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Compressing 1 minute data


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Compressing 1 minute data

  #1 (permalink)
Abaci
Bilbao,Spain
 
Posts: 9 since Jul 2023
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Hi,

I have a CSV with 1 minute interval OHLC data, It is possible to load that data to Tradestation and then see that data compressed in greater intervals (5m, 15m, 30m...) ?

Thanks.

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  #2 (permalink)
 TraderDoc2 
Plainview
 
Experience: Intermediate
Platform: TradeStation
Broker: TradeStation
Trading: Futures
Posts: 34 since Mar 2012
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I believe that it is possible, though I've never done it in TS 10. However, in TS 10, if you go to the "Symbol Lookup" dialogue window there is an option to select "3rd Party" [left column] as your type of data to insert into a chart. If you click on "3rd Party", you then can click the Add... button. That will allow you to specify the file type (I believe that you can convert your csv file to an ASCII file), location and a "Prefix".

My guess is that the process is likely similar to what you would have done in TS 9.5.



https://tableconvert.com/csv-to-ascii After you establish the ASCII data file, I think you should be able to specify that you want to plot say 5 minute bars (or some other multiple of 1 minute) rather than 1 minute price bars.

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  #3 (permalink)
 ABCTG   is a Vendor
 
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Abaci,

yes, this is possible. You can import the following resolutions and other resolutions can be created from these base resolutions (if applicable) within the platform:

Quoting 
In the case of daily data, no duplicate dates are allowed. In the case of intraday data, no duplicate times are allowed. In the case of tick data, there are no such restrictions. Acceptable file intervals are:
1 tick: Any file that is detected to be a tick file should be presumed to be a 1 tick file
1 minute: Any file that is detected to be an intraday file should be presumed to be a 1 minute file
Second
Daily
Weekly
Monthly
Taken from: https://help.tradestation.com:443/09_01/tradestationhelp/symlist/ascii_3rd_party_data_guidelines.htm

Regards,

ABCTG


Abaci View Post
Hi,

I have a CSV with 1 minute interval OHLC data, It is possible to load that data to Tradestation and then see that data compressed in greater intervals (5m, 15m, 30m...) ?

Thanks.


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Last Updated on October 24, 2023


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