Multicharts historical data

[Karl Thompson]

Hello, when I try to import historical data that i've exported to either a .txt or .csv file from Multicharts I get the error  "Problem reading data file. File not found or data for requested range not found.". In the symbol properties popup it shows first and last available date as 12/30/1899 12:00 AM. Im not sure if this is happening during export or import but any hints would be appreciated.

[Mike Bryant]

You have to set the formatting using the Data File Format and Data Format windows. The invalid dates tells you it’s not reading the dates correctly based on your settings. Just click the Specify Data Format button on the Data File Format window to select the correct format. If you don’t know the “locale”, use the custom format option and select the date, time, and number formats for your data. Click the help (“?”) icon on either window to bring up the help topic, which contains the details.

 

Mike Bryant

Adaptrade Software

[Karl Thompson]

Mike,

My problem was having MC output to include symbol name and description. During the output I can choose to create bid, ask and trade files. I assume I only need trade, is this correct or should I be using bid or ask? If all 3 file types are used, under what situations would I use one over the others? I can also export minute and day, can Builder use 1 minute to create daily or should both be imported and used as "intraday" = 1 minute data, "daily, weekly, monthly" = daily data? Hopefully all that made sense.

[Mike Bryant]

The data fields available in Builder are shown on the Data File Format window when you select the column headings. As you can see, for price fields there are open, high, low, and close, not bid and ask. This is covered in Symbol Library, Symbols and Settings, Adding a Symbol. In the same chapter, in the section “Build and Evaluation Symbols”, it explains how to set the bar size based on the size of the underlying data, such as 10 minute bars from 1 minute bars. You could do the same from 1 minute to daily, but, in general, you want to make sure you’re running the strategies in your platform on the same data as in Builder. That’s the bottom line.