How to import Bid, Ask and Trade ticks from CSV file?

How to import Bid, Ask and Trade ticks from CSV file?

M808
2015-12-23 23:38:46

How do I specify whether a tick represents a Bid Price Tick, Ask Price Tick, or Trade Price Tick when importing data from a CSV file into Quantshare?

i did not see an option to specify this in the "field" area when using the ASCII Import Tool (as shown in the area circled in green in the screenshot in this link http://bit.ly/1ki8Cjw)

(Also, no worries if not, put is it possible to upload screenshot to this forum? I included the screenshot in the link because I could not figure out how to upload it to this post.)

thanks!

QuantShare
2015-12-24 03:20:59

The ability to import bid/ask data is not implemented yet.

Also, there is no way to upload screenshots to the forum. Putting links like you did is perfect.

M808
2015-12-29 01:04:44

Is this just regarding the "ASCII Import" Tool?
Or is there no way whatsoever to import bid/ask data?

QuantShare
2015-12-30 02:11:02

Currently, no way to import bid/ask data. That ability will be implemented soon.

M808
2016-04-06 13:20:15

Hi Quantshare, just checking in to see if the ability to import bid/ask tick data has been added. Thanks.

QuantShare
2016-04-07 03:26:49

This will be available in the next release. In few weeks.

M808
2016-04-14 13:29:56

Great!
When Backtesting, will orders be able to fill on the BID/ASK tick data? Or will they only be able to fill on Last tick data when backtesting?

QuantShare
2016-04-15 03:41:05

They will fill on the last tick but you can add a script in the money management script to update that and make the order fill on the bid/ask.

M808
2016-04-15 18:22:07

Great.
However, I highly suggest adding a setting option to the GUI that will allow orders to fill at the Bid prices and Ask prices.

Its nice to know I can add a script to do this, however I'm a little nervous I'll make a mistake writing/maintaining this script.

QuantShare
2016-04-26 12:46:46

Ok, thank you for the suggestion.

M808
2016-05-02 15:33:49

Think the new version will be released within the next week? The suspense is killing me:)

QuantShare
2016-05-03 04:12:50

In one or two weeks probably.

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