Importing-tick-txt-files

Hello,

"Ticks" is not the correct date format so it will not be recognized. This is reserved for a .NET representation of time:
https://docs.microsoft.com/en-us/dotnet/api/system.datetime.ticks?view=net-6.0

Since your data is plain DateTime and not ticks, the Date format should be yyyy-MM-dd HH:mm:ss because it also contains the time component.

Hello,

thanks I see, but yyyy-MM-dd HH:mm:ss does not work either, because there are also miliseconds.

Kind regards

Milliseconds is the "fff" custom specifier:
https://docs.microsoft.com/en-us/dotnet/standard/base-types/custom-date-and-time-format-strings#fffSpecifier

So it translates to this date/time format string:
yyyy-MM-dd HH:mm:ss.fff

Oh, apologies. I didn't realize that you could write into these fields, I thought you had to choose something from the dropdown. Thank you very much!

Glad to help you.

One more thing, ..
Currently, when backtesting intraday symbols, you'll need a Benchmark symbol with data in the same scale as the test symbol. If you don't have a benchmark in ticks, just use the test symbol as the benchmark in the Strategy Settings.

I see, thanks for the info!

WL8 will handle this more gracefully, if it fails to find intraday data for the benchmark, it will just use daily data, expanded to the intraday frequency.

Hello,

after successfully importing tick data, I still don't really get how to work with it, I get multiple errors.

For reference I'm now using a tick data file in this format:

DateTime,Bid,Ask
01/02/2022 22:05:11.058,1.1369,1.13771
01/02/2022 22:05:52.491,1.13686,1.13771
01/02/2022 22:05:52.519,1.1369,1.13771





Import looks right, I'm not sure if the 0 seconds part in the second picture is right, but milliseconds could be called 0 seconds.

But after importing it looks like this and I also can't open any charts:





It also won't open if I change it to 1 tick in the selection above where it says "Daily".

And also backtesting with this tickdata doesn't work. Like you can see here it's the only source I've activated:





Still the backtest says couldn't load in this scale/range, although the date range is exactly whats in the file EURUSD_10.

QUOTE:
Import looks right, I'm not sure if the 0 seconds part in the second picture is right, but milliseconds could be called 0 seconds.

Yes, this is correct. The data visualizer just uses the system Date format and 2-decimal numbers.

QUOTE:
But after importing it looks like this

It's because a DataSet is "agnostic" to scale. You should select the scale to see the Details for that scale. Currently, you're showing "Daily".

Edit:
Actually, in the case of ASCII I think the data should be scaled and converted to Daily for this view. So it should show data for Daily too - at least it does this for Minute scales.

QUOTE:
I also can't open any charts:

Unless you're clicking the symbol in the Data tree, you have to make sure that the ASCII DataSet is "checked" in the list of Historical Providers, which you did!

I haven't ever tested an ASCII Tick DataSource, so maybe there's a problem with that. Please zip and send a file to support@wealth-lab.com so we can test it. (Ignore the auto-response e-mail message.) Thanks.

QUOTE:
Import looks right, I'm not sure if the 0 seconds part in the second picture is right, but milliseconds could be called 0 seconds.

Apparently the cause of this is WL7 not recognizing the tick scale properly, hence 0 seconds. Looks like a bug to me.

QUOTE:
It's because a DataSet is "agnostic" to scale. You should select the scale to see the Details for that scale. Currently, you're showing "Daily".

If I change it to 1 tick and then type EURUSD_10 in the chart it throws the exact same error, sadly.

I sent you one file, thanks for taking a look at it!

I see, thanks for looking into it!

I think we'll have a Version 7 Build 51 later this week that should have a fix for this.