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After seeing recent discussions about ASCII data and .omz files, I am
thinking of releasing a procedure for importing tick data into the TS Data
Server.
The procedure requires that the data contain fields for Time, Price and,
optionally, Trade (or Accumulated) Volume. The data must be readable by
Excel and symbols must be processed one at a time, one day of ticks at a
time.
The procedure utilises an Excel macro and some freely available software
(supplied). It involves some initial setup work and is fairly slow to run.
The results are quite good but not perfect as the Server tends to drop some
of the ticks. However, it has filled many a gap for me when I was using
TradeStation. The procedure works with TS4 and should also work with
TS2000i.
Releasing it would involve some work on my part to document the procedure
and I wondered what the level of interest might be. I imagine that I would
e-mail the package to those interested and request a small voluntary payment
to compensate for my time and costs from those who found it useful.
You are welcome to e-mail me directly.
Kevin
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