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import tick data to TS
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Created: by newtonbear Attachments:0

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import tick data to TS

  #1 (permalink)
Elite Member
San Jose
 
Futures Experience: Intermediate
Platform: tradestation
Favorite Futures: ES
 
Posts: 7 since May 2018
Thanks: 2 given, 0 received

import tick data to TS

Anybody has experience importing the tick data before? Any instructions on how to import to tradestation platform?

https://futures.io/elite-circle/719-historical-es-s-p-500-futures-contract-tick-data-2003-up.html


Is this tick data accurate? For example, 20021211, the data only shows 154611 there is one trade and then next 16 seconds no trade at all. And then at 15:47:27 another trade? 16 seconds no trade sounds not accurate at all. Do i miss anything here?

20021211 154611;00901.75;2
20021211 154727;00902.50;1
20021211 154733;00901.75;1
20021211 154806;00902.00;1
20021211 154947;00902.00;1
20021211 155125;00902.50;2
20021211 155229;00902.50;1
20021211 155238;00902.50;1
20021211 155655;00902.25;1
20021211 155910;00902.50;2
20021211 160157;00902.75;5
20021211 160703;00903.00;8

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  #2 (permalink)
Elite Member
San Jose
 
Futures Experience: Intermediate
Platform: tradestation
Favorite Futures: ES
 
Posts: 7 since May 2018
Thanks: 2 given, 0 received

Just FYI, here is ninja trade how to import this tick data tutorial video.
https://www.youtube.com/watch?v=8jeCADb6170

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  #3 (permalink)
Market Wizard
Hamburg Germany
 
Futures Experience: Advanced
Platform: Multicharts, Tradestation, Multicharts.NET, NinjaTrader, MetaTrader
Broker/Data: DTN IQ
Favorite Futures: ES
 
Posts: 1,677 since Apr 2013
Thanks: 255 given, 966 received


newtonbear,

this should get you going:
About 3rd Party Data

It can get a bit tricky as the data needs to follow a certain format:
ASCII 3rd Party Data Guidelines

Regards,

ABCTG

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  #4 (permalink)
Market Wizard
Hamburg Germany
 
Futures Experience: Advanced
Platform: Multicharts, Tradestation, Multicharts.NET, NinjaTrader, MetaTrader
Broker/Data: DTN IQ
Favorite Futures: ES
 
Posts: 1,677 since Apr 2013
Thanks: 255 given, 966 received

newtonbear,

there is also a Tradestation video that might be helpful for you:



Regards,

ABCTG

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  #5 (permalink)
Elite Member
San Jose
 
Futures Experience: Intermediate
Platform: tradestation
Favorite Futures: ES
 
Posts: 7 since May 2018
Thanks: 2 given, 0 received

Thanks for the resource sharing. Let me go through it.

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