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Regarding my mail below. I had many responces but most
did not understand what I was trying to do.
I have no problems reading bar data intra day from ASCII files of the
format:
"Date", "Time", "O", "H", "L", "C", "V"
However, I don't want to do this now. I want to read tick data that may have a a number of ticks (prices) per second. Each tick
has Date, Time, Price, Volume. I want to look at intra day
behaviour on the RAW TICKS....not bar data.
The volume is the number of future contracts exchanged at
that price, may be 1 to a few thousand.
Some of you said the above is not possible,
some suggested changing the data to
"Date", "Time", "O", "H", "L", "C", "V", "OI"
format by copying fields. There were other superstitiuos
suggestions
Omega Tech support sent a text copy of the manual. I
already had that and read it..... really usefull
However, nothing worked !!!!!
I can read the Date, Time and Price but NOT the Volume.
The work around is to use HASHNUMS DLL to read in the
Volume from the ASCII file... This works but it seems
strange that Tradestation cannot read tick data. After all
thats where all data comes from...
Thanks for responces
Thanks in advance for a solution
Kim
---------------- OLD MAIL ------------------------------
I need to historically test a tick based system. I
have the data in the following format:
"Date", "Time", "C", "V"
09/15/97,08:30,93.64,20
09/15/97,08:30,93.64,15
09/15/97,08:30,93.64,10
09/15/97,08:30,93.64,20
.......etc....
I need the volume and price information.
I have tried importing into Tradestation but I
only get the Price; no Volume. Should
I be able to read in the volumes too ?
Any suggestions
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