Support Board
Date/Time: Fri, 10 Jan 2025 22:54:45 +0000
Post From: intraday data file import question
| [2016-06-10 00:07:46] |
| onnb - Posts: 662 |
|
got it if I have CQG T&S which includes 4 types of records T - trade B/A - best bid/ask quotes S - settlement Assuming I do not need to import bid/ask quote, I would import only the T rows, yes? Here is sample data. The 5th column includes the type of row. I left it here just so you can see it. I understand that it does not need to be in there when importing. Symbol Date Time Price Volume TFU16 20160403 170000136 100000 B 5 TFU16 20160403 170000136 160000 A 1 TFU16 20160403 170514016 111300 A 20 TFU16 20160403 170514016 110300 B 20 TFU16 20160403 170643632 110350 B 20 TFU16 20160403 170728832 111250 A 20 TFU16 20160403 170738212 110300 B 20 TFU16 20160403 170809476 111200 A 20 TFU16 20160403 171347208 110250 B 20 TFU16 20160403 172322420 110250 B 20 TFU16 20160403 172322420 111200 A 20 TFU16 20160403 173027148 110720 B 4 TFU16 20160403 174807784 111150 A 20 TFU16 20160403 175322412 110720 B 4 TFU16 20160403 175322412 111150 A 20 TFU16 20160403 175753296 110930 B 4 TFU16 20160403 175753296 110930 T 4 |