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Tips on importing Trade, Bid and Ask tick data from .CSVs

Posted By mt808 Last Year

Tips on importing Trade, Bid and Ask tick data from .CSVs

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Posted Friday February 12 2016
Hello,
I am having trouble importing Trade, Bid and Ask tick data for a symbol. I have the data in two separate .csv files.
One .CSV contains "Trade" data only and the other .CSV contains Bid and Ask data (AKA "Quotes") only. I have attached a sample (only covering a split second of data) of the two .CSV files.

I was able to import the "Trade" .CSV, however I could not figure out how to specify to Rightedge that its "TickType" was "Trade".
Regarding the Quotes CSV, I was not sure how to specify "TickType" either or was sure if i should try importing the Bid and Ask data at the same time or import them separately. If at the same time, how would I specify their each one's "size" (since Rightedge only seems to allow me to select 1 "Volume" column per import.)

Anyway, any tips on how to do this import? The more details the better.

Thank you!
P.S.
FYI: The "Quotes" .CSV has more rows then the "Trades" .CSV because it includes changes in Quote Prices and Volumes that happened in between Trades.

Attachments
Data.zip (83 views, 1.00 KB)


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