|
PureBytes Links
Trading Reference Links
|
OK, so you understand copying data etc etc.
The bottom line is simple. You cannot do it the way you want to.
1. You cannot import tick data into TradeStation from an ASCII file. Period.
2. The minimum you can import is 1-minute data.
Either fiddle your data so that TradeStation thinks the tick data is at least 1-minute bars (not really practical) or move to using 1 minute bars.
Critising the quality of the responses you got isnt going to get you far. You posted a problem and asked for suggestions. Be glad that you got anything at all, including the superstitious.
-----Original Message-----
From: Kim Horn [SMTP:kim@xxxxxxxxxx]
Sent: Thursday, August 13, 1998 12:51 PM
To: 'omega-list@xxxxxxxxxx'
Subject: Ticks + Volume
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
|