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Date/Time: Fri, 14 Mar 2025 11:50:28 +0000



Post From: Milliseconds in data export

[2022-06-04 17:03:44]
aknsyu71@gmail - Posts: 54
Ok I have just found a solution so hope this helps people untill Sierra are inclined to fix this, I am sure there is some programing systems specific reason why they cannot include a millisecond timestamp in every single line.

So if you have saved a tick data file for a single contract of NQ youll notice that in 2022 its average 2.5GB in size and has about 35 million lines of text.
Pretty big, to search and replace every instance of the missing millisecond you will need a opensource text editor called Vim found at vim.org

Vim has three modes of running and one of them is a script mode, you get into script mode with shift + colon
Load you file , paste the code and Vim will do what excell couldnt even dream of! :-)

%s/\(:[0-9][0-9]\)\(,\)/\1.000,

this will add milliseconds to timestamps that missing them, it will ad .000 as I could not configure to generate random numbers

https://youtu.be/WLAowYwyugY