Is there a descripttion in the manual for these subtle differences? I did not find these.
At the moment I am struggeling at importing IVolatility one minute data. I am using the sample file they are providing, but the CSV to Options script seems to have a problem with the import format:
// 2019-10-29 09:30:00,9327,SPX,2019-10-30,1800,C,E,SPXW 191030C01800000,1234.1,1237.3,2019-10-29 09:11:36,2019-10-29 09:11:36,7,7,W,W,0,0.3538,3034.4788,0.99993,0,0,0,0.0632,-1,0,2019-10-29 09:27:37,2019-10-29 09:30:00
string Format = "%Y-%m-&d %H:%M:%S,,,i,f,s,s,,f,f,,,i,i,,,i,,f"; // from the sample above
Last edited by pieran; 05/04/21 07:46.