Support Board
Date/Time: Fri, 10 Jan 2025 20:54:30 +0000
Post From: Exported intraday chart text file errors
| [2016-09-30 11:18:59] |
| User24804 - Posts: 19 |
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Hi Sierra 1460 on W7 Pro 64 bit with 8Gb+ DRAM and with IB feed I want to export data from a 1 min expired Futures chart to a text file of 1min OHLCV values in a csv text file. It seems easy to create the file which appears at first sight to be normal. On close inspection two issues arise #1 The data produced is nominally at 30 second intervals (well I guess I could live with that) #2 Critical. in no obvious pattern the data contains patches of data in 1 second fields and other values of interval which seem arbitrary. This persists for various arbitrary periods from minutes to several hours before reverting to 30 second intervals. There seems no pattern to these periods in a different time frame which can occur for say an hour intra day at any time. The only consistent occurence is that when the time stamp "approaches" end of session, one or two correct time stamps appear and ALWAYS when a new session starts, the collection reverts to the 30 second interval. The .scid file being processed has approx 3 months of data - in the text file these errors have occurred on 38 days out of roughly 90 and it is unsuitable for post-processing. #1 How do I produce data in a text file as displayed on a 1 min charts (or any other interval eg 10 min) #2 Since the contract is expired and fresh downloads unavailable, do you have a utility available which can parse a text file (or a .scid) so that correctly formatted data can be produce in a text file. I can send the files if you wish but not a log file since it is now historic data Thanks, Martin |