Importing Data: Difference between revisions

Importing Data (view source)

Revision as of 16:47, 29 August 2023

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Vlada Krutogolovaya

Bureaucrats, Administrators

835

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+== Importing .qmd data (MultiCharts data format) ==
+# Open '''QuoteManager''' window
+#* see [[:Category:QuoteManager#Opening QuoteManager|how]]
+# In QuoteManager main menu select '''File''', then point to '''Import Data''' and click '''Import Instruments…'''
+# Select the file location
+# Click '''Next'''
+# Select the instruments to import
+# Click '''Next'''
+# Click '''Finish'''.
+== Importing ASCII data ==
 The program supports importing from most known text (ASCII) files. The principal requirement for the file is a clear structure, data integrity and absence of logical errors.
-See [[<span style="color: red;">'''LINK'''</span> /107_Data_Import.html name="2";  |Invalid ASCII files]] section for information on the most common file faults.
+See [[#Invalid ASCII files|Invalid ASCII files]] section for information on the most common file faults.
 The program is based on analyzing several hundreds of quote files, most in unique formats, which served as principles for file structure analysis. Despite successful automatic recognition of over 95% of files, there are still situations requiring the user to interfere, mostly because of improper file structure or if the program cannot make up a conclusion on its structure.
-<div style="background-color: #E3FBE5;">Note: For more information on known import limitations see [[<span style="color: red;">'''LINK'''</span> /107_Data_Import.html name="3";  |ASCII Import Limitations]] section. Be careful when importing files.</div>
+<div style="background-color: #E3FBE5;">Note: For more information on known import limitations see [[#ASCII Import Limitations|ASCII Import Limitations]] section. Be careful when importing files.</div>
+<br>
+== What values can be imported ==
+For different data types different values can be imported. Some of them are obligatory and marked below as '''bold'''.
+* '''Tick data:'''
+'''Date''', '''Time''', '''Price''', '''Volume'''.
+* '''Minute data:'''
+'''Date''', '''Time''', '''Open''', '''High''', '''Low''', '''Close''', '''Volume''', Up Volume, Down Volume, Unchanged Volume, Up Ticks, Down Ticks, Unchanged Ticks, Total Ticks.
+* '''Daily data:'''
+'''Date''', '''Open''', '''High''', '''Low''', '''Close''', '''Volume''', Up Volume, Down Volume, Unchanged Volume, Up Ticks, Down Ticks, Unchanged Ticks, Total Ticks, Open Interest.
 == How to import ASCII data ==
 To import data:
-# Select a symbol (see [[<span style="color: red;">'''LINK'''</span> /101_Symbol_List.html name="2";  |Selecting Symbol(s) in Symbol list]] section). If the selected symbol contains quotes with the same timestamp as in the file, they'll be overwritten without warning. Make sure the symbol's price scale matches the price scale of the input data file. The program always uses the symbol's price scale when importing.
+# Open '''QuoteManager''' window
-# Make sure the file you wish to import is a 1 Tick, Minutes or 1 Day. If a file contains bars, but has no static time increment, this is a Tick\Volume Bar file and must be processed using [[<span style="color: red;">'''LINK'''</span> /110_ASCII_Mapping.html name="";  |ASCII Mapping]].
+#* see [[:Category:QuoteManager#Opening QuoteManager|how]]
-# On the '''File''' menu, click '''Import Data''', or click the '''Import Data''' http://www.multicharts.com/img/wiki/toolbar/QM/05_DataImp.png icon on the toolbar.
+# Select a symbol (see [[Operating_Symbol_List#Selecting Symbol(s) in Symbol List|Selecting Symbol(s) in Symbol list]] section). If the selected symbol contains quotes with the same timestamp as in the file, they'll be overwritten without warning. Make sure the symbol's price scale matches the price scale of the input data file. The program always uses the symbol's price scale when importing.
+# Make sure the file you wish to import is a 1 Tick, Minutes or 1 Day. If a file contains bars, but has no static time increment, this is a Tick\Volume Bar file and must be processed using [[Mapping_ASCII|ASCII Mapping]].
+# On the '''File''' menu, click '''Import Data''', or click the '''Import Data''' [[File:QM_Import.png]] icon on the toolbar.
 # Select '''ASCII''' or press '''Ctrl+I'''.
 # Indicate the '''Path'''. The path can be typed in, pasted from the clipboard or selected using the mouse. The selected path persists after converting the file so on next operation the previous path will be used by default. If it is necessary to move up a level, click the '''Up''' icon. To change the method of displaying files click the rightmost icon '''Views''' and select an option from the drop down menu.
-# Select the desired file from the indicated folder.
+# Select the desired file from the indicated folder. Only one file can be imported at a time.
 # If the '''Contents of the selected file''' field the information is garbled, choose the proper encoding in the File origin.
 # Make sure the '''Resolution''' is valid. If the value is not correct, the possible causes may be the reason:<br>
@@ Line 24: / Line 54: @@
 #*# Click '''Custom''' if there is no such template.
 #*# Create a template. If the number of symbols in the date changes, use an asterisk * to replace the symbol, e.g. 9/9/2004 changed to 10/9/2004. The number of symbols changes from 6 to 7.
+#*#* Allowed symbols in template for Date: '''m''' - month, '''d''' - day, '''y''' - year;
+#*#* '''*''' sign means that length of chunk is undefined;<br><div style="background-color: #E5F6FF;">'''Example''': To convert date ''1 Feb 2002'' (2/1/2002) type ''*d mmm yyyy'' in the template field.</div>
 #*# Apply the created template by selecting it from the list.
 #* The Time filed is not defined or not properly defined
@@ Line 31: / Line 63: @@
 #*# If the template does not exist, click '''Custom'''.
 #*# Create a template. If the number of symbols in the date changes, use an asterisk * to replace the symbol, e.g. 8:30 changes to 10:10. The number of symbols changes from 4 to 5.
-#*# To set a time template, e.g. 5:22 PM, the template must look like H:MM tt@PM, where tt means the postfix placeholder and after @ the PM value stands.
+#*#* Allowed symbols in template for Time: '''h''' - hour, '''m''' - minute, '''s''' - second,'''f''' - millisecond '''t''' - time modifier AM/PM.
+#*#* '''*''' sign means that length of chunk is undefined;
+#*#* '''@''' sign splits the whole template and time modifier PM lexem.<br><div style="background-color: #E5F6FF;">'''Example''': To convert time ''9:20 PM'' type ''*h:*m tt@pm'' in the template field.</div><div style="background-color: #E3FBE5;">'''Note''': Templates are stored in recognition engine's local settings. Time modifier can be in any language supported by current operating system.</div>
 #*# Apply the created template by selecting it from the list.
 #* Wrong detection of the starting line of quotes
 #*: To set '''Start at Row''' You should indicate how many lines to skip.<br><div style="background-color: #F8F6CD;">After those parameters have been properly set, the program analyses the file again and sets the proper Resolution.</div>
-# Select '''Field Ask''', '''Bid''' or '''Trade''' to define what king of data the file contains.
+# Select '''Field Ask''', '''Bid''' or '''Trade''' to define what kind of data the file contains. It is only possible to import '''one''' quote field at a time.
 # In the '''Time Zone''' please select the time zone of the quotes' origin.
 # If the price or volume needs to be multiplied or divided, select a proper factor in '''Price Multiplier''' or '''Volume Multiplier'''.
 # To select the time period for importing data set the '''Start Date/Start Date Time''' and '''End Date/End Date Time'''.
+<br>
 == Invalid ASCII files ==
 In most cases the invalid files are lacking the required fields, lacking data in some column, mixed up time and dates, irregular bar intervals. The program filters most faults and informs the user of them, but it is not possible in each and every case. Please see the analysis of typical invalid files below.
+<br>
 === Invalid structure ===
 '''Example 1'''. Two of the four necessary bar components are missing:
 <br>
@@ Line 55: / Line 93: @@
 .2065, 1.2069, 1.2065, 1.2069<br>
 .2069, 1.2070, 1.2066, 1.2066<br>
 <br>
+=== Incomplete data ===
-=== Incomplete data ===
 '''Example 1'''. File has a damaged string:
 <br>
@@ Line 73: / Line 112: @@
 СС12-D,17/01/1995,3.47,3.5,3.38,3.41,0,7425600,-0.011461,,<br>
 СС12-D,18/01/1995,3.45,3.5,3.41,3.5,0,766400,0.002903,-3.518377,<br>
 <br>
+=== Logical errors ===
-=== Logical errors ===
 '''Example 1'''. The file has a 60 minute interval, but with 1759 instead of 1800:
 <br>
@@ Line 91: / Line 131: @@
 GBPUSD,19890627,1,0100,15485,B,N,N<br>
 GBPUSD,19890627,1,0100,15493,A,N,N<br>
 <br>
 == ASCII Import Limitations ==
 <div style="background-color: #F8F6CD;">Important: Local data storage saves the following resolution types: 1 Tick, 1 Minute, 1 Day. All other resolutions are sampled from those.</div>
-Other data types may not be added to the database - use [[<span style="color: red;">'''LINK'''</span> /110_ASCII_Mapping.html name="";  |ASCII Mapping]] to process such files.
+Other data types may not be added to the database - use [[Mapping_ASCII|ASCII Mapping]] to process such files.
+ASCII files that are larger than 4 GB cannot be processed correctly.
 [[Category:Managing Data]]