Any Text-file Editor specialists here ? (having some trouble editing a tickdata fil)

Discussion in 'Data Sets and Feeds' started by flyingdutchmen, Nov 25, 2010.

  1. i need a tickdata file (.txt) edited, after having done some work with it in wordpad i am stuck and have no clue how to continue. i have tried excel but 1. it has an limit of max 65000 rows and 2. after having it edited and saved it shows me strange signs in the file after opening them with wordpad. i guess it has to do with the formatting from excel or open office back to txt or csv file.

    the files are in following format

    20101115 09:31:47.373 6689.0 2
    20101115 09:31:47.374 6689.0 1
    20101115 09:31:47.375 6689.0 1
    20101115 09:31:47.376 6689.0 1
    20101115 09:31:47.377 6689.0 1

    to be able to import them i need them to be in following format

    20101115, 09:31:47 ,6689.0, 2
    20101115, 09:31:47 ,6689.0, 1
    20101115, 09:31:47 ,6689.0, 1
    20101115, 09:31:47 ,6689.0, 1
    20101115, 09:31:47 ,6689.0, 1

    this means i need comma's behind each number exept the last, and the dot in the time format needs to be deleted

    any idea how i could do this with a large tickfile ?

    EDIT: this might be more clear
  2. LeeD


    Excel 2007 or later should be able to do it.

    Otherwise, you may want to use some programming...
  3. dcvtss


    you could probably make it work with sed on any *nix machine, the substitution regex might take some playing with though
  4. Thank you all

    @ LeeD
    I am using OpenOffice Calc, will that do ? I am not having much succes with it

    @ dcvtss
    what is a *nix machine ? Sorry i am kinda noob

    @ loltrader
    how exactly is this parcing done, or is this a command used as a macro ?
  5. dcvtss


    *nix - just shorthand for saying a Unix-like system. Examples are Linux, Solaris, FreeBSD, etc.
  6. Thanks dcvtss
  7. LeeD


    It could... In Excel you can got to top menu->File->Open...

    On the dialogue where you are supposed to find a file you can choose what kind of file you are opening. You choose "Text file" at the bottof teh dialogue, then find teh file you want to convert and click "Open" button.

    Then there are a few self-explanatory dialogue options where you explain that the file is "space-separated".

    In the end you save file as "SCV".

    Something like this might work in OpenOffice.

    This is a command line. loltrader linked free software that makes this command-line tool availabel on Windows.
  8. Thank you for the explenation Lee, i am currently trying to make it work with the use of a macro
  9. Why would you ever drop the sub-second timestamp? That's extremely valuble, if you are going to drop, why not combine or drop all but one fill per second?

    I'm no programmer but I can tell you that sub-second prints make a huge difference with regards to a backtest/simulation.
    #10     Nov 25, 2010