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Old 07-24-2009, 08:14 PM
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knn10 is an unknown quantity at this point
Sample Input Stream Data File?

Hello,

I have read the documentation provided with the indicator SDK... It did not provide any specification on the input stream data file requirement for use in the debugger... Can you provide format information on the file requirements or perhaps a test data file I can use?

Thanks,

Nate
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Old 07-26-2009, 09:39 PM
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Nikolay.Gekht is on a distinguished road
A data file is a simple text file. Each line is one period, data are separated by the semicolon (;). Decimal point symbol is the point (.)
The first line is a common description of the file:
Fields:
1 Must be HDR, a marker of the header line
2 Name of the instrument
3 Date and time of the snapshot start in DD.MM.YYYY hh:mm:ss format
4 Date and time of the snapshot end in DD.MM.YYYY hh:mm:ss format
5 The duration of the period (e.g. m1, m5, m15, m30, h1, h2, h4... and so on)
6 flag (1 or 0) indicating whether data lines contains volume of trades
7 Pipsize of the instrument.
Example:
HDR;AAPL;15.05.2006 00:00:00;12.05.2008 00:00:00;d1;1;0.01
All other lines shall contains prices
Fields:
1) Must be DAT, a market of the data line
2) Date and time of the period
3) Open price of the Bid candle
4) High price of the Bid candle
5) Low price of the Bid candle
6) Close price of the Bid candle
7) Open price of the Ask candle
8) High price of the Ask candle
9) Low price of the Ask candle
10) Close price of the Ask candle
11) Bid volume (if field 6 of the header is 1)
12) Ask volume (if field 6 of the header is 1)
Example:
DAT;15.05.2006 00:00:00;67.37;68.38;67.12;67.79;67.4;68.41;67.15; 67.82;18899200;18899200

You can also save any data from the Marketscope application for the further usage in the debugger. (File->File->Save Chart As (Choose "Indicore SDK Data" format").
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Old 11-02-2009, 11:04 PM
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gorak is an unknown quantity at this point
Hello,
I made my own tool for transforming the fxcm xml file (from File > Export to Excel) to the text file for the debugger. The Streams tab shows all of the data and the streams from my indicator. However, all of the dates are "12/30/1899 00:00:00".
For example, for Eur/Jpy, 5 minute, 25 Oct to 30 Oct, my header line is:
HDR;EUR/JPY;2009.10.25 17:00:00;2009.10.30 16:00:00;m5;0;0.001

I also tried replacing "2009" with "2008" for the header and in all of the data lines, but that did not help.

Also, for the dates, between the date and time, is that a space or a tab?
thanks
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Old 11-02-2009, 11:34 PM
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gorak is an unknown quantity at this point
Doh! -- I found it, my data lines were in yyyy-mm-dd format; changed to writing out as dd-mm-yyyy format, problem solved.
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