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Joined: 5/13/2010(UTC)
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Hi, I have been using intraday tick bars in the Downloader, to convert excel files to Metastock format. I have tried to convert Price tickers( i.e all trades that go through an exchange.This is almost per second. It can also have multiple trades per unit time) The Downloader does convert them from excel to Metastock format. However the time stamp and volume going through are incorrect. I have attached the file that should be converted and what the Downloader converts it to in Metastock format.
Seems to be 2 problems:
1) The time stamp and volume are skewed irrespective
2) If multiple trades at timestamp, values skewed
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If you are converting tick data to metastock, set the periodicty to intraday and the time interval to 0. the conversion should adjust the time stamp and change the seconds (if part of the time stamp) to a tick count per minute.
if you are converting tick data to tick bars (where each bar is some set number of ticks) there will be difficulties. the tick interval only stores the time and close price. The next interval is 1 minute. This only allows 1 bar per minute. If you try to create a second bar with the same time stamp, one will overwrite the other or the chart will have duplicate bars for that minute.
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Rank: Member
Groups: Registered, Registered Users, Subscribers
Joined: 5/13/2010(UTC)
Posts: 17
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I did try doing that, but everytime the Downloader would crash. I have attached a copy of the excel file which I try to convert to metastock format. Thanks
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