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Data converter from a format to another format


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Data converter from a format to another format

  #21 (permalink)
 
aventeren's Avatar
 aventeren 
Bellingham, WA USA
 
Experience: Beginner
Platform: NT
Broker: Mirus (Broker), Continuum (Data), Dorman (Clearing)
Trading: Futures
Posts: 202 since Mar 2013
Thanks Given: 428
Thanks Received: 202


Nicolas11 View Post
@aventeren ,

Could you test the following?

I propose to use a Windows batch file to apply the jar to the various .txt files of the directory.

1. In the directory of your CL .txt files, make sure that there is :
- no "input.txt"
- no "output.txt"
- no ConvertedFiles sub-directory

2. In the directory of your CL .txt files, copy the jar file

3. Copy/paste the code below into NotePad (or similar) and save it in the CL .txt folder under the name "convert.bat" (no .txt suffix)

4. At this stage, your directory should like:


5. Launch the batch console from the Window "Accessories" Menu.
Navigate to the above-mentioned directory with "cd"
Type "convert"
It should launch the process, ending with something like:


The ConvertedFiles sub-directory should contain the output files.

Nicolas

 
Code
@echo OFF

rem | Batch Conversion
rem | v1
rem | September 5th, 2013
rem | by Nicolas11 @ nexusfi.com (formerly BMT)

echo Batch conversion (v1)
echo ---------------------

if exist ConvertedFiles (
	echo ERROR: Directory ConvertedFiles already exist
	goto End
)

if exist "input.txt" (
	echo ERROR: input.txt already exits
	goto End
)

if exist "output.txt" (
	echo ERROR: output.txt already exits
	goto End
)

echo Creation of ConvertFiles directory
mkdir ConvertedFiles

for /f "delims=" %%a in ('dir /b *.txt') do (
	echo Conversion of %%a
	rename "%%a" "input.txt"
	DataConverter_for_BigMike_req02_v01.jar
	move "output.txt" "ConvertedFiles\%%a" > del123.tmp
	rename "input.txt" "%%a"
)

del del123.tmp

:End
echo End.

I just got back from my wife's 39 week pregnancy check (all is well).

I'll run this now and report back.

Thanks!

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  #22 (permalink)
 
aventeren's Avatar
 aventeren 
Bellingham, WA USA
 
Experience: Beginner
Platform: NT
Broker: Mirus (Broker), Continuum (Data), Dorman (Clearing)
Trading: Futures
Posts: 202 since Mar 2013
Thanks Given: 428
Thanks Received: 202


Nicolas11 View Post
@aventeren ,

Could you test the following?

Well I'm be damned, the batch file approach worked. It took me less than 5 minutes to convert all of the files and then import them to NT7 as tick data. WELL DONE @Nicolas11!!!! :bmt-rocks:

Okay, now for my end. I'll start converting the data and posting it on the CL Historical Tick Data post: I'll make sure to post up my file locations by month in the Summary tab for easy reference.

At this point I am laser focused on the CL, but I may expand to the ES, etc in the future, at which point I will find a similar home for the converted data.

In all seriousness, I really appreciate your time and effort on the quick turnaround from the other side of the world. It's experiences like these that make nexusfi.com (formerly BMT) so amazing. Thanks.

Okay, I'm off.

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  #23 (permalink)
 darrentate 
London
 
Experience: Beginner
Platform: NinjaTrader
Trading: TF
Posts: 2 since Jun 2014
Thanks Given: 5
Thanks Received: 1


Hi folks / Nicolas -

There appeared to be changes to the QCollector format from March 2013 (from a slash to a dash for date separation with the year reversed in March and again in June 2013 where time then has three further digits). As a result Nicolas' converter Request02 doesn't recognise the format. Is there a chance of a version that could convert the newly exported format(s)? (Or alternatively does anyone have NT7 last tick data for TF, ES, 6E, CL & YM) from March 2013 - Feb end 2014?.... Thanks and greatly appreciate your effort.

Darren

PS. in the meantime I'll try and hack / re-compile Nicolas' original source code and will upload if I get it to work

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