Importing Data From Tick Data Into 3rd Party Software

Guide to Importing Data from Tick Data
into Third-Party Software

Version 2.0
2014 by Tick Data, Inc. All rights reserved. Questions? support@tickdata.com
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Table of Contents
Overview ............................................................................................................................ 3
Importing Data into TradeStation ................................................................................ 4
TradeStations ASCII 3rd Party Data Guidelines ................................................... 16
TradeStations Guide to Field Order - 3rd Party Data ........................................... 19
TradeStations Guide to Symbol Attributes - 3rd Party Data ................................ 21
Importing Data into AmiBroker.................................................................................. 25
Importing Data into NinjaTrader ................................................................................. 29
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Overview
Tick Data, Inc. delivers all of its historical intraday data in delimited text files. If you use
any of the versions of our TickWrite application (web, Windows or Linux), you may
convert these as-traded files to a time series in .CSV format. So both the as-traded and
time series files are very easy to import into virtually any software application that
includes a data import feature that supports delimited text files. The purpose of this
document is to assist Tick Data clients who wish to import our data into any of the
following 3rd party software applications:
TradeStation
AmiBroker
NinjaTrader
Of course there are many other software applications you may use to analyze data from
Tick Data, Inc., including Microsoft Excel, MATLAB, MetaTrader, and many others.
IMPORTANT: This document is meant to assist, but Tick Data, Inc. does not and
cannot offer technical support for these or any other 3rd party software applications. If
you have any difficulties with the import feature of your 3rd party software, you need
to contact your software vendor for technical support.
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Importing Data into TradeStation

Exhibit 1:
Process a symbol in TickWrite using the following output format settings:
You can set a custom date range, or leave it blank to create a file with all of your
available history. The File Extension should be .asc (others may also work). Be sure
to only include the Field Names that are checked above.
Under Output Fields, check the box for Include Header and click Add Custom
Header. Use this header:
"Date","Time","Open","High","Low","Close"
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Then click on the Formatting/Filtering tab, and change the time format to HH:mm:ss:
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Exhibit 2:
In TradeStation, open a workspace that has a chart symbol pre-loaded (any symbol).
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Exhibit 3:
Click Format, Symbol, Lookup
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Exhibit 4:
Click the 3rd Party tab and then click Add and browse to the output directory for
TickWrite (default/recommended location is: C:\tickdata\Tickwrite7\Output\).
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Exhibit 5:
Click on the symbol to process within the output directory and click OK.
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Exhibit 6:
The type should be ASCII, the location should be the TickWrite output directory and the
prefix should be asc with no periods. Click OK.
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Exhibit 7:
Input your settings into TradeStation and click OK.
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Exhibit 8:
A screen will pop up asking for the date format. The date separator should be a slash - /
and the date format should be MM/DD/YY.
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Exhibit 9:
The next screen asks for information regarding what is to be processed.
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Exhibit 10:
The next screen asks for session days and times.
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Exhibit 11:
The last screen before processing will ask you how you want the settings to be saved.
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TradeStations ASCII 3rd Party Data Guidelines

The following comes for TradeStations Help system at:
http://help.tradestation.com/09_00/tradestationhelp/symlist/ascii_3rd_party_data_guidelines.htm
Symbol data from an external ASCII file can be read by TradeStation as long as the text
information in the file is properly formatted. This topic provides information about
formatting the data fields and optional header in a 3rd party ASCII data file.
Each ASCII file may only contain data for a single symbol.
Each line of data in the file must be followed by a carriage return.
Each field in a line must be delimited by a comma, tab, or space. No other delimiters
are permitted.
An optional header line may be included in the file to define the order of the fields on
each line within the file.
The header must be the first line of the file.
Each field name may be enclosed within quotation marks, but they are not
required.
Each field name must be separated from each another using a comma, tab, or
space.
The header fields may be arranged in any order as long as they match the field
order of the data.
The following table lists acceptable field names.
Field Name
Date
Time
Open
High
Low
Close
Volume
OpenInt
Other
Short Name
O
H
L
C
V
OI
Purpose
Date of the bar or tick
Closing time of the bar or tick
Opening price of the bar
High price of the bar
Low price of the bar
Closing price of the bar or tick
Volume of the bar
Open Interest of the bar
Reserved as placeholder
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An example of a header line and matching data would be:

"Date","Time",O,H,L,"Close","Volume","OpenInt"
12/12/2003,1340,53,55,48,49.200000,0
The Date must be entered using one of the following formats:
MM/DD/YY
MM-DD-YY
MM.DD.YY
MMDDYY
MM/DD/YYYY
MM-DD-YYYY
MM.DD.YYYY
MMDDYYYY
YY/MM/DD
YY-MM-DD
YY.MM.DD
YYMMDD
YYYY/MM/DD
YYYY-MM-DD
YYYY.MM.DD
YYYYMMDD
DD/MM/YY
DD-MM-YY
DD.MM.YY
DDMMYY
DD/MM/YYYY
DD-MM-YYYY
DD.MM.YYYY
DDMMYYYY
When using a two digit year, the years less than 20 are assumed to be 21st century
and the years 20-99 are assumed to be 20th century.
All times need to be in exchange time, in 24 hour format and can be entered using one
of the following formats:
HHMMSS
HH:MM:SS
HHMM
HH:MM
Examples of time formats would be:

11:15:04 AM can be entered as 111504 or 11:15:04
2:20:36 PM would be entered as 142036 or 14:20:36
3:30 PM would be entered as 1530 or 15:30
The file cannot contain any characters besides letters, numbers, the permitted
delimiters (comma, tab, and space), the permitted date and time separators, and
carriage returns.
The file name limit is a maximum of 18 characters including prefix and extension
such as ABC:1234567890.CSV
The symbol name should not be included in the data file itself. However, if it is, one
can have it ignored through the use of the 'Other' field in a header file. The symbol
name, however, should be a part of the file name since this is what will be assumed as
the symbol in the platform. E.g. MSFT.txt : MSFT will be assumed to be the symbol
name.
The two mandatory fields are Date and Close. Other fields that may be added to the
file are optional.
The fields Open, High, and Low must all be included if any one of them is included
(e.g. you couldn't just have Date, Open, High, and Close).
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While either Volume or Open Interest can be 0, any line that has 0 for Open, High,
Low or Close will be ignored.
A data file must contain at least 1 line of data in order to be valid. This line is in
addition to the header, if there is a header (since the header is optional).
All dates and times must be in forward chronological order (oldest date/time to
newest date/time).
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.
Daily
Weekly
Monthly
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TradeStations Guide to Field Order - 3rd Party Data

http://help.tradestation.com/09_01/tradestationhelp/symlist/field_order_3rd_party_data.htm
In order to plot the data, TradeStation needs to know what each data field in the file
represents. The most common way to identify each data field is to include a header line
as the top line in the 3rd Party ASCII data file. In addition, you can define field order
using an external .dop file that applies a header line to one or more data files. If no header
or .dop file is available, you will be asked to specify the field order from the Format
Symbol wizard when the data is first plotted.
Data Field Order Methods
There are 4 different field order methods that can be used to specify this information. All
methods must follow the same guidelines as the header line described in ASCII 3rd Party
Data Guidelines at:
http://help.tradestation.com/09_01/tradestationhelp/symlist/ascii_3rd_party_data_guidelines.htm
Header Line - This is the most common method that includes the header line at the
top of the 3rd party ASCII data file.
File-Specific Data Order Parameter File - You may want to specify a field order
for a specific ASCII data file, but may not want to do it within the data file's header.
For example, you may be using a third party software that creates/updates the file
which does not include a header. Therefore you would create a file contained in the
same folder as the data file and named with the same prefix, but ending in '.dop' (data
order parameter). Refer to Data Order Parameter File Guidelines for more
information.
Data file:
Parameter file:
MSFT.txt
MSFT.dop
For the above files, the header file does take precedence over this file, therefore if the
data file has a header and there is a corresponding .dop file, the header line is what is
used in the platform.
Directory-Based Data Order Parameter File - In order to have an easy way to
define the field order for all symbols in a directory (when they are the same) without
having to create a header line in each data file or create a parameter file for each data
file, you can create a directory-based parameter file (ALLDATA.dop). Refer to Data
Order Parameter File Guidelines for more information.
This method could also be useful when most of the data files have the same field
order (thus create a directory-based file) and only a few of the data files don't adhere
to that field order. For those that don't, you could either create a header line or a filespecific parameter file, since these do take precedence over the alldata.dop file.
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Data files:
Parameter files:
Test1.txt
Test2.txt
Test3.txt
Test3.dop
AllData.dop
For the above group of files, Alldata.dop would be used for Test1 & Test2.
Test3.dop would be used for Test3.
User Interface - If none of the above methods are used, you will be prompted for this
information when you choose to plot that symbol.
Data Order Parameter File Guidelines
The Data Order Parameter file is used to determine the field order for data in files that
may not include their own header line. It can be thought of as a header line that's
detached from the data file. Here are the requirements for the Data Order Parameter file:
The file must only contain one line of data, and it may be followed by one carriage
return (although it is not required that it be followed by a carriage return).
Each field name can be enclosed within quotation marks, but they are not required.
Each field must be separated from each other field using one of the valid delimiting
characters - a comma, tab, or space.
These fields can be arranged in any order in the .dop file, but must match the field
order of the data.
The acceptable fields are as follows:
Field Name
Short Name
Purpose
Date
Used to indicate the date of the bar or tick
Time
Used to indicate the time of the bar or tick
Open
Used to indicate the open of the bar
High
Used to indicate the high of the bar
Low
Used to indicate the low of the bar
Close
Used to indicate the close of the bar or tick
Volume
Used to indicate the volume of the bar or the Up Volume of the bar
OpenInt
OI
Used to indicate the open interest of the bar for the Down Volume of
the bar
Other
Used as a placeholder
Examples of several header lines in a .dop file would be:

'Date','Time','O','H','L','Close','Volume','OpenInt'
Other,Date,Close
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TradeStations Guide to Symbol Attributes - 3rd Party Data

http://help.tradestation.com/09_00/tradestationhelp/symlist/symbol_attributes_-_3rd_party_data.htm
In addition to the field order, TradeStation also needs to know the symbol attributes for
the symbol that is being plotted. The symbol attributes are stored in a file called
attributes.ini. This file can contain default symbol attributes, symbol-specific symbol
attributes, and root-specific symbol attributes.
Defining the Symbol Attributes
All attributes specified in the attributes.ini file will only be applicable to data files that
reside within the same directory as that particular attributes.ini file. Therefore you can
have different attribute.ini files in different directories, each having different settings.
Within the attributes.ini file, there are 3 different methods that may be used to specify the
attributes and all must follow the same guidelines. These methods are:
Symbol-Specific Basis - Used to specify the attributes for a specific symbol. To do
this, you would specify the exact symbol in the attribute file.
Data file name: .............................MSFT.txt
Symbol field in attribute file: .......'MSFT'
For the symbol field, the prefix (all characters before the period) or the full file name
(including the extension) can be specified.
Root-Specific Basis - Used to specify the attributes for a group of symbols that
belong to the same root by including wild card characters (defined by #) in the
attribute file.
Data File Names:..........................SPH04.txt
......................................................SPZ04.txt
Symbol field in attribute file: .......'SP###'
The variable characters can be anywhere in the field. Therefore, the following would
be acceptable '###SP'.
Generic Basis - In order to have an easy way to define the same attributes for all
symbols in a directory (when they are the same) without having to create separate
records within the attributes.ini file for each individual data file, you can add a
generic attribute definition line to the attributes.ini file. This is done by using
'DEFAULT' as the symbol in the attributes.ini file. This method could also be useful
when most of the data files have the same attributes and only a few of the data files
have different attributes. Any attributes specified in the attributes.ini file using file-
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specific (like in #1) or root-specific (like in #2) settings take precedence over
attributes that are specified on a generic/default basis.
Data file names: ...........................TEST1.txt
......................................................TEST2.txt
......................................................TEST3.txt
Symbol fields in attribute file: ....'TEST3'
......................................................'DEFAULT'
The default attribute settings (defined by 'DEFAULT' in the symbol field) would be
used for Test1 & Test2. Test3 would make use of the attribute settings defined by
'TEST3' in the attributes.ini file.
User Interface - If no attribute definition exists for the a selected data file, either
because the absence of the attributes.ini file or because of the absence of a
'DEFAULT' or appropriate symbol-specific or root-specific record within the
attributes.ini file, the user will be prompted to retrieve this information.
When finding a symbol in the attributes file, TradeStation first tires to find an exact
match first, then checks to see if the file matches a symbol that has a wild card #
(return the first match in alphabetical order), then uses the default.
Symbol Attribute File Guidelines

The following rules must be followed for the attributes.ini file:
a. Each file must only contain one header line and one or more lines of data. For
example:
'Symbol', 'Category', 'Price Scale', 'Minimum Movement', 'Daily Limit'
MSFT, Stock, 1/100,1,10000
Header specifics:
i.
A header line must be included in the file to define the order of the values
within the file.
ii. The header must be the first line of the file.
iii. Each field name can be enclosed within quotation marks, but they are not
required.
iv.
Each field must be separated from each other field using a comma.
v.
These fields can be arranged in any order in the header, but must match
the field order of the data/values.
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vi.
Acceptable values for each field are:
Field Name
Symbol
Category
Description
Exchange
Date Format
Time Format
Price Scale
Minimum
Movement
Daily Limit
Big Point Value
Margin
Session 1 Start
Time*
Session 1 End
Time*
Session 1 Days
Session 2 Start
Time*
Session 2 End
Time*
Session 2 Days
Expiration Date
Option Type
Strike Price
Field Value
Can be one of the following:
The prefix of the data file (all the characters before the period)
The full file name (including the period and extension)
A masking of the data file prefix, E.g. SP###, without the extension
'Default'
Must be one of the following and is not case sensitive:
Bond, Currency Option, Forex, Future, Future Option, Index, Index
Option, Money Market Fund, Mutual Fund, Stock, Stock Option
Can be any combination of characters but must be limited to 50
characters.
A list of supported exchanges is defined in Appendix A.
See table in section called Data File Guidelines, under #5.
See table in section called Data File Guidelines, under #6.
Must be one of the following:
1/100000, 1/10000, 1/1000, 1/100, 1/10, As Is, 10, 100, 1000, , , 1/8,
1/16, 1/32, 1/64, 1/128, 1/256, 1/32 and of 1/32, 1/32 and of 1/32
Must be a whole number between 1 and 65000, inclusive.
HHMMSS (with no colons) or HHMM (with no colons) and will be
assumed to be 24 hour format.
Any combination of the following: UMTWRFS (Sunday through
Saturday). This should be entered as one string of characters with no
spaces.
Any combination of the following: UMTWRFS (Sunday through
Saturday). This should be entered as one string of characters with no
spaces.
A date in MM/DD/YYYY format.
Must be one of the following and is not case sensitive:
Put, Call
Any whole number or decimal up to 4 digits of precision. It should be
between 0 and 65000.
Since session times are converted to # of minutes since midnight, any seconds that are
specified will be ignored.
For the default attribute setting, you could omit the description (by using consecutive
delimiters) and possibly put the exchange as Undefined so that the values can be used for
all files/symbols in that directory.
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b. Each line of data in the file must be followed by a carriage return. The last line of the
file may be followed by a carriage return, but it is not required.
c. Each field in the file must be delimited by a comma.
d. Each field can be enclosed within quotation marks, but they are not required. They
will be useful in the case where a field contains a comma but is not used as a
delimiter.
For example, for a symbol description such as "Microsoft, Inc." you would use
quotation marks so that the comma is not considered a delimiter.
e. Dates must be in exchange time and entered using MM/DD/YYYY format.
f. All times need to be entered in HHMMSS (with or without colons) or HHMM (with
or without colons) and will be assumed to be 24 hour format. In other words,
11:15:04 AM would be entered as 111504 or 11:15:04. 2:20:36 PM would be entered
as 142036 or 14:20:36, and 3:30 PM would be entered as 1530 or 15:30.
g. The file cannot contain any characters besides letters, numbers, quotation marks, the
permitted delimiter (comma), a / in the date, and carriage returns.
h. The mandatory fields are defined by the category. If a required field is missing for the
specified category, an error message will appear.
i. Consecutive delimiters allow fields to be omitted from individual lines of data. In
other words, if a header reads:
'Symbol','Category','Exchange','Description','PriceScale', you would have a data line
that looks like this: MSFT, Stock, Nasdaq ,, 1/100. This would allow you to omit the
entry for the Description. This can be done for any field or for multiple fields.
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Importing Data into AmiBroker

ASCII Import Wizard
ASCII Import Wizard provides an easy way to import your quotation data files as well as
define your own import formats for future use. Note that wizard offers only a subset of
features available in ASCII importer so it is provided for novice users only.
The wizard guides you through 3 simple steps:
1. Picking the files to import
2. Defining fields
3. Additional settings
Step 1. Picking the files
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In this step you select the files you want to import. Just click on the Pick files button and
you will see a file dialog. Browse to the folder where your data files are located and
select the file(s). Please note that you can select multiple files by holding CTRL or
SHIFT key while clicking on the files. After making your selection please click Open.
A complete list of files that you have selected will be displayed in the field at the bottom
of the wizard window. Please check if the list is correct, if not click "Pick files" to correct
your choice.
Step 2. Defining fields
In this step you define the types of fields in the data file. For your convenience date file
sample is shown (a few first lines of the first selected file) at the bottom of the window.
To define fields please select appropriate field types from Column N combo-boxes. For
example, if the first field (column) in your data file is a symbol ticker please select
"Ticker" from Column 1 combo box. If second field in your data file is a date in YearMonth-Day format please select "YMD" from the second combo-box. You can select
also DMY for Day-Month-Year dates, MDY for Month-Day-Year dates. Other field
types available from the wizard are: "Open", "Close", "High", "Low" for the prices and
"Volume".
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Note about the dates: AmiBroker recognizes both 4 digit and 2 digit year dates. As for
months both numbers and three letter codes ("Jan", "Feb", ...) are allowed. Also day,
month and year may be separated by any of the following characters: / (slash), \
(backslash), - (minus sign) or may not be separated at all. All you have to do is to specify
the order: DMY, MDY, YMD. For example valid YMD dates are (31th December 2000):
20001231,
001231,
2000-12-31
2000/12/31
2000-Dec-31
00-12-31
00/12/31
00\12\31
If your file has more than 7 columns please check more columns box and you will see
additional combo-boxes.
The remaining controls here are:
Group: here you should select to which group new symbols are added
Watch list: here you should select to which watch list new symbols are added (if empty they are not added to any watch list)
Separator: here you should select the character used as a field separator (comma is the
most often)
Skip lines: this tells AmiBroker how many initial lines should be skipped (ignored) - for
example a few first lines of the file should contain a comment or other information that
should be ignored, and this is the place to define this
Log errors: this tells AmiBroker that it should log all errors to the file (import.log). In
case of any errors this log will be displayed to the user after finishing import process.
Automatically add new symbols: this tells AmiBroker to add the symbols that appear in
the data file but do not exist yet in AmiBroker database.
Calculate composites: this tells AmiBroker to calculate advance/decline figures and
volume for indexes after import (this requires composites to be set up properly before
importing)
Allow negative prices: this tells AmiBroker to allow negative number in close, open,
high, low fields. By default zero and negative values are NOT allowed.
No quotation data: allows to import data that do not contain prices. For example ticker
lists and/or categories.
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Step 3. Additional settings
By default the format you have defined is for single-use only. It is OK for novice users
and for experimenting with the wizard.
If you, however, want to make your definition permanent and available in the future via
ASCII importer you should check Add current settings to ASCII importer definitions
box. Then you should enter the Format description, File mask and Format file name
(or you can accept automatically generated defaults). If you do so, you will be able to use
the format defined in the ASCII importer window - just by selecting your own format (as
typed in Format description field) from the "Files of type" combo of a file dialog.
Whatever you decide, you should click "Finish" button in order to start importing your
data.
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Importing Data into NinjaTrader

Historical data can be imported from a text file with a ".txt" extension within the Import
tab of the Historical Data Manager. Several formats and data types are supported and
NinjaTrader can optionally build 'Minute' bars from tick data as well as 'Day' bars from
tick or minute data.
The following formats and options are available when importing a text file:
Format:
Select one of three options available in the Format drop down menu:
1. MetaStock - Select this option if importing a MetaStock historical data text file
2. NinjaTrader (timestamps in import file(s) represent end of bar time)
3. NinjaTrader (timestamps in import file(s) represent start of bar time)
Data Type:
Select one of three options available for the data type:
1. Ask - Data values in the text file represent historical Ask prices
2. Bid - Data values in the text file represent historical Bid prices
3. Last - Data values in the text file represent historical Last prices (trades)
Generate 'Minute' Bars from Imported Tick Data:
Select this option to convert the tick data from the import file into historical 'Minute'
data. This allows any 'Minute' interval to be available within NinjaTrader.
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Generate 'Day' Bars from Imported Tick or Minute Data:

Select this option to convert the tick or minute data from the import file into 'Day' data.
This allows the building of 'Day', 'Week', 'Month' and 'Year' bars within NinjaTrader.
Note: Generating bars from imported tick data is done based off of the
timestamps of the tick data. Since granularity of the timestamps are down to the
second, it is possible that the generated bars do not perfectly match minute or
daily bars provided by the data provider as they may utilize granularity more than
the second for their own bar generations.
Time Zone of Imported Data
Select the time zone of the data you are importing (not the time zone you are importing to
as all imported data will always be converted to local PC time). Generally speaking, this
should be left as UTC because NinjaTrader exports are always done in the UTC time
zone.
File Name
When using the NinjaTrader format, the name of the text file to be imported must be the
NinjaTrader instrument name followed by a period and "Last", "Bid", or "Ask"
depending on the data type. For example:
MSFT.Last.txt for Microsoft stock last price data
ES 12-09.Bid.txt for the S&P E-mini December contract bid price data
$EURUSD.Ask.txt for the Euro/U.S. dollar currency pair ask price data
Tick Format
Each tick must be on its own line and fields must be separated by semicolon (;).
The format is:
yyyyMMdd HHmmss;price;volume
*TickWrite can output files with a combined yyyMMdd HHmmss field by
selecting the Date and Time Field Name under the Output Fields section like so:
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Sample data:
20061107 000431;1383.00;1
20061107 000456;1383.25;25
20061107 000456;1383.25;36
20061107 000537;1383.25;14
Minute Bars Format
Each bar must be on its own line and fields must be separated by semicolon (;). Only 1
minute bars can be imported.
The format is:
yyyyMMdd HHmmss;open price;high price;low price;close price;volume
Sample data:
20061023 004400;1377.25;1377.25;1377.25;1377.25;86
20061023 004500;1377.25;1377.25;1377.25;1377.25;27
20061023 004600;1377.25;1377.25;1377.25;1377.25;24
20061023 004700;1377.50;1377.50;1377.25;1377.25;82
Daily Bars Format
Each bar must be on its own line and fields must be separated by semicolon (;). Only 1
day bars can be imported.
The format is:
yyyyMMdd;open price;high price;low price;close price;volume
Sample data:
20061023;1377.25;1377.25;1377.25;1377.25;86
20061024;1377.25;1377.25;1377.25;1377.25;27
20061025;1377.25;1377.25;1377.25;1377.25;24
20061026;1377.50;1377.50;1377.25;1377.25;82
Importing Tips
Please review the following before importing:
If you are importing historical data for a futures or forex instrument, the instrument
MUST exist in the Instrument Manager. If it does not, you must add it first
Any data imported where the instrument does not exist in the Instrument Manager
will automatically be imported as a "Stock" instrument type
Data points will be rounded to the instruments tick size as it is imported if the price is
not evenly divisible by the instrument's tick size
Imported data, regardless of time zone, will be converted to the local time zone.
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Importing Historical Text Data

To import historical data from a text file into NinjaTrader:
1. Choose the Format and Data type that correctly represent the data in the import
file (see the "Understanding the import options" section above).
2. Optionally select any of the Generate... choices to have NinjaTrader create other
bar types from the import data
3. Select the Time zone of imported data
4. Press the Start Import button
5. Select the text file from your PC to import and press the "Open" button
NinjaTrader will attempt to import the text file. If successful, a window will appear
confirming this. If unsuccessful, an error window will appear and you should check the
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Importing Data From Tick Data Into 3rd Party Software

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Importing Data From Tick Data Into 3rd Party Software

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Guide to Importing Data from Tick Data

into Third-Party Software

2014 by Tick Data, Inc. All rights reserved. Questions? support@tickdata.com

2014 by Tick Data, Inc. All rights reserved. Questions? support@tickdata.com

2014 by Tick Data, Inc. All rights reserved. Questions? support@tickdata.com

Importing Data into TradeStation

2014 by Tick Data, Inc. All rights reserved. Questions? support@tickdata.com

2014 by Tick Data, Inc. All rights reserved. Questions? support@tickdata.com

2014 by Tick Data, Inc. All rights reserved. Questions? support@tickdata.com

2014 by Tick Data, Inc. All rights reserved. Questions? support@tickdata.com

2014 by Tick Data, Inc. All rights reserved. Questions? support@tickdata.com

2014 by Tick Data, Inc. All rights reserved. Questions? support@tickdata.com

2014 by Tick Data, Inc. All rights reserved. Questions? support@tickdata.com

2014 by Tick Data, Inc. All rights reserved. Questions? support@tickdata.com

2014 by Tick Data, Inc. All rights reserved. Questions? support@tickdata.com

2014 by Tick Data, Inc. All rights reserved. Questions? support@tickdata.com

2014 by Tick Data, Inc. All rights reserved. Questions? support@tickdata.com

2014 by Tick Data, Inc. All rights reserved. Questions? support@tickdata.com

TradeStations ASCII 3rd Party Data Guidelines

2014 by Tick Data, Inc. All rights reserved. Questions? support@tickdata.com

An example of a header line and matching data would be:

Examples of time formats would be:

2014 by Tick Data, Inc. All rights reserved. Questions? support@tickdata.com

TradeStations Guide to Field Order - 3rd Party Data

2014 by Tick Data, Inc. All rights reserved. Questions? support@tickdata.com

Used to indicate the date of the bar or tick

Used to indicate the time of the bar or tick

Used to indicate the open of the bar

Used to indicate the high of the bar

Used to indicate the low of the bar

Used to indicate the close of the bar or tick

Examples of several header lines in a .dop file would be:

2014 by Tick Data, Inc. All rights reserved. Questions? support@tickdata.com

TradeStations Guide to Symbol Attributes - 3rd Party Data

2014 by Tick Data, Inc. All rights reserved. Questions? support@tickdata.com

Symbol Attribute File Guidelines

2014 by Tick Data, Inc. All rights reserved. Questions? support@tickdata.com

Acceptable values for each field are:

2014 by Tick Data, Inc. All rights reserved. Questions? support@tickdata.com

2014 by Tick Data, Inc. All rights reserved. Questions? support@tickdata.com

Importing Data into AmiBroker

2014 by Tick Data, Inc. All rights reserved. Questions? support@tickdata.com

2014 by Tick Data, Inc. All rights reserved. Questions? support@tickdata.com

2014 by Tick Data, Inc. All rights reserved. Questions? support@tickdata.com

Step 3. Additional settings

2014 by Tick Data, Inc. All rights reserved. Questions? support@tickdata.com

Importing Data into NinjaTrader

2014 by Tick Data, Inc. All rights reserved. Questions? support@tickdata.com

Generate 'Day' Bars from Imported Tick or Minute Data:

2014 by Tick Data, Inc. All rights reserved. Questions? support@tickdata.com

2014 by Tick Data, Inc. All rights reserved. Questions? support@tickdata.com

Importing Historical Text Data

2014 by Tick Data, Inc. All rights reserved. Questions? support@tickdata.com

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