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LMAX Data Export

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

Комментарии (9)

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Support
Support

Yes, you can use export to txt option with custom template.

George
George Автор

Is there a tutorial on this?

Thanks

Support
Support

Currently only on Russian https://doc.stocksharp.ru/html/e8991383-328f-4bf6-b046-6ab823c8c1de.htm English version will be available next week but you can use google translate. Also pictures also can show the process.

George
George Автор

The link doesn't work

Mikhail Sukhov
Mikhail Sukhov

George: 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)

George
George Автор

Thank you!

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

Mikhail Sukhov
Mikhail Sukhov

Yes. For example HHmmssfff format. Where is fff is milliseconds.

George
George Автор

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)

Support
Support

Yes, please click OK and necessary window will show after that.