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Hi! I am trying to convert my custom data source into the following format (probably very familiar to you, its the tick firmat in QC):
...
14400000,1674100,100,P,T,0
14400000,1674100,1400,P,T,0
14400000,1674100,100,P,T,0
...
The problem is i do not know what this format is. I,e what the column represents. My guess is this:
14400000 = milliseconds since beginning of day
1674100 = price in cents
100 = volume
P=?
T=?
0=?
plz advice or send a reference to your code base of mapping class.
Awesome platform!
Cheers
Anders
Jing Wu
Hi Anders,
These columns are Time, TradeSale, Trade Volume, Exchange, Sale Condition, Suspicious. You can find the "Tick File Format" in the data explorer,
https://www.quantconnect.com/data/tree/equity
Anders Bäck
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