How to 'export to file' Tick data for Tradestation

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How to 'export to file' Tick data for Tradestation

Postby simonayres » Fri Oct 06, 2017 8:55 pm

Hi
Further to the previous thread, I'm hoping you can help with the' Export to file' parameters required in order to be able to use the data with Tradestation. I particularly want tick data in order to convert this to Renko charts in Tradestation.

I have attached a sample text (csv) file showing the way Tradestation tick data appears when saved
If you could send me an email address I can send pdf.s of Tradestation help files detailing the necessary 3rd party data format etc? These files are not able to be uploaded here.

Your help is much appreciated
Simon
Attachments
Tradestation tick data.txt
(937 Bytes) Downloaded 70 times
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Re: How to 'export to file' Tick data for Tradestation

Postby tickstory » Sat Oct 07, 2017 9:29 am

Hi Simon,

You should be able to upload PDF files, however perhaps the file size limit is catching you. Could you please upload the file to say (link removed) and post the link?

Thanks.
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Re: How to 'export to file' Tick data for Tradestation

Postby simonayres » Sat Oct 07, 2017 11:26 am

(EDIT: Links removed)
Hi, these are the links to the uploaded Tradestation help pages
Cheers
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Re: How to 'export to file' Tick data for Tradestation

Postby tickstory » Sat Oct 07, 2017 7:17 pm

Hi Simon,

Unfortunately we didn't vet the suggested upload site completely and it seems there are many dubious links that are causing security alerts when trying to download the files. As such, we've given you a private message of where you can send the files. We will manually attach them to your message.

Sorry for any inconvenience.
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Re: How to 'export to file' Tick data for Tradestation

Postby tickstory » Sun Oct 08, 2017 11:30 am

Hi Simon, Thanks for sending us the files. They have been packaged as a zip and attached to this message. We're currently reviewing them.

Thanks.
Attachments
Tradestation tick data.zip
Tradestation 3rd Party Info
(1.91 MiB) Downloaded 39 times
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Re: How to 'export to file' Tick data for Tradestation

Postby tickstory » Sun Oct 08, 2017 6:27 pm

OK. From reading the Tradestation import docs, the following Tickstory export settings should export to a compatible tick data format:

Timeframe: Tick
Output format: Custom
Include header: Yes
Header: Date,Time,Close,Volume,OpenInt
Data format: {Timestamp:yyyyMMdd},{Timestamp:HH:mm:ss},{BidPrice},0,0

Please let us know how you go.

Regards.
Last edited by tickstory on Mon Oct 09, 2017 10:18 pm, edited 2 times in total.
Reason: Removed quotes from Header specification as noted by Simon.
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Re: How to 'export to file' Tick data for Tradestation

Postby simonayres » Sun Oct 08, 2017 10:01 pm

That's amazingly efficient - working over a weekend too! Very many thanks, I'll try it out tomorrow and let you know
Cheers
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Re: How to 'export to file' Tick data for Tradestation

Postby simonayres » Mon Oct 09, 2017 6:20 pm

Hi
I've now successfully imported lots of data in tradestation, using those parameters - the only minor adjustment for any others following this is to remove the inverted commas around the header titles - then it works.
Thank you very much for all the help - one minor caveat is that there are some gaps in the Crude Light data (also evident when viewed in your data window so nothing to do with the export and import process). However - still good enough to be useful.

Kind Regards
Simon
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Re: How to 'export to file' Tick data for Tradestation

Postby tickstory » Mon Oct 09, 2017 10:16 pm

Hi Simon - that's great news! Thanks for getting back. We'll edit the message above to reflect the changes and put a note to add this format into our pre-defined list.

Kind regards.
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