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Tick data converter

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  • Tick data converter

    Hi,

    I store the tick data files every day.
    My first question is : Do you have a simple utility program to append each day the tick file to a global one .... or if not could you give me the exact format of the tick file as downloaded so I can write one.

    Second question, do you have a converter that takes the tick file and makes 1 or 5 min files ?

    thanks

    Nic

  • #2
    Nic
    FWIW there is a third party application that can do that called Qcollector which is also relatively inexpensive.
    It can download and append data to existing files in either ascii or Metastock formats in any interval.
    With regards to ticks it can also build interval bars of user defined lengths based on tick data.
    For more information on the application click here
    No relationship to the product, just a long time and very satisfied user.
    Alex

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