how to import bitmex history data by using S#data. StockSharp

how to import bitmex history data by using S#data

5/4/2020

Jun Feng

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:

Support

Date: 5/5/2020

Hello

You can use the following process - https://doc.stocksharp.c...3-82bd-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: