how to import bitmex history data by using S#data


how to import bitmex history data by using S#data
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5/4/2020


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




Thanks:




4 Answers
Support

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Date: 5/5/2020
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Hello

You can use the following process - https://doc.stocksharp.c...33-82bd-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.
Thanks:

Jun Feng

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Training
Date: 5/5/2020
Reply


ok, thanks.
Topic starter
Thanks:

Support

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Date: 5/8/2020
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Hello

For importing quotes you can use these settings

56f9fc12d45bc24d2af31f92e62af996.png

e8ccde93f7ae77db1f7a53d4c14611a0.mp4

For tick like that:

1332510b6ab207ec14f02ae160b50ed3.png
Thanks:

Jun Feng

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Training
Date: 5/20/2020
Reply


got it, thanks
Topic starter
Thanks:


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