I see the Problem. The Solution in this Problem i believe that coming from my Past! In the Deep Past i bought some Intraday Data from another Data Source, not ReutersDatalink. I had problem to my Conversions. But with SUPERIOR AND AMAZING HELP of Mr Ken Kump(Doc) (Equis Support Manager) resolve that Issue! In the First File that put it ,Mupeti, must have in the <per> field the Capital Letter I . If you know what Intraday Data exactly is i mean you know that is 1 Minute Intraday Data, you can use the Number 1. An example is: <ticker>,<per>,<date>,<time>,<value>,<volume> BCHEM,I,20050316,090000,2645,110 BCHEM,I,20050316,090000,2645,150 BCHEM,I,20050316,090000,2645,1700 BCHEM,I,20050316,090000,2645,200 BCHEM,I,20050316,090000,2645,62 BCHEM,I,20050316,090518,2630,2 etc. all data! OR <ticker>,<per>,<date>,<time>,<value>,<volume> BCHEM,1,20050316,090000,2645,110 BCHEM,1,20050316,090000,2645,150 BCHEM,1,20050316,090000,2645,1700 BCHEM,1,20050316,090000,2645,200 BCHEM,1,20050316,090000,2645,62 BCHEM,1,20050316,090518,2630,2 etc. all data! If still does not work, then try that Format: <ticker>, <per>, <date>, <time>, <open>, <high>, <low>, <close>, <vol>, <o/i> BCHEM,I,20050316,09:00:00,0,0,0,2645,110,0 BCHEM,I,20050316,09:00:00,0,0,0,2645,150,0 BCHEM,I,20050316,09:00:00,0,0,0,2645,1700,0 BCHEM,I,20050316,09:00:00,0,0,0,2645,200,0 BCHEM,I,20050316,09:00:00,0,0,0,2645,62,0 BCHEM,I,20050316,09:05:18,0,0,0,2630,2,0 etc. all data! (but because we do not have Open information - so Open will be 0 , but because we do not have High information - so High will be 0 , but because we do not have Low information - so Low will be 0 , but because we do not have Open Interest information - so Open Interest will be 0 Try also in the <per> field the Capital Letter I) I hope Patrick to fix the File as i mention! Again many Thank's to one of my Favourite Persons of Equis Mr Ken Kump (Doc) ! You must be Mupeti, Grateful to Him!!! Kind Regards, George Kanellopoulos.