LMAX Data Export
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8/30/2018


Hi,

I need to be able to export my LMAX tick data to work with another backtesting solution for MT4 (known as Tick Data Suite).

Unfortunately the date formart of the CSV file for Stocksharp is not compatible with Tick Data Suite and needs to be in either of the following formats:

2012-11-24 12:34:56.789" or "24.11.12 12:34:56.789

So I am wondering is there a way to write a parser that converts the date to a format such as those described above instead of using a numeric time stamp which StockSharp currently uses.

Any help on this would be much appreciated.

Thanks



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9 Answers
Support

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Date: 8/31/2018
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Yes, you can use export to txt option with custom template.
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George

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Date: 8/31/2018
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Is there a tutorial on this?

Thanks
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Support

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Date: 8/31/2018
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Currently only on Russian http://doc.stocksharp.r...f6-b046-6ab823c8c1de.htm English version will be available next week but you can use google translate. Also pictures also can show the process.
Thanks:

George

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Date: 8/31/2018
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The link doesn't work
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Mikhail Sukhov

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Articles author Programmer Trader
Date: 8/31/2018
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George Go to
The link doesn't work


Hi George

Please try this one

_https://doc.stocksharp.ru/html/e8991383-328f-4bf6-b046-6ab823c8c1de.htm (remove first underline char)
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George

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Date: 8/31/2018
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Thank you!

Is it possible to view milliseconds as well? Currently the data only shows seconds...
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Mikhail Sukhov

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Articles author Programmer Trader
Date: 8/31/2018
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Yes. For example HHmmssfff format. Where is fff is milliseconds.
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George

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Date: 8/31/2018
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Okay good!

I can't get the box to show up from the documentation. I'll show an example

Instead of the window to specify the format, I just get the 'save as' window (see picture 2)
2.PNG (3) 1.PNG (2)
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Support

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Date: 9/3/2018
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Yes, please click OK and necessary window will show after that.
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