Constructing tick/time bars in ASCII files

["Gary Fritz" <fritz@xxxxxxxx>]

I have a bunch of tick data in ASCII files.  I wanted to display it 
in TS4.0 and run some systems on it, but it appears that TS barfs if 
you try to feed it too many ticks, even if you're not displaying more 
than 13k bars.  (E.g. maybe there are 50k ticks in the file, but 
you're displaying it as 5min bars, so it's less than 13k bars.)

Any guesses what is the maximum # of ticks TS4 can handle in an ASCII 
file?

To work around this problem, I wrote a perl script to condense the 
ticks into minute or tick bars.  The data I'm generating looks right 
to me, but I'm getting weird results with both tick and minute bars.

If I generate a 10-minute file, the file has the proper (different) 
values for O/H/L/C.  But if I tell TS to display a 10-min chart, it 
only shows a dot at the close value!

Furthermore, I seem to have trouble getting the 940 line to plot in 
the 9:40 bar.  In all my other ASCII data files, the "0940" line 
plots on the 9:40 bar.  But if I chart my file, its "940" line plots 
on the 9:50 bar!  (When I created the chart, I specified it to be a 
non-delayed symbol, so I don't think that's it.)

Here's a sample of my 10min file:

Date,Time,Open,High,Low,Close
990111,940,189.00000,189.00000,188.56250,188.56250
990111,950,188.62500,189.25000,188.31250,188.75000
990111,1000,188.68750,189.00000,188.56250,188.81250
990111,1010,188.75000,189.12500,188.50000,189.12500
990111,1020,189.06250,189.06250,188.56250,189.00000

I'm also having trouble with tick bars.  Let's say I compress the 1-
tick file into 100-tick bars.  (In other words, I read 100 ticks out 
of my 1-tick file, figure the O/H/L/C of those 100 ticks, and write 
out one line in a new ASCII file with that Date/Time/O/H/L/C info.)  
How do I display that file on a chart?  If I display 100-tick charts, 
it apparently reads the Close values from 100 100-tick entries in my 
output file and builds a bar from that.  If I display 1-tick charts, 
it reads the Close from the 100-tick bar and displays that as a 
single tick.

Is there any way to get TS to properly display these compressed tick 
bars?  I'd like to be able to compress the data into, say, 10-tick 
bars and then display any 10*N-tick chart, the same way you can 
display 10*N-minute charts with a 10-minute input file.

Thanks,
Gary