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Re: Error Converting Dukascopy csv to T6
[Re: AndrewAMD]
#488486
12/21/24 18:37
12/21/24 18:37
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Joined: Dec 2024
Posts: 5
DikTater01
OP
Newbie
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OP
Newbie
Joined: Dec 2024
Posts: 5
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Re: Error Converting Dukascopy csv to T6
[Re: AndrewAMD]
#488489
12/21/24 19:32
12/21/24 19:32
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Joined: Dec 2024
Posts: 5
DikTater01
OP
Newbie
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OP
Newbie
Joined: Dec 2024
Posts: 5
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Here's the Dukascopy CSV
Gmt time,Open,High,Low,Close,Volume 02.12.2024 00:00:00.000,1.05439,1.05462,1.05434,1.05456,225740005.5 02.12.2024 00:01:00.000,1.05456,1.05463,1.05431,1.05438,278000000 02.12.2024 00:02:00.000,1.05439,1.05439,1.05398,1.05399,126150001.5 02.12.2024 00:03:00.000,1.05399,1.05406,1.05376,1.05378,190529998.8 02.12.2024 00:04:00.000,1.05379,1.05379,1.05342,1.05344,199169998.2 02.12.2024 00:05:00.000,1.05346,1.05346,1.05331,1.05332,139889999.4 02.12.2024 00:06:00.000,1.05334,1.05353,1.05332,1.05353,189119995.1 02.12.2024 00:07:00.000,1.05353,1.0537,1.05347,1.05365,247820007.3 02.12.2024 00:08:00.000,1.05364,1.05365,1.05354,1.05358,137429992.7 02.12.2024 00:09:00.000,1.05358,1.0538,1.05354,1.05373,71550003.05 02.12.2024 00:10:00.000,1.05373,1.05389,1.05368,1.05373,193050003.1 02.12.2024 00:11:00.000,1.05374,1.05379,1.05369,1.05374,178860000.6 02.12.2024 00:12:00.000,1.05374,1.05384,1.05369,1.05384,40830001.83 02.12.2024 00:13:00.000,1.05383,1.054,1.05381,1.054,36930000.31 02.12.2024 00:14:00.000,1.054,1.05405,1.05393,1.05395,42389999.39 02.12.2024 00:15:00.000,1.05395,1.05415,1.05393,1.05408,137669998.2 02.12.2024 00:16:00.000,1.05408,1.05413,1.05389,1.05409,298410003.7 02.12.2024 00:17:00.000,1.0541,1.0541,1.05396,1.05409,231000000 02.12.2024 00:18:00.000,1.05409,1.05409,1.05387,1.0539,225630004.9 02.12.2024 00:19:00.000,1.0539,1.0541,1.05389,1.05399,215009994.5 02.12.2024 00:20:00.000,1.054,1.05415,1.05399,1.05404,67050003.05 02.12.2024 00:21:00.000,1.05405,1.05409,1.05386,1.05397,126389999.4 02.12.2024 00:22:00.000,1.05396,1.05396,1.05389,1.0539,95580001.83 02.12.2024 00:23:00.000,1.0539,1.05391,1.05384,1.05389,162899993.9 02.12.2024 00:24:00.000,1.0539,1.05402,1.05376,1.05399,133889999.4 02.12.2024 00:25:00.000,1.05399,1.05404,1.05389,1.05395,112529998.8 02.12.2024 00:26:00.000,1.05394,1.05402,1.05388,1.05402,127860000.6 02.12.2024 00:27:00.000,1.05402,1.05408,1.05392,1.05403,136470001.2 02.12.2024 00:28:00.000,1.05402,1.05403,1.05394,1.05403,122400001.5 02.12.2024 00:29:00.000,1.05403,1.05415,1.05398,1.05408,144899993.9 02.12.2024 00:30:00.000,1.05408,1.05431,1.05395,1.05424,205289993.3 02.12.2024 00:31:00.000,1.05423,1.05423,1.05409,1.05409,175589996.3 02.12.2024 00:32:00.000,1.0541,1.05415,1.054,1.054,132750000 02.12.2024 00:33:00.000,1.054,1.05402,1.05393,1.05394,283589996.3 02.12.2024 00:34:00.000,1.05394,1.05408,1.05394,1.05408,268200012.2 02.12.2024 00:35:00.000,1.05408,1.05409,1.05393,1.054,227699996.9 02.12.2024 00:36:00.000,1.054,1.054,1.05368,1.05369,206820007.3 02.12.2024 00:37:00.000,1.05371,1.05374,1.05362,1.0537,320940002.4 02.12.2024 00:38:00.000,1.05369,1.0537,1.05345,1.05348,151229995.7 02.12.2024 00:39:00.000,1.0535,1.05358,1.05336,1.05336,129779998.8 02.12.2024 00:40:00.000,1.05336,1.05345,1.05331,1.05339,177059997.6 02.12.2024 00:41:00.000,1.05339,1.05352,1.05339,1.05341,148169998.2 02.12.2024 00:42:00.000,1.05342,1.0535,1.05338,1.05339,167070007.3 02.12.2024 00:43:00.000,1.05341,1.05353,1.05321,1.05325,146039993.3 02.12.2024 00:44:00.000,1.05324,1.05343,1.05313,1.05333,201630004.9 02.12.2024 00:45:00.000,1.05334,1.05337,1.05321,1.05323,172169998.2 02.12.2024 00:46:00.000,1.05323,1.0533,1.05318,1.0532,211770004.3 02.12.2024 00:47:00.000,1.05319,1.05334,1.05318,1.0533,464399993.9 02.12.2024 00:48:00.000,1.05332,1.05336,1.0533,1.05334,165600006.1 02.12.2024 00:49:00.000,1.05333,1.05355,1.0533,1.05355,117449996.9 02.12.2024 00:50:00.000,1.05356,1.05356,1.0534,1.05344,159539993.3 02.12.2024 00:51:00.000,1.05345,1.05354,1.05335,1.05344,175949996.9 02.12.2024 00:52:00.000,1.05344,1.05357,1.05344,1.05354,190889999.4 02.12.2024 00:53:00.000,1.05355,1.0537,1.05355,1.0537,162720001.2 02.12.2024 00:54:00.000,1.05373,1.05373,1.05349,1.0536,343839996.3 02.12.2024 00:55:00.000,1.05359,1.05365,1.05349,1.05356,582210022 02.12.2024 00:56:00.000,1.05356,1.05357,1.05349,1.05351,317790008.5 02.12.2024 00:57:00.000,1.0535,1.05365,1.0535,1.05362,176699996.9 02.12.2024 00:58:00.000,1.05368,1.05371,1.05358,1.0536,114150001.5 02.12.2024 00:59:00.000,1.05361,1.05366,1.0536,1.05362,81360000.61 02.12.2024 01:00:00.000,1.05361,1.05384,1.05355,1.05383,476880004.9 02.12.2024 01:01:00.000,1.05384,1.05391,1.05375,1.0539,257070007.3 02.12.2024 01:02:00.000,1.0539,1.05391,1.05358,1.05359,166350006.1 02.12.2024 01:03:00.000,1.0536,1.05366,1.05351,1.05362,305279998.8 02.12.2024 01:04:00.000,1.05363,1.05363,1.05352,1.05358,230009994.5 02.12.2024 01:05:00.000,1.05352,1.05352,1.05315,1.05328,352019989
And the Formatted CSV
Gmt time ,Open,High,Low,Close,Volume 2024.12.02 00:00,1.05439,1.05462,1.05434,1.05456,225740005.5 2024.12.02 00:01,1.05456,1.05463,1.05431,1.05438,278000000 2024.12.02 00:02,1.05439,1.05439,1.05398,1.05399,126150001.5 2024.12.02 00:03,1.05399,1.05406,1.05376,1.05378,190529998.8 2024.12.02 00:04,1.05379,1.05379,1.05342,1.05344,199169998.2 2024.12.02 00:05,1.05346,1.05346,1.05331,1.05332,139889999.4 2024.12.02 00:06,1.05334,1.05353,1.05332,1.05353,189119995.1 2024.12.02 00:07,1.05353,1.0537,1.05347,1.05365,247820007.3 2024.12.02 00:08,1.05364,1.05365,1.05354,1.05358,137429992.7 2024.12.02 00:09,1.05358,1.0538,1.05354,1.05373,71550003.05 2024.12.02 00:10,1.05373,1.05389,1.05368,1.05373,193050003.1 2024.12.02 00:11,1.05374,1.05379,1.05369,1.05374,178860000.6 2024.12.02 00:12,1.05374,1.05384,1.05369,1.05384,40830001.83 2024.12.02 00:13,1.05383,1.054,1.05381,1.054,36930000.31 2024.12.02 00:14,1.054,1.05405,1.05393,1.05395,42389999.39 2024.12.02 00:15,1.05395,1.05415,1.05393,1.05408,137669998.2 2024.12.02 00:16,1.05408,1.05413,1.05389,1.05409,298410003.7 2024.12.02 00:17,1.0541,1.0541,1.05396,1.05409,231000000 2024.12.02 00:18,1.05409,1.05409,1.05387,1.0539,225630004.9 2024.12.02 00:19,1.0539,1.0541,1.05389,1.05399,215009994.5 2024.12.02 00:20,1.054,1.05415,1.05399,1.05404,67050003.05 2024.12.02 00:21,1.05405,1.05409,1.05386,1.05397,126389999.4 2024.12.02 00:22,1.05396,1.05396,1.05389,1.0539,95580001.83 2024.12.02 00:23,1.0539,1.05391,1.05384,1.05389,162899993.9 2024.12.02 00:24,1.0539,1.05402,1.05376,1.05399,133889999.4 2024.12.02 00:25,1.05399,1.05404,1.05389,1.05395,112529998.8 2024.12.02 00:26,1.05394,1.05402,1.05388,1.05402,127860000.6 2024.12.02 00:27,1.05402,1.05408,1.05392,1.05403,136470001.2 2024.12.02 00:28,1.05402,1.05403,1.05394,1.05403,122400001.5 2024.12.02 00:29,1.05403,1.05415,1.05398,1.05408,144899993.9 2024.12.02 00:30,1.05408,1.05431,1.05395,1.05424,205289993.3 2024.12.02 00:31,1.05423,1.05423,1.05409,1.05409,175589996.3 2024.12.02 00:32,1.0541,1.05415,1.054,1.054,132750000 2024.12.02 00:33,1.054,1.05402,1.05393,1.05394,283589996.3 2024.12.02 00:34,1.05394,1.05408,1.05394,1.05408,268200012.2 2024.12.02 00:35,1.05408,1.05409,1.05393,1.054,227699996.9 2024.12.02 00:36,1.054,1.054,1.05368,1.05369,206820007.3 2024.12.02 00:37,1.05371,1.05374,1.05362,1.0537,320940002.4 2024.12.02 00:38,1.05369,1.0537,1.05345,1.05348,151229995.7 2024.12.02 00:39,1.0535,1.05358,1.05336,1.05336,129779998.8 2024.12.02 00:40,1.05336,1.05345,1.05331,1.05339,177059997.6 2024.12.02 00:41,1.05339,1.05352,1.05339,1.05341,148169998.2 2024.12.02 00:42,1.05342,1.0535,1.05338,1.05339,167070007.3 2024.12.02 00:43,1.05341,1.05353,1.05321,1.05325,146039993.3 2024.12.02 00:44,1.05324,1.05343,1.05313,1.05333,201630004.9 2024.12.02 00:45,1.05334,1.05337,1.05321,1.05323,172169998.2 2024.12.02 00:46,1.05323,1.0533,1.05318,1.0532,211770004.3 2024.12.02 00:47,1.05319,1.05334,1.05318,1.0533,464399993.9 2024.12.02 00:48,1.05332,1.05336,1.0533,1.05334,165600006.1 2024.12.02 00:49,1.05333,1.05355,1.0533,1.05355,117449996.9 2024.12.02 00:50,1.05356,1.05356,1.0534,1.05344,159539993.3 2024.12.02 00:51,1.05345,1.05354,1.05335,1.05344,175949996.9 2024.12.02 00:52,1.05344,1.05357,1.05344,1.05354,190889999.4 2024.12.02 00:53,1.05355,1.0537,1.05355,1.0537,162720001.2 2024.12.02 00:54,1.05373,1.05373,1.05349,1.0536,343839996.3 2024.12.02 00:55,1.05359,1.05365,1.05349,1.05356,582210022 2024.12.02 00:56,1.05356,1.05357,1.05349,1.05351,317790008.5 2024.12.02 00:57,1.0535,1.05365,1.0535,1.05362,176699996.9 2024.12.02 00:58,1.05368,1.05371,1.05358,1.0536,114150001.5 2024.12.02 00:59,1.05361,1.05366,1.0536,1.05362,81360000.61 2024.12.02 01:00,1.05361,1.05384,1.05355,1.05383,476880004.9 2024.12.02 01:01,1.05384,1.05391,1.05375,1.0539,257070007.3 2024.12.02 01:02,1.0539,1.05391,1.05358,1.05359,166350006.1 2024.12.02 01:03,1.0536,1.05366,1.05351,1.05362,305279998.8 2024.12.02 01:04,1.05363,1.05363,1.05352,1.05358,230009994.5 2024.12.02 01:05,1.05352,1.05352,1.05315,1.05328,352019989
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Re: Error Converting Dukascopy csv to T6
[Re: DikTater01]
#488490
12/21/24 19:47
12/21/24 19:47
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Joined: Feb 2017
Posts: 1,806 Chicago
AndrewAMD
Serious User
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Serious User
Joined: Feb 2017
Posts: 1,806
Chicago
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First off, there was no need to convert from the first file to the second. Next, the format string obviously does not match. The manual has the following tip: An easy way to generate the Format string is copying a line from the CSV file to the script as a format template, then editing its fields. Replace the year number with %Y, the month with %m, the day with %d, the hour with %H, the minute with %M, the second with %S. Replace prices with f, integer numbers or expiration dates with i, and text with s, ss, or sss,, dependent on the maximum string length. Delete the content of unused fields, but leave the delimiters. Add numbers to the placeholders when their fields in the target dataset are in a different order than in the CSV file (the header file trading.h contains the field numbers for often used structs). For instance, in a dataset in T6 format, the Open is the third price (f3), High is first (f1), Low is second (f2), Close is 4th (f4), and Volume is sixth (f6). Finally, append +, 0, or 2 to the begin of the resulting string dependent on date order and number of header lines. Now you have the correct Format string for parsing the file. https://zorro-project.com/manual/en/data.htmGmt time,Open,High,Low,Close,Volume
02.12.2024 00:00:00.000,1.05439,1.05462,1.05434,1.05456,225740005.5
02.12.2024 00:01:00.000,1.05456,1.05463,1.05431,1.05438,278000000
02.12.2024 00:02:00.000,1.05439,1.05439,1.05398,1.05399,126150001.5
02.12.2024 00:03:00.000,1.05399,1.05406,1.05376,1.05378,190529998.8 So you have month, dot, day, dot, year, space, hour, colon, minute, colon, seconds, comma, and then the fields. And then check the sort order (notice oldest first so you need a plus at the beginning because Zorro needs newest first).
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