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how to import bitmex history data by using S#data

Jun Feng Jun Feng · 1 Min. Lesezeit · 1.573 Aufrufe

I download csv data from public.bitmex.com. How to import bitmex csv data into local database of S#data? The download data includes quote csv files and trade csv files.

quote csv format and sample timestamp,symbol,bidSize,bidPrice,askPrice,askSize 2020-05-02D00:00:04.212877000,ADAM20,267375,5.79e-06,5.8e-06,1202626

trade csv format and sample timestamp,symbol,side,size,price,tickDirection,trdMatchID,grossValue,homeNotional,foreignNotional 2020-05-02D00:02:11.511351000,ADAM20,Buy,1379,5.8e-06,PlusTick,ee7a821c-6ab3-aef2-e32e-727937eaa778,799820,1379,0.0079982

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Jun Feng

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Jun Feng
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Support
Support

Hello

You can use the following process - https://doc.stocksharp.com/html/eac5ea13-e8a5-4133-82bd-4442a4df3aca.htm

Right now our importing process do not support the fields like grossValue,homeNotional,foreignNotional. The better way to use direct connection and save it via Hydra as a regular data source.

Jun Feng
Jun Feng Autor

ok, thanks.

Support
Support

Hello

For importing quotes you can use these settings

56f9fc12d45bc24d2af31f92e62af996.png

e8ccde93f7ae77db1f7a53d4c14611a0.mp4

For tick like that:

1332510b6ab207ec14f02ae160b50ed3.png

Jun Feng
Jun Feng Autor

got it, thanks