TradersStudio Data Management

Discussion in 'Data Sets and Feeds' started by dotdonk, Sep 21, 2011.

  1. dotdonk

    dotdonk

    Hi guys,

    I'm trying to add a new EURUSD ASCII Data Source from FXCM vendor.

    The ASCII format in the .csv file looks like this:

    <Date>, <Time>, <Open>, <High>, <Low>, <Close>, <Volume>
    28-11-2001,00:10:00,0.88480,0.88490,0.88480,0.88490,2
    28-11-2001,00:11:00,0.88480,0.88490,0.88470,0.88470,6

    When I go through the wizard in TradersStudio I select the following:

    file format: [date/time],OPEN,HIGH,LOW,CLOSE,VOLUME
    date format: DD_MM_CCYY
    time format: HH_MM_SS

    When I hit the FINISH button I get an error message:

    "-->>>Error loading file EURUSD 1 minute.csv. Wrong time frame.<<<--"

    Anyone who can help me out? :confused:

    Thanks.
     
  2. Murray Ruggiero

    Murray Ruggiero ET Sponsor

    Please post your sample data file , plus textinfo.txt. It could be a few issues, for example if you have 1 minute data but your missing many 3-4 minute segments that could create a problem. It also could be the empty ",,,,," on top of file.
     
  3. dotdonk

    dotdonk

    Hi Mr. Ruggiero,
    The empty ",,,,," on top of file is done by some char filtration on the elitetrader.com website. You can see the original data format in the attached .csv file.
    Anyway - I ran a VBA script I created on a sample of the 1 min. EURUSD data in the .csv file. I formated the date and time. But without any luck.

    Original: 28-03-2005,09:54:00,
    Formated: 03/28/2005,095400,

    As you can see there is a Volume field as the last field in a row. I don't know why, because there is no volume in FX.

    But you apparently inspired me somehow! :)
    I deleted the top row in the .csv file and wolla! It's working like a charm...
    Thanks.

    BTW. I uploaded the .csv file so you can see the format.