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Hey guys, new here, I tried to find what does the column on the csv data represent for forex but can't find it anywhere.
I know that the first column is the time, but not sure what the rest of the column represents.
And I am using oanda data.
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Vincent Wong
Ok, I think I finally found out what those column means.
so the first four column prices are for the sell/ask prices OHLC (Open, High, Low, Close).
And the second four column of prices are for the buy/bid prices OHLC (Open, High, Low, Close) .
Gurumeher Sawhney
The columns of the CSV data are in this order: time, bid open, bid high, bid low, bid close, bid volume (which is 0), ask open, ask high, ask low, ask close and ask volume (which is 0).
A common way to determine this is to compare the historical data to the data library provided on QuantConnect's website.
Vincent Wong
Thanks Gurumeher, that's exactly what I am looking for.
Vincent Wong
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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