How to export intraday data - Trading Software

How to export intraday data

Sie Ching Han
2015-01-20 11:57:01

I have intraday 1 minutes data and try to export it out into TXT format
however, i fail to do that
here is what I try from the forum discussion

string path = "c:\\database intraday";

Symbol[] symbols = Symbols.GetSymbols();
for(int i=0;i < symbols.Length;i++)
{
Symbol sym = symbols[i];
IntradayQuotes quotes = Quotes.GetIntradayQuotes(sym.Name, 1);
System.Text.StringBuilder builder = new System.Text.StringBuilder("");
for(int j=0;j < quotes.Close.Length;j++)
{
string line = quotes.Date[j].ToString("MMM/dd/yyyy/ hh:mm") + "," + quotes.Open[j] + "," + quotes.High[j] + "," + quotes.Low[j] + "," + quotes.Close[j] + "," + quotes.Volume[j];
builder.AppendLine(line);
}

System.IO.File.WriteAllText(path + "\\" + sym.Name + ".txt", builder.ToString());
}

And the result is empty document
thanks for the help

QuantShare
2015-01-21 01:22:31

Hi,

You are getting "1 second" intraday data.
For one-minute data, you should use:
IntradayQuotes quotes = Quotes.GetIntradayQuotes(sym.Name, 60);

Sie Ching Han
2015-01-21 13:30:17

Thanks its work now, but then I found out the time is not in 24 hour format
so there is 1pm and 1am become 1:00
how to make it 24 hour clock whats the syntax?

Thanks so much

QuantShare
2015-01-22 02:06:03

You need to change the data format in the script.

MMM/dd/yyyy/ HH:mm instead of MMM/dd/yyyy/ hh:mm

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