Hi Guys,
I need little help with volume format. I am aware of what volume format NT requires in order to be able to upload the txt files to historic data manager.
Minute Bars Format
Each bar must be on its own line and fields must be separated by semicolon (
. Only 1 minute bars can be imported. Format bellow.
The format is:
yyyyMMdd HHmmss;open price;high price;low price;close price;volume
Sample data:
20061023 004400;1377.25;1377.25;1377.25;1377.25;86
20061023 004500;1377.25;1377.25;1377.25;1377.25;27
20061023 004600;1377.25;1377.25;1377.25;1377.25;24
20061023 004700;1377.50;1377.50;1377.25;1377.25;82
I have managed to convert 1 minute data from dukescopy to a NT format, please see the picture, however the volume format does not match and I am getting this error method in the NT log.(please see the picture attached).
I Would like to ask why the format does not read the 0 and replaces it with 100. Data are downloaded with the weekends where no trading is conducted, hereby the volume is 0 or when there is no trade in particular minute, the volume will be still 0. Can someone explain this PLEASE, or how 0 volume should be recorded.
Furthermore, as on trading days, my volume is recorded as 0.02034 as an example, but in NT it shell start with number other than 0 otherwise it will not upload or change 0 to 100. Would it be ok, if I just move the decimal places in CSV file?
Thank you for any help in advance.
Martin
I need little help with volume format. I am aware of what volume format NT requires in order to be able to upload the txt files to historic data manager.
Minute Bars Format
Each bar must be on its own line and fields must be separated by semicolon (
. Only 1 minute bars can be imported. Format bellow.The format is:
yyyyMMdd HHmmss;open price;high price;low price;close price;volume
Sample data:
20061023 004400;1377.25;1377.25;1377.25;1377.25;86
20061023 004500;1377.25;1377.25;1377.25;1377.25;27
20061023 004600;1377.25;1377.25;1377.25;1377.25;24
20061023 004700;1377.50;1377.50;1377.25;1377.25;82
I have managed to convert 1 minute data from dukescopy to a NT format, please see the picture, however the volume format does not match and I am getting this error method in the NT log.(please see the picture attached).
I Would like to ask why the format does not read the 0 and replaces it with 100. Data are downloaded with the weekends where no trading is conducted, hereby the volume is 0 or when there is no trade in particular minute, the volume will be still 0. Can someone explain this PLEASE, or how 0 volume should be recorded.
Furthermore, as on trading days, my volume is recorded as 0.02034 as an example, but in NT it shell start with number other than 0 otherwise it will not upload or change 0 to 100. Would it be ok, if I just move the decimal places in CSV file?
Thank you for any help in advance.
Martin
Attached Files
Comment