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Dear Members,
when i m trying to export RT data in 1 min compression from a Tick
database using the following AFL, it skipes some ticks from counting.
pls help....
thanx in advance,
Soumya
_SECTION_BEGIN("Export RT Data");
fmkdir( "F:\\SaveData" );
//Buy = ( (DateNum() >= 1070608) AND (DateNum() <= 1080208) ) AND V>0;
//if we want to oexport data for a single Day, we modify the Second
line like this
Buy = ( (DateNum() == 1080208)) AND TimeNum() < 152959 AND V>0;
for( i = 0; i < BarCount; i++ )
if( Buy[i] )
{
//fh = fopen( "F:\\SaveData\\Cash_IEOD.csv", "a");//if we want to
export all data in a single file//
fh = fopen( "F:\\SaveData\\"+Name()+".csv", "a");// if we want to
export data in an individual file//
if( fh )
{
fputs
( "<ticker>,<date>,<time>,<open>,<high>,<low>,<close>,<volume> \n",
fh );
y = Year();
m = Month();
d = Day();
r = Hour();
e = Minute();
for( i = 0; i < BarCount; i++ )
if( Buy[i] )
{
fputs( Name() + "," , fh );
ds = StrFormat("%02.0f/%02.0f/%02.0f%02,",
m[ i ], d[ i ], y[ i ] );
fputs( ds, fh );
ts = StrFormat("%02.0f:%02.0f,",
r[ i ],e[ i ]);
fputs( ts, fh );
qs = StrFormat("%.2f,%.2f,%.2f,%.2f,%.0f\n",
O[ i ],H[ i ],L[ i ],C[ i ],V[ i ] );
fputs( qs, fh );
}
fclose( fh );
}
}
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