How to get ASCII columns into WL?
Author: DenisPolezhaka
Creation Date: 2/28/2021 10:33 AM
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DenisPolezhaka

#1
Hello!
WL loaded quotes from the order book (limit and market orders).
When selecting these quotes, only <TICKER>, <PER>, <DATE>, <TIME>, <OPEN>, <HIGH>, <LOW>, <CLOSE>, <VOL> are displayed. Other information is not displayed on the screen when loading. Namely <OPEN VOLUME BID>, <HIGH VOLUME BID>, <LOW VOLUME BID>, <CLOSE VOLUME BID>, <VOL VOLUME BID>, <OPEN VOLUME ASK>, <HIGH VOLUME ASK>, <LOW VOLUME ASK>, <CLOSE VOLUME ASK>, <VOL VOLUME ASK>, <OPEN QUANTITY BID>, <HIGH QUANTITY BID>, <LOW QUANTITY BID>, <CLOSE QUANTITY BID>, <VOL QUANTITY BID>, <OPEN QUANTITY ASK>, <HIGH QUANTITY ASK>, <LOW QUANTITY ASK>, <CLOSE QUANTITY ASK>, <VOL QUANTITY ASK>
All the missing above fields have been added in the Data Manager settings.
Please inform:
1. What exactly needs to be done to display all the information on the screen?
2. Does WL see missing fields?
3. Can you test fields that are not displayed on the screen?
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Eugene

#2
Hi Denis,

Please refer to the Wealth-Lab User Guide > Data > Data Manager > Create New DataSet > Data Providers > ASCII. Specifically you need to Add Field... and mark them as Custom Field. Once it's set up, check out the pointer to the QuickRef for an example of calling the respective method from your Strategy code to get data from the extra columns into DataSeries.

You might also want to search the forum for "Named DataSeries" for more info.
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DenisPolezhaka

#3
Eugene, hello!
In the attachment, I send a clarifying question and a file to it.
Please read it.
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Eugene

#4
Please do not use PDF for posting screenshots and/or error messages. If it's a modal Windows error dialog, you could strike Ctrl-C to copy the underlying error message and Ctrl-V to paste it when replying (a standard Windows shortcut). Please only attach text as text (TXT) and images as images (PNG preferred, MS Paint which is built in any Windows will do it). Thank you for your understanding.
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DenisPolezhaka

#5
Eugene, can I send in .jpg format?

Please read the files in the attachment.
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Eugene

#6
Please avoid posting your questions as poor quality images, this is very cumbersome. Use the text input field. Thanks.


You seem to have overlooked my advice on checking out the QuickRef, don't you? Sorry if it wasn't obvious from my reply but the point is that you can pull the data from those extra columns and plot them in Strategy code by calling relevant WealthScript functions. Specifically:

FindNamedSeries
NamedSeries
HasNamedDataSeries


More insight and code samples can be found by searching the forum for "Named DataSeries". A visual example of how it's done in Strategy code with the Quandl data is here:

Quandl provider suite
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