Import Oanda tick data

[André Sogard]

I am new to this software and this group, I started the evaluation period yesterday, but I cannot find this information in this group nor in the user guide.

I try to import tick data generated by Oanda historical data service.
The file format is:
"Date","Time","Bid","Ask"
10/06/13,18:07:43,1.32559,1.32571

There can be several lines at the same second, there can be a gap of 2 or 3 seconds between 2 consecutive lines.

I just cannot add any data in the market data, I tried the change the heading of the columns, but it keeps on saying: Problem reading price file. Closing price(s) missing or format incorrect.

Is it possible to use such data in Adaptrade Builder and what should I do to import them  ?

Thanks in advance.

[Michael R. Bryant]

Builder doesn’t use bid and ask prices directly. It defines each bar using the open, high, low, and close. However, I would probably set the close to the bid since most charting programs typically plot the bid. You could set the high to the ask since the ask is always higher than (or at least as high as) the bid. Date and time should work fine as is. I tested this and it reads your data correctly. After reading it in, the Bar Type column in the Market Data table should show “Tick”. If not, change it to this selection.

 

Mike Bryant

Adaptrade Software

 

Subject: Import Oanda tick data

[André Sogard]

Thank you very much for your answer, it is highly appreciated.
I tried to import the file following your advises, I tried to switch the data format to "French(Swiss)", but it still doesn't work.

Could you try to import the attached data file and tell me what I'm doing wrong ? (import settings, file format .....)
Thank you again for your help.

[Michael R. Bryant]

Why French (Swiss) format? That’s intended for the specific date/time format you get when exporting from the MT4 History Center (e.g., 2010.07.22 ). Your data has the typical US English date/time format and reads fine with that locale. The only odd thing about your file is that it has an extra (blank) line after each line of price data. Provided you can save the data without those spurious blank lines, it should be fine.

 

Mike Bryant

 

Subject: Re: Import Oanda tick data

[André Sogard]

I feel stupid now, I was using notepad to format my file, and I didn't see the blank lines.
It is working fine now, thank you !

[Iyad]

I have my tick data formatted properly (I may be wrong) but I don't have the option of of assigning the two column labels as Bid and Ask.  i only see High, Low , Open and Close as options.

Can you take a look and see if I formatted the file correctly?

[Michael R. Bryant]

Builder reads data for bars, not ticks, so it doesn’t use bid and ask prices directly. The only time you would typically enter data tick-by-tick is if you wanted to trade 1 tick bars. Otherwise, you should enter the data for the bar size you want to trade. Builder defines each bar using the open, high, low, and close. If you want to enter data for trading 1 tick bars, you could probably set the close to the bid since most charting programs typically plot the bid. You could set the high to the ask since the ask is always higher than (or at least as high as) the bid. Date and time should work fine as is. After reading it in, the Bar Type column in the Market Data table in Builder should show “Tick”. If not, change it to this selection.

 

Mike Bryant

Adaptrade Software

 

Subject: Re: Import Oanda tick data

 

I have my tick data formatted properly (I may be wrong) but I don't have the option of of assigning the two column labels as Bid and Ask.  i only see High, Low , Open and Close as options.

[mandelmus]

Try editing your data files with VIM next time ... one of the best text editors for use with HUGE text/data files

[J Bevan]

Hi Mike,

I'm attempting to import tick data from Oanda and everything seems to work fine, but I am not getting available dates or session times.  Do I need to reformat the dd/mm/yy format I'm receiving from Oanda?

Thanks

[Michael R. Bryant]

It should be just a matter of selecting the correct locale setting on the Price File Format window. From the user’s guide (Input Data and Settings, Markets, Adding a Market):

 

The Data Format pull-down menu defaults to "English (United States)" format, which means dates are assumed to be given as MM/DD/YYYY, prices use a comma as the digit grouping symbol and a period as the decimal symbol (e.g., 1,000.01), among other conventions. If the data file employs other conventions, a different selection can be made using this pull-down. For example, to accommodate dates in the format DD/MM/YYYY, the format can be changed to "English (United Kingdom)". For reading data exported from MetaTrader 4, use "French (Switzerland)".

 

So, if your dates are dd/mm/yy, I’d try English (UK). It will give you a message in the Output window if it can’t read something correctly.

 

Mike Bryant

 

From: adaptrad...@googlegroups.com [mailto:adaptrad...@googlegroups.com] On Behalf Of J Bevan
Sent: Sunday, June 15, 2014 6:27 PM
Subject: Re: Import Oanda tick data

 

Hi Mike,