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Data Import Format

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mc74

Subscriber, bbp_participant, community, customer, sq-ultimate, 20 replies.

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7 years ago #116474

Hi

 

May I ask whether SQ accepts the following “Time” column when importing data? 

The website says “Any program supporting the DBC Signal or the DDE protocols can receive quotes ” including Tradestation 9.1

 

Date            Time  Open     High    Low     Close

2001.01.03   1      0.5617 0.5617 0.5617 0.5617
2001.01.03   4      0.5616 0.5616 0.5616 0.5616
2001.01.03   7      0.5615 0.5615 0.5614 0.5615
2001.01.03   8      0.5616 0.5616 0.5616 0.5616
2001.01.03   9      0.5617 0.5618 0.5617 0.5618
2001.01.03  10     0.5617 0.5617 0.5617 0.5617
2001.01.03  11     0.5617 0.5617 0.5617 0.5617
2001.01.03  12     0.5617 0.5617 0.5617 0.5617
2001.01.03  13     0.5617 0.5617 0.5617 0.5617
2001.01.03  14     0.5617 0.5617 0.5617 0.5617
2001.01.03  15     0.5617 0.5617 0.5617 0.5617
2001.01.03  17     0.5617 0.5617 0.5617 0.5617
2001.01.03  18     0.5617 0.5617 0.5617 0.5617
etc
 
When i clicked import it says “Parse Date Time failed”
 
thanks
File: AUD.pngAUD.png
File: AUD2.pngAUD2.png

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tomas262

Administrator, sq-ultimate, 2 replies.

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7 years ago #142045

Hello,

 

how did you get this data? What those time values represents?

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mc74

Subscriber, bbp_participant, community, customer, sq-ultimate, 20 replies.

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7 years ago #142051

I got the data from quoteroom, i checked the column details, it appears to be the counts by minutes. it goes from 0001 to 2359 and starts on the next Day with 0001 again. 

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tomas262

Administrator, sq-ultimate, 2 replies.

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7 years ago #142067

Hello,

 

can you attach few lines of data in CSV? 

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mc74

Subscriber, bbp_participant, community, customer, sq-ultimate, 20 replies.

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7 years ago #142084

tomas262

 

pls find attached file for reference

 

thanks

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Mark Fric

Administrator, sq-ultimate, 2 replies.

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7 years ago #142110

the file can be imported, but you have to specify the correct date format in the Import dialog.

 

The format that matches the data in your CSV file is: MM/dd/yyyy HHmm

 

Or alternatively it could be dd/MM/yyyy HHmm  – I’m not sure if day or month is first in your date.

Mark
StrategyQuant architect

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