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In the tick downloader, there is a choice called "Save Trades Only".
I am guessing that this only saves actual trades, and not the bid/ask data. I am only interested in rebuilding a volume chart. When this box is checked, the file is significantly smaller for this reason, and it will have no effect on rebuilding a volume chart, correct?
Also, Alexis mentioned in a previous post that an older file could be merged with a newer file using a text editor, such as notepad. In order to do this you would simple have to remove the top two header lines and append to the end of the file. Now here is my problem. I have been downloading 10 days of tick data and saving them, but the days overlap from the end of one file to the start of the next. The data file is in this format.
T,070403,000210,1434.25,1,
My guess is that if 4-3-07 was an overlap day between the files, all entries from the new file that start with 070403 should be removed along with the top two header lines
; Symbol=ES #F
; Date=04/03/07-04/13/07
thanks
I am guessing that this only saves actual trades, and not the bid/ask data. I am only interested in rebuilding a volume chart. When this box is checked, the file is significantly smaller for this reason, and it will have no effect on rebuilding a volume chart, correct?
Also, Alexis mentioned in a previous post that an older file could be merged with a newer file using a text editor, such as notepad. In order to do this you would simple have to remove the top two header lines and append to the end of the file. Now here is my problem. I have been downloading 10 days of tick data and saving them, but the days overlap from the end of one file to the start of the next. The data file is in this format.
T,070403,000210,1434.25,1,
My guess is that if 4-3-07 was an overlap day between the files, all entries from the new file that start with 070403 should be removed along with the top two header lines
; Symbol=ES #F
; Date=04/03/07-04/13/07
thanks
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