004317,589.9,1,
T,050415,004317,589.8,3,
T,050415,004317,589.7,3,
T,050415,004317,589.7,1,
T,050415,004317,589.7,5,
T,050415,004317,589.6,1,
T,050415,004317,589.6,3,
T,050415,004317,589.6,5,
T,050415,004317,589.6,5,
T,050415,004317,589.5,1,
Q,050415,004317,589.4,589.5,1,264, ,
T,050415,004318,589.5,1,
Thanks,
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