Scaling tick data to 5-minute in WLD 5.1
Author: Laker
Creation Date: 12/3/2008 11:21 AM
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Laker

#1
Hi,

i created a tick scale dataset from a time & sales list exportfile. The chart on tick scale and "All Data" range works fine but when i change the scale to 5 minute then i only get one daily bar.

The imported data has the format:

date, time, close, volume
28.11.2008,17:35:26,19.67,3946767
28.11.2008,17:29:59,19.72,3178070
28.11.2008,17:29:52,19.72,3176926

Why i dont get the right 5 min bars?

Greets, Laker
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Eugene

#2
What is your ASCII provider version? To be on the safe side, open the Extension Manager tool and update to most current build uploaded which is 1.2.6.

When creating a tick DataSet in v1.2.6, it can't be reproduced here.
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Laker

#3
Thanks for your quick reply. But the problem still exists. I created the dataset with the latest ASCIIProvider version 1.2.6.

Can you post some sample data, so i can see if its gonna work with the sampledata?
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Eugene

#4
Which product are you using?

As said above, your sample data produces a nice 5 minute bar:

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Laker

#5
okay, here is how it looks in my system: http://fotoalbum.web.de/gast/laker/tmp

the dataset contains more than 6.000 ticks. i'm using a realtime system from a german vendor: http://www.bis.de/?rID=233

maybe im using the wrong setting for the import (Bar scale = "tick" and Bar interval = "1")?


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Eugene

#6
QUOTE:
the dataset contains more than 6.000 ticks. i'm using a realtime system from a german vendor: http://www.bis.de/?rID=233


As Wealth-Lab 5.1 currently does not support real-time quotes from a german vendor, you must be using MtiQS? Please export the data to ASCII, pack it and upload somewhere so we could take a look.

QUOTE:
maybe im using the wrong setting for the import (Bar scale = "tick" and Bar interval = "1")?


These are the right settings to import the data.
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Laker

#7
i know that you currently dont offer any other streaming provider, thats why i asked here /Forum/Posts/Own-data-provider-28620if there is an api doc so that i can write my own dataprovider. i m a very experienced c# programmer and my real time system offers a DDE interface. so with some api doc it shouldn be a problem for me.

but like i said the tick data which i tried to import comes form the time & sales list from my realtime system. The import lookes like .

You can download thwhole tick list here http://freenet-homepage.de/laker_tb/t_s.csv


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Eugene

#8
QUOTE:
so with some api doc it shouldn be a problem for me.

For reasons beyond our control, the API docs are currently not available.

QUOTE:
You can download thwhole tick list here http://freenet-homepage.de/laker_tb/t_s.csv

Thanks, the file did the trick. Looks like there is a problem with scaling when tick data spans only one day of history. If there would be two or more days of historical data, the 5-minute bars should be displayed correctly.
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Laker

#9
Thx Eugene, i manualy added one line at the end and finaly its working.