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Author Topic: Intraday data formatting  (Read 1994 times)
Jim Marshall
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« on: April 05, 2009, 12:40:11 PM »

If I want to load tick data, how do I handle date and time and headers in .csv format  as the time for tick data flows at sporadic intervals and the date function does not change for each tick?
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Jim Witkam
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« Reply #1 on: April 06, 2009, 05:05:25 AM »

Currently, only bars with a fixed time interval are being supported.
 
In the quote file, quotes must have successive times. So two quotes with the exact same date+time will cause problems. Unfortunately times with fractions of seconds are not yet supported.

If all quotes have unique times (in seconds), Adaptive Modeler might still be able to process tick data as long as no Charts windows are being shown (as these may cause crashes with varying time intervals).

Results could still be followed using the Performance window, Current Values window or by exporting values to Excel and make charts there.
 
Note that any compounded values will be incorrect so only use Total or Trailing Return data series.
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Jim Witkam
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« Reply #2 on: May 11, 2009, 07:57:46 AM »

Variable time intervals and 1 millisecond intervals or greater are now supported in version 1.2.0.
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