guru
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Pricing Data File Format Documentation
Hello,
Is there documentation available for the pricing data file format?
Specifically:
1. Are there other fields supported than seen in sample files?
("Date","Time","Open","High","Low","Close","Up","Down")
2. Is "Volume" supported?
3. Can GSB summarize 1-minute data into 5-min or 15-min intervals like Adaptrade Builder?
4. What is "Up", "Down"?
Is this related to price going up or down, or high occurring before low, or volume going up or down, or volume associated with price going up or down,
etc.?
And how could I derive this information from 1-min data when summarizing to 5 minutes, for example?
5. Are "Up" & "Down" required?
6. Would this be correct file name for the US stock market that includes pre-market and after-hours trading?
"TEST.1.Minute.400.2000.PacificUSATime.txt"
7. How to setup a regular stock in Contract List?
8. Why in the default Contract List, stocks like AAPL and SQQQ are setup as "FUT"?
And what is "Ticks" and "Pnt Val"?
Why AAPL shows 1000 "Ticks", while SQQQ shows 100 ticks? Which one is correct?
Why AAPL shows 10000 "Pnt Val", while SQQQ shows 1? Which one is correct?
9. Anything else worth knowing when preparing own data?
Thank you.
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admin
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Quote: Originally posted by guru  | Hello,
Is there documentation available for the pricing data file format?
Specifically:
1. Are there other fields supported than seen in sample files?
("Date","Time","Open","High","Low","Close","Up","Down")
2. Is "Volume" supported?
3. Can GSB summarize 1-minute data into 5-min or 15-min intervals like Adaptrade Builder?
4. What is "Up", "Down"?
Is this related to price going up or down, or high occurring before low, or volume going up or down, or volume associated with price going up or down,
etc.?
And how could I derive this information from 1-min data when summarizing to 5 minutes, for example?
5. Are "Up" & "Down" required?
6. Would this be correct file name for the US stock market that includes pre-market and after-hours trading?
"TEST.1.Minute.400.2000.PacificUSATime.txt"
7. How to setup a regular stock in Contract List?
8. Why in the default Contract List, stocks like AAPL and SQQQ are setup as "FUT"?
And what is "Ticks" and "Pnt Val"?
Why AAPL shows 1000 "Ticks", while SQQQ shows 100 ticks? Which one is correct?
Why AAPL shows 10000 "Pnt Val", while SQQQ shows 1? Which one is correct?
9. Anything else worth knowing when preparing own data?
Thank you. |
see the quick manual.
https://trademaid.info/forum/viewthread.php?tid=17#pid184
1,2) up down can be replaced with volume. Its auto detect format
3) No but this is on the medium term to do list.
4) volume of shares/contracts going up , ...going down
5) I dont think so, but not certain. There are two indicators form memory that use volume. Ive never seen a data provider with no volume
6) Answered in your other post. You need to look at the short video sessiontimes , markvalidation1
https://trademaid.info/video.htm
7) set as stock, see this picture
8) its wrong, but the field isnt used. All this needs to be fixed but it will have zero effect on anything. ie if you have 3 decimal places but use 2,
it doesnt matter. Point value might if capital investment mode not used.
Other settings to look at are capital investment, long short (use long only??) marketonclose false(dont day trade)
9)Are you on ts, multicharts, quote.com etc?
More later.
 
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admin
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I am not the expert on apple. This system is by halifax.nz and can be traded free for any of there clients. (cost is in brokerage)
this report is hypothetical and zero slippage and commission was used. Out of sample 11 april 2018.
Note it long only, market on close off, uses 15 min bars day session only
Secondary filter is GA, CloseOverPrevClose. This is important.
Attachment: Login to view the details
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