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Date/Time: Fri, 26 Apr 2024 07:57:23 +0000

Post From: Import tick data without number of trades

[2013-12-07 02:14:42] Link To Thread - Link To Post [Go To First Post]
axsierrac - Posts: 3
Hello, I have tick data in the following format: Time,Ask,Bid,AskVolume,BidVolume 2007-03-30 16:01:15.688,1.33755,1.3374,18.1,35.2 2007-03-30 16:01:15.911,1.33755,1.3374,18.1,32.9 2007-03-30 16:01:16.181,1.33755,1.3374,22.1,30.5 2007-03-30 16:01:16.630,1.33755,1.3374,19.2,38.7 I can truncate the fractional seconds and delimit the Date, Time fields as required but looking at the following support page: http://www.sierrachart.com/index.php?l=doc/doc_TextCSVDataFormat.html - Date, Time, Open, High, Low, Close, Volume, Number of Trades, Bid Volume, Ask Volume (Header is optional. Intraday data only.) - Symbol, Date, Time, Open, High, Low, Close, Volume, Number of Trades, Bid Volume, Ask Volume (Header is required. Intraday data only.) The formats with 'Bid Volume', 'Ask Volume' seem to require the 'Number of Trades' field. If this data is not available, what dummy value should be used or would this tick data be unsupported without 'Number of Trades'? Thank you, -Adam