Announcement

Collapse
No announcement yet.

[Issue] Unable to import ASCII historical data into MultiCharts.NET

Collapse
X
 
  • Filter
  • Time
  • Show
Clear All
new posts

  • [Issue] Unable to import ASCII historical data into MultiCharts.NET

    I'm using the current version of the AMP Free Special Edition of MultiCharts.NET with a CQG data feed.

    I'm trying to backtest a strategy that uses 5-minute intraday candles. It appears CQG only gives me the last 90 days of intraday data. I'd like to test this strategy over the past several years to get a truly accurate result.

    I found a variety of companies that sell historical intraday data. I'm able to download some sample historical data in a .CSV or .TXT format.

    In MultiCharts, I go to QuoteManager, locate the appropriate symbol (example: YMU17), and right-click it and select "Import Data > ASCII". I then import the ascii file, and it says it processed it successfully. But when I try to load that instrument on either a chart or in my scanner window, it always says "No data."

    What am I doing wrong? I've tried googling for the answer and followed the instructions, but apparently I'm doing something wrong or missing a step somewhere.

    Has anybody been able to import historical data from an ascii file? Thanks for any help or guidance.

  • #2

    How to import ASCII data


    To import data:
    1. Open QuoteManager window
    2. Select a symbol (see Selecting Symbol(s) in Symbol list section). If the selected symbol contains quotes with the same timestamp as in the file, they'll be overwritten without warning. Make sure the symbol's price scale matches the price scale of the input data file. The program always uses the symbol's price scale when importing.
    3. Make sure the file you wish to import is a 1 Tick, Minutes or 1 Day. If a file contains bars, but has no static time increment, this is a Tick\Volume Bar file and must be processed using ASCII Mapping.
    4. On the File menu, click Import Data, or click the Import Data icon on the toolbar.
    5. Select ASCII or press Ctrl+I.
    6. Indicate the Path. The path can be typed in, pasted from the clipboard or selected using the mouse. The selected path persists after converting the file so on next operation the previous path will be used by default. If it is necessary to move up a level, click the Up icon. To change the method of displaying files click the rightmost icon Views and select an option from the drop down menu.
    7. Select the desired file from the indicated folder. Only one file can be imported at a time.
    8. If the Contents of the selected file field the information is garbled, choose the proper encoding in the File origin.
    9. Make sure the Resolution is valid. If the value is not correct, the possible causes may be the reason:
      • The Date field is not defined or not properly definedTo set date:
        1. Click the Date column heading.
        2. Select Date and the corresponding template.
        3. Click Custom if there is no such template.
        4. Create a template. If the number of symbols in the date changes, use an asterisk * to replace the symbol, e.g. 9/9/2004 changed to 10/9/2004. The number of symbols changes from 6 to 7.
          • Allowed symbols in template for Date: m - month, d - day, y - year;
          • * sign means that length of chunk is undefined;
            Example: To convert date 1 Feb 2002 (2/1/2002) type *d mmm yyyy in the template field.
        5. Apply the created template by selecting it from the list.
      • The Time filed is not defined or not properly definedTo set time:
        1. Click the Time column heading.
        2. Select Time and the corresponding template.
        3. If the template does not exist, click Custom.
        4. Create a template. If the number of symbols in the date changes, use an asterisk * to replace the symbol, e.g. 8:30 changes to 10:10. The number of symbols changes from 4 to 5.
          • Allowed symbols in template for Time: h - hour, m - minute, s - second,f - millisecond t - time modifier AM/PM.
          • * sign means that length of chunk is undefined;
          • @ sign splits the whole template and time modifier PM lexem.
            Example: To convert time 9:20 PM type *h:*m [email protected] in the template field.
            Note: Templates are stored in recognition engine's local settings. Time modifier can be in any language supported by current operating system.
        5. Apply the created template by selecting it from the list.
      • Wrong detection of the starting line of quotesTo set Start at Row You should indicate how many lines to skip.
        After those parameters have been properly set, the program analyses the file again and sets the proper Resolution.
    10. Select Field Ask, Bid or Trade to define what kind of data the file contains. It is only possible to import only one quote field at a time.
    11. In the Time Zone please select the time zone of the quotes' origin.
    12. If the price or volume needs to be multiplied or divided, select a proper factor in Price Multiplier or Volume Multiplier.
    13. To select the time period for importing data set the Start Date/Start Date Time and End Date/End Date Time.

    Comment


    • #3
      If you have already tried these steps we may be able to open a ticket with MC support. CQG data is 1 month tick data 3 month time data and 1 year day data. any extra will need to be purchased from CQG Directly.

      Comment


      • #4
        [RESOLVED]

        Hi, thanks for responding so quickly!

        I followed the above steps again carefully, but they still didn't resolve the issue.

        HOWEVER, I finally figured out where the issue was.

        It wasn't appearing in my chart or scanner because the data was "too far" back in history.

        For anyone else experiencing this issue, if the above steps don't fix the problem, try this:
        1. On your chart or scanner, click "Format Instrument..."
        2. Then click the "Settings" tab.
        3. Under "Data Range," make sure it's enough bars/days back from whenever your data sample ends.

        In my case, the sample data was from September 2017. But MultiCharts was only trying to look for data 90 days back from March 2021.

        When I changed it to 90 days back from October 2017 -- wah-lah! The chart loaded and displayed the data correctly!

        Comment


        • #5
          Awesome glad to hear

          Comment

          Disclaimer: There is a risk of loss in trading futures, forex and options. Futures, forex and options trading are not appropriate for all investors. Only risk capital should be used when trading futures. All information is for educational use only and is not investment advice. Past performance is not indicative of future results.

          This website is hosted and operated by AMP Global Clearing, LLC ("AMP"), which provides brokerage services to traders of futures and foreign exchange products. This website is intended for customer support, educational and informational purposes only and should NOT be viewed as a solicitation or recommendation of any product, service or trading strategy. No offer or solicitation to buy or sell derivative or futures products of any kind, or any type of trading or investment advice, recommendation or strategy, is made, given, or in any manner endorsed by AMP and the information made available on this Web site is NOT an offer or solicitation of any kind. The content and opinions expressed on this website are those of the authors and do not necessarily reflect the official policy or position of AMP.

          All Users and Contributors along with their websites, products and services, are independent persons or companies that are in no manner affiliated with AMP. AMP is not responsible for, do not approve, recommend or endorse any User and/or Contributor Content referenced on this website and it’s your sole responsibility to evaluate All Content. Please be aware that any performance information provided by a user and/or contributor should be considered hypothetical.

          HYPOTHETICAL PERFORMANCE RESULTS HAVE MANY INHERENT LIMITATIONS, SOME OF WHICH ARE DESCRIBED BELOW. NO REPRESENTATION IS BEING MADE THAT ANY ACCOUNT WILL OR IS LIKELY TO ACHIEVE PROFITS OR LOSSES SIMILAR TO THOSE SHOWN. IN FACT, THERE ARE FREQUENTLY SHARP DIFFERENCES BETWEEN HYPOTHETICAL PERFORMANCE RESULTS AND THE ACTUAL RESULTS SUBSEQUENTLY ACHIEVED BY ANY PARTICULAR TRADING PROGRAM.

          ONE OF THE LIMITATIONS OF HYPOTHETICAL PERFORMANCE RESULTS IS THAT THEY ARE GENERALLY PREPARED WITH THE BENEFIT OF HINDSIGHT. IN ADDITION, HYPOTHETICAL TRADING DOES NOT INVOLVE FINANCIAL RISK, AND NO HYPOTHETICAL TRADING RECORD CAN COMPLETELY ACCOUNT FOR THE IMPACT OF FINANCIAL RISK IN ACTUAL TRADING. FOR EXAMPLE, THE ABILITY TO WITHSTAND LOSSES OR TO ADHERE TO A PARTICULAR TRADING PROGRAM IN SPITE OF TRADING LOSSES ARE MATERIAL POINTS WHICH CAN ALSO ADVERSELY AFFECT ACTUAL TRADING RESULTS. THERE ARE NUMEROUS OTHER FACTORS RELATED TO THE MARKETS IN GENERAL OR TO THE IMPLEMENTATION OF ANY SPECIFIC TRADING PROGRAM WHICH CANNOT BE FULLY ACCOUNTED FOR IN THE PREPARATION OF HYPOTHETICAL PERFORMANCE RESULTS AND ALL OF WHICH CAN ADVERSELY AFFECT ACTUAL TRADING RESULTS.

          AMP has NOT endorsed or recommended the use any product, services offered by any 3rd party User or Contributor on this forum. No person employed by, or associated with, AMP is authorized to provide any information about any 3rd party User or Contributor content. All specific brokerage related questions should be directed towards AMP.

          Copyright © 2017. All rights reserved.

          Working...
          X