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What do the tick data represent

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

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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

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The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.


Update Backtest





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The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.


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