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Help with Data import to T1 #476051
01/23/19 12:30
01/23/19 12:30
Joined: Aug 2018
Posts: 102
O
OptimusPrime Offline OP
Member
OptimusPrime  Offline OP
Member
O

Joined: Aug 2018
Posts: 102
Hi Team:

Just bought 10 years of commodities tick data. I would appreciate if anyone can convert to T1 format for me. Tried the History Editor too but I am not sure what I am doing wrong and my hair is falling out. Pls message me.

SOURCE FORMAT
-----------
09/28/2009,09:30:00,16.47,600
09/28/2009,09:30:00,16.47,300

BUT this is what I get after using
string Format = "+%m/%d/%Y,%H:%M:%S,f4,f6";

---------------------------
The OHL columns are showing zero.

2009.12.31 15:59 0 0 0 11.69 0 400

Last edited by OptimusPrime; 01/23/19 12:51.

Thanks so much,

OptimusPrime

Re: Help with Data import to T1 [Re: OptimusPrime] #476052
01/23/19 16:04
01/23/19 16:04
Joined: Feb 2017
Posts: 1,829
Chicago
AndrewAMD Offline
Serious User
AndrewAMD  Offline
Serious User

Joined: Feb 2017
Posts: 1,829
Chicago
If you're doing T1, you should not be using f4 or f6 at all, just use "f" for the tick price, and ignore volume.

Re: Help with Data import to T1 [Re: AndrewAMD] #476054
01/23/19 18:44
01/23/19 18:44
Joined: Aug 2018
Posts: 102
O
OptimusPrime Offline OP
Member
OptimusPrime  Offline OP
Member
O

Joined: Aug 2018
Posts: 102
Hi AndrewAMD: Again, thank you for all your kind responses on the forum.

>> I am still having difficulty converting this data into Zorro usable format. <<

Last edited by OptimusPrime; 01/24/19 11:29.

Thanks so much,

OptimusPrime


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