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Merging data

Posted: May 21 2010
by familytrading
OK, I have purchased ES historical data back from 2000 to the last date, which is 05/07/10. This is 1M data.

Now I want to merge with IB data and use that data going forward. This way I can make my own continuous contract and get rid of TS.

OK, I mapped the data and even figured out the custom session times so that I only have the Globex day session reconfigured to Pacific Time. No issue there and the ASCII map worked well.

When I tried to set up the new chart in MC, I went into the quote manager and set up both the ASCII data file and also loaded the IB data file.

Then when I opened the chart and used historical data for the ASCII file it loaded no issue up to 5/7/10.

Then when I indicated that IB was to be the real time data, it only loaded the IB data from today, 5/21/10.

What I really want is the ASCII data up to 5/7/10 to be loaded, and then have IB data go back to 5/10 for the start and go forward from there.

All on 1M data. ONce I have this chart, then I can do other time frames.

Is there anyway to do this in MC.

I know I can load the IB chart alone back to 5/10/10 but how do I merge that chart to the ASCII charts.

Is there a simple way to do this, other than writing out the IB data in ASCII format and then adding that data manually to my ASCII data file and then starting IB data in real time on Monday.

I can't be the only person here that wants to have continuous future data like @ES.D from tS and not use the TS data.

Thanks in advance.

Posted: May 22 2010
by sptrader
I mentioned that to Andrew a few weeks ago, as a needed feature. MC isn't setup for that for some reason. I have the same need.
I know there are Excel merge programs out there but I hope there is an easier way.
I'd actually prefer to "convert" or import ascii data into MC native data format, so it becomes one file.
When you buy ascii historical data, it is logical that you would want to continue collecting it in RT from where it left off.

Posted: May 22 2010
by arnie
Try the following:

On QM, import the ES data that you bought into the one that you already have from IB.

Next time you connect to IB, the chart should start to update from there.

At least, for me, this was the solution merging IQFeed data with eSignal data. I must thanks Anastassia for this tip.

Regards,
Fernando

Posted: May 25 2010
by familytrading
OK, I will try that. I assume it will synch up automatically, but will give it a go.

Posted: May 27 2010
by sptrader
I tried it with SPX and it worked- Thanks !