Exporting Ask Price

General discussion about the Tickstory Lite software package.

Exporting Ask Price

Postby bernardfruler » Tue Feb 26, 2019 11:03 pm

I searched the forum some but I’m still clueless.

I’m interested to export tick data for AmiBroker.
I noticed that the AB tick format is : BidPrice, BidPrice, BidPrice, BidPrice (4 times, a bit of waste, no BidVolume)

I am wondering if there is a way to choose to export ASK tick data instead of BID for AmiBroker ? because I didn’t find the option.
Even better, couldn’t you not reconstitute BID/ASK quotes (+volume) from the BID/ASK downloads ? in order to backtest oerfect entry / exit executions based on real available book.

Thanks for your time!
bernardfruler
 
Posts: 6
Joined: Sun Jan 20, 2019 5:58 am

Re: Exporting Ask Price

Postby tickstory » Wed Feb 27, 2019 5:57 am

Hi Bernard,

Yes, you can export Ask Price from Tickstory by simply specifying the following token in the file export specification:

Code: Select all
{AskPrice}


Of course, make sure you have set your time-frame to "Tick" to make sure Bid/Ask/Tick related information is available.

A video instruction of this is provided here:

https://www.youtube.com/watch?v=6PzXNF3OlG8

Also, please consult our manual which has a list of available tokens that can be output during the file export:

https://tickstory.com/help/tickstorylit ... le_exports

Thanks.
tickstory
 
Posts: 3477
Joined: Sun Jan 06, 2013 12:27 am


Return to General Discussion

Who is online

Users browsing this forum: Bing [Bot] and 11 guests