import tick data to TS

May 13th, 2018, 04:24 PM

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

Historical ES Tick Data from 2003 and up

Hi everyone. I really enjoy reading this forum and wanted to share with you my collection of ES tickdata (from 2003 - June 2009). They are data from the CME and therefore should be pretty accurate. To download, please go to post#7 , Bigmike has very kindly …

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

May 14th, 2018, 01:18 AM

Just FYI, here is ninja trade how to import this tick data tutorial video.

ABCTG · May 14th, 2018, 03:58 AM

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

ABCTG · May 14th, 2018, 04:05 AM

newtonbear,

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

Regards,

ABCTG

May 14th, 2018, 12:40 PM

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

import tick data to TS

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import tick data to TS