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Hello Peter,
regarding your points 1 & 2 below.
You can import Tick data including: Date, Time, Price
and run systems OK from ASCII data. No problem.
The original data I posted has 1 minute times for the
ticks. I removed the seconds. Tradestation copes
with this fine, the order of the Ticks is preserved despite
that fact that many ticks will have same date and
time (in minutes). It would be nice to see the Seconds
but thats not feasible. However, in reality many ticks occur
in the same second .... so same issue again.
Loosing the seconds is not the issue.
The main problem is that the volume gets dropped.....
The solution I have is to use HASHNUMS to read in the
volume OR read in the volume into a multi chart window
, pretending it is a price under a different symbol name.
It would be nice if a more elegant solution was possible.
I guess I am really surprised this can't be done in
Tradestation 5, now that you have the ability to load
masses of data :-)
Thanks
-----Original Message-----
From: Peter Ryan [SMTP:pryan@xxxxxxxxxxxxxx]
Sent: Thursday, 13 August 1998 16:00
To: 'Kim Horn'
Cc: 'omega-list@xxxxxxxxxx'
Subject: RE: Ticks + Volume
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.
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