Conversion error importing data

Conversion error importing data

David
2014-01-24 21:25:59

I am trying to use the ASCII import tool to import 1 min historical data of the nasdaq100. I seem to have everything working correctly except the time interval doesn't seem to work. I believe the problem lies in there being no leading zero before my time data. So, 9:00 am for instance is just listed as 930, not 0930. I've tried searching but couldn't find anyone else having this issue. Any help would be appreciated.

Jim Harrison
2014-01-25 07:19:10

Post a link to the file(or sample) and I will see if I can help.

QuantShare
2014-01-25 12:53:13

Post a small sample (few lines)

David
2014-01-25 14:07:13

Here is a 4-line sample between 9:58am and 10:01am, which hopefully should demonstrate the problem. The last 2 lines of this sample import correctly, the first 2 lines yield a conversion error. Just for the record, the last 3 values of each line I have skipped while importing.

19980102,958,3.2778,3.29473,3.2778,3.29473,426930,4,0,0
19980102,959,3.2778,3.29473,3.2778,3.29473,6619.07,4,0,0
19980102,1000,3.29473,3.29473,3.29473,3.29473,1654.77,4,0,0
19980102,1001,3.29473,3.29473,3.29473,3.29473,1654.77,4,0,0

Zoidberg
2014-01-25 14:32:37

Hi does it work if you add the following Pre Script
(assuming "Date type" = Custom "[Y][M][D]" and Time type = "HM"):

for (int irow = 0; irow < Content.Rows.Length; ++irow)
if (Content.Rows[irow].Data[1].Length == 3)
Content.Rows[irow].Data[1] = "0" + Content.Rows[irow].Data[1];

QuantShare
2014-01-25 14:58:42

David,

In the "ASCII Import" form, click on the "Pre Script" button then type the following script:

for(int i=0;i < Content.Rows.Length;i++)
{
PreScriptRow row = Content.Rows[i];
string time = row.Data[1].Trim();
if(time.Length == 3)
{
row.Data[1] = "0" + time;
}
}

The script will simply add "0" when the number of characters in time field is 3

Let me know if you have any further question

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