Doug Hayman Posted June 11, 2020 Report Share Posted June 11, 2020 Is there a way to export quote data (tick data) in ASCII or CSV format, or is that a violation of data feed vendor's agreement? Quote Link to comment Share on other sites More sharing options...
Jerry Medved Posted June 11, 2020 Report Share Posted June 11, 2020 on the raw data window, right click and select SHARE. you can then select how to share - can save to file. Quote Link to comment Share on other sites More sharing options...
Doug Hayman Posted June 11, 2020 Author Report Share Posted June 11, 2020 Awesome! Thank you so much! Quote Link to comment Share on other sites More sharing options...
Doug Hayman Posted June 12, 2020 Author Report Share Posted June 12, 2020 (edited) Follow-up question please: Is there any way to generate CSV or ASCII files for TimeBar data (1 min, 5min, etc) containing OHLCV data, from within MT? I could write a program that uses the tick data CSV file discussed above that parses and constructs this type of data from it, but I was hoping that it somehow can be generated from within MT. My interest in this is to facilitate the importing of this data into a backtesting system of mine, but this system requires tick data to be in OHLCV format. Edited June 12, 2020 by Doug Hayman Quote Link to comment Share on other sites More sharing options...
Jerry Medved Posted June 12, 2020 Report Share Posted June 12, 2020 you would have to make use the API call:https://www.medvedtrader.com/www/frontend/blog/HTTP-API#GetHistory 1 Quote Link to comment Share on other sites More sharing options...
Doug Hayman Posted June 12, 2020 Author Report Share Posted June 12, 2020 Awesome again, thanks! Vaguely remember this from years ago from QT days, and didn't know of its availability. This will save me hours/days of work over writing a program to parse tick data file and construct OHLCV. Quote Link to comment Share on other sites More sharing options...
Boris Tsipenyuk Posted July 10, 2020 Report Share Posted July 10, 2020 Hi quick follow up to this - I don't THINK this is accessible via the API but I am wondering if this data is, in fact, there - is there a way to get a TOTAL VOLUME number for a specific timestamp that's stored locally? I got it to sort of work by bulling the time range and adding it up but that's obviously insanely inefficient. thanks Quote Link to comment Share on other sites More sharing options...
Jerry Medved Posted July 10, 2020 Report Share Posted July 10, 2020 no, not available. We used to store the total volume in each tick but changed to storing the delta instead. Was causing way too many problems the other way and storing both is not feasible. Quote Link to comment Share on other sites More sharing options...
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