Minimum Acceptable Tick Data Format
Posted: Oct 16 2013
Hi,
I'm working in a developing market. Currently, there's no real tick data is available, and what best I can get is 3-seconded quote data. In most cases, I think these two sets of data should be closed enough with each other. So I hope to import the 3-seconded market data into QuoteManager as tick data. However, no matter how I modify my data, QuoteManager still rejects importing them as ticks. Does anyone know the minimum tick data format QuoteManager could accept? After searching on MC wiki, I find little about this topic. There are only invalid data example, but no valid data format guidelines. Could someone knowing about this specification build a page for that?
P.S. Here is my current data format:
(Symbol, Date, Time, Last, NumberofTrades, TradingAmount*, Volume, Buy/Sell, Ask1, Ask2, Ask3, Bid1, Bid2, Bid3)
*TradingAmount= Last * Volume
Thanks in advance!
I'm working in a developing market. Currently, there's no real tick data is available, and what best I can get is 3-seconded quote data. In most cases, I think these two sets of data should be closed enough with each other. So I hope to import the 3-seconded market data into QuoteManager as tick data. However, no matter how I modify my data, QuoteManager still rejects importing them as ticks. Does anyone know the minimum tick data format QuoteManager could accept? After searching on MC wiki, I find little about this topic. There are only invalid data example, but no valid data format guidelines. Could someone knowing about this specification build a page for that?
P.S. Here is my current data format:
(Symbol, Date, Time, Last, NumberofTrades, TradingAmount*, Volume, Buy/Sell, Ask1, Ask2, Ask3, Bid1, Bid2, Bid3)
*TradingAmount= Last * Volume
Thanks in advance!