What is this data format?

[andrew100]

Hi,

I got some txt historical data from a friend via Ninjatrader, it is in the following format:

20071203 100900;6597;6597;6597;6597;1
20071203 101000;6597;6597;6597;6597;1
20071203 101100;6597;6597;6597;6597;1
20071203 101200;6597;6597;6597;6597;1
20071203 101300;6597;6597;6597;6597;1

It seems like Date, volume, open, high, low, close, ??

I would like to convert it to date, open, high, low, close, volume, ??

But because it is so large I cannot convert it via excel, is there another way to convert it so I can use it with Metastock? I used the Metastock converter but it didn't work.

Thanks,

Andrew

 

[Trembling Hand]

Its not EOD it is minute data,


20071203 100900;6597;6597;6597;6597;1
Date(SPACE)min; Open; High; Low; Close; Volume


If the volume is all "1" I'm guessing its index data?

 

[Naked shorts]

But because it is so large I cannot convert it via excel, is there another way to convert it so I can use it with Metastock? I used the Metastock converter but it didn't work.

Andrew, it can be done in excel you just need to make sure you use excel 07 or above, the cell limit is dramatically increased in those versions.

 

[andrew100]

thanks for the information.

When I use The Downloader to convert into Metastock, it errors and says it is in the wrong format.

Anyone know what format it should be in?

Thanks,

Andrew

 

[Richard Dale]

Fire up the downloader and click Help -> The Downloader Help.

Then under Reference look for ASCII Source File Layout.

In your particular case you'll need to change your files from:
20071203 101300;6597;6597;6597;6597;1
...

to:
<date>,<time>,<open>,<high>,<low>,<close>,<vol>
20071203,101300,6597,6597,6597,6597,1
...

Note that the header line is necessary and needs to be on line 1 of your file.

Note also that you will need MetaStock Pro to open up such data.

 

[Trembling Hand]

20071203 101300;6597;6597;6597;6597;1

to:
<date>,<time>,<open>,<high>,<low>,<close>,<vol>
20071203,101300,6597,6597,6597,6597,1

Note that the header line is necessary and needs to be on line 1 of your file.

Richard the problem with NT data is that the date and the time is in the same cell just separated by a space. I don't know if MetaStock can handle that without playing with it first?

 

[Richard Dale]

MetaStock cannot handle any formats other than as specified.

i.e. it must be commas, not semicolons, commas not spaces etc.

Very easily solved with some search/replacing in a text editor.

 

[andrew100]

THanks Richard and TH,

Just one other issue I have at the moment:

<date>,<time>,<open>,<high>,<low>,<close>,<vol>
20071203,100900,6597,6597,6597,6597,1
20071203,101000,6597,6597,6597,6597,1

The time format needs to be in the following format:

10:09

Any ideas without using Excel? (file has too many rows, unless I get 2007 or higher)

Thanks,

Andrew

 

[Trembling Hand]

Nope. Only way I know is with excel.

by the way whats the data for? And do you really need 1 min data thats from 07?

 

[Richard Dale]

If you know regular expressions (or are willing to learn), you can easily do this with a regular expression.

Some text editors even allow you to do this - eg. EditPlus.

Otherwise it's a 10 minute job for a programmer to write a basic conversion program from the original format to what you what.

Employ a programmer near you tomorrow!

 

[Naked shorts]

Any ideas without using Excel? (file has too many rows, unless I get 2007 or higher)

Mate, its 2010, your gonna have to upgrade excel sooner or later.

And do you really need 1 min data thats from 07?

TH, 07 is the year when all of the best data came out.. 06, 08, and 09 data is just so crap. 07 data fkin rocks!!

Andrew, dont listen to TH's naysaying, keep using the 07 data buddy

 

[andrew100]

Hi,

Finally got my data to look like this as per The Downloader format, but when I convert to Metastock, it errors due to too many errors.

<date>,<time>,<open>,<high>,<low>,<close>,<vol>
20070903,12:02,6295,6295,6295,6295,1
20070903,12:03,6295,6295,6295,6295,1
20070903,12:04,6295,6295,6295,6295,1
20070903,23:59,6325,6325,6325,6325,1
20070904,0:00,6325,6325,6325,6325,1
20070904,9:51,6325,6325,6325,6325,1
20070904,9:52,6325,6325,6325,6325,1
20070904,9:53,6325,6325,6325,6325,1
20070904,9:54,6325,6325,6325,6325,1

Any ideas?

THanks in advance.

Andrew

 

[Richard Dale]

You probably need to specify the periodicity of the data.... either inside the data or in the conversion options:

eg. the following works for me:
<date>,<time>,<per>,<open>,<high>,<low>,<close>,<vol>
20070903,12:02,1,6295,6295,6295,6295,1
20070903,12:03,1,6295,6295,6295,6295,1
20070903,12:04,1,6295,6295,6295,6295,1
20070903,23:59,1,6325,6325,6325,6325,1
20070904,0:00,1,6325,6325,6325,6325,1
20070904,9:51,1,6325,6325,6325,6325,1
20070904,9:52,1,6325,6325,6325,6325,1
20070904,9:53,1,6325,6325,6325,6325,1
20070904,9:54,1,6325,6325,6325,6325,1