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Re: Importing Tick Data



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Here's how to do it - step by step. I figured it out just now 8 )

As far as I can see, GS is unable to import any data but daily data from
ascii file. I may be mstaken, but haven't been able to import any data other
than daily directly from ascii. You would need HyperTools for XPO from
http://www.hypertrader.it/ (it's free).

Your file should look like this

Symbol,Date,Time,Close,Volume,
BOGUSM4,3/19/2004,9:45:30 AM,573.8,1,
BOGUSM4,3/19/2004,9:59:30 AM,573.0,2,
BOGUSM4,3/19/2004,11:58:24 AM,572.4,1,
BOGUSM4,3/19/2004,12:01:46 PM,572.2,1,
BOGUSM4,3/19/2004,12:01:46 PM,572.2,1,

As is apparent, BOGUSM4 is the future we are trying to import.

Fire up HyperTools for XPO. File -> New conversion set. Type, "Import to
ASCII". Then fill out the rest.. pretty straightforward. When done, click
finish. This doesn't produce the .xpo file.. just specifies what needs to be
done. Then you would highlite the set you just created and click ! on the
toolbar.. and your .xpo file containing your tick data is ready!

Go to GS.. Import data.. GlobalServer format.. specify your newly minted
.xpo file and you are in business.

Abhijit






----- Original Message ----- 
From: "Ian Waugh" <ianwaugh@xxxxxxxxx>
To: <omega-list@xxxxxxxxxx>
Cc: <ianwaugh@xxxxxxxxx>
Sent: Friday, March 19, 2004 6:22 PM
Subject: Re: Importing Tick Data


> Thanks, Gary. Yes, it does import, a major step forward! However, the
> resulting chart is rubbish (:-).
>
> Okay, guys I'm going to give up on this one. Thanks to those who have
> tried to help. One day, perhaps. One day...
>
> Ian
>
> > > Symbol,Date,Time,Close,Volume
> > > ES #F,28/7/2003,23:00:29,994,1
> > > ES #F,28/7/2003,23:00:30,90,1
> > > ES #F,28/7/2003,23:00:45,800,2
> > >
> > > Is it possible to import this into GS or TS? Using 2000i. Every
> > > import option I've tried fails.
> >
> > The problem is the space in the symbol name.  I'm guessing TS
> > thinks that's a field separator.  If you remove the space, the
> > data imports OK.
> >
> > Gary
> >
> >
>
>