Converting Historical Data from some currency to .bar file

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Converting Historical Data from some currency to .bar file #462217 09/14/16 12:09 09/14/16 12:09
Joined: Sep 2016 Posts: 1 Q QuantAlpha OP Guest
QuantAlpha OP Guest Q Joined: Sep 2016 Posts: 1	Hi, I am trying to convert data that has this format 20090304 090000,51.86,52.18,51.86,52.115 20090304 100000,52.115,52.135,52.08,52.08 20090304 110000,52.07,52.08,51.995,52.05 20090304 120000,52.05,52.05,51.86,51.8675 20090304 130000,51.865,51.945,51.845,51.9275 This is basically Date(YYYYMMDD time) , Open , High , Low , Close I am using the standard script of convert.c to convert this to a .bar file I am getting this error after running Zorro in diagnostic mode. Open: History\USDINR_2009.csv rb Open: History\USDINR_2009.bar wb Read 0 ticks Raus Neural Close files xxx Zorro Version : 1.46 Windows 10 64 bit

Re: Converting Historical Data from some currency to .bar file [Re: QuantAlpha] #462220 09/14/16 13:48 09/14/16 13:48
Joined: Jul 2000 Posts: 28,075 Frankfurt jcl Chief Engineer
jcl Chief Engineer Joined: Jul 2000 Posts: 28,075 Frankfurt	This looks similar to the HISTDATA format, but has commas instead of semicolons. You must modify the sscanf line in convert.c for reading this format. I think replacing ; with , should be enough.

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