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Incorrect date translation by CVStoHistory script #474944
11/14/18 13:56
11/14/18 13:56
Joined: Nov 2018
Posts: 1
Connecticut
A
avgtrader Offline OP
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avgtrader  Offline OP
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Joined: Nov 2018
Posts: 1
Connecticut
I downloaded one minute historical data from my broker in CSV format using my own script. I then converted it into .t6 file using CVStoHistory script. To validate the conversion, I then used the CVSfromHistory to convert it back to CSV format. The timestamp in the output file from CVSfromHistory didn't match the file downloaded from my broker.

CVS file input to CVStoHistory
20181108 15:55:00,280.05,280.24,280.05,280.15,1950,612,280.165
20181108 15:56:00,280.16,280.23,280.16,280.18,952,393,280.19
20181108 15:57:00,280.18,280.18,279.95,279.97,1039,479,280.04
20181108 15:58:00,279.98,280.26,279.98,280.24,1419,624,280.155
20181108 15:59:00,280.24,280.44,280.24,280.44,2773,819,280.358

CVS file output from CVSfromHistory
2018-11-08 15:59:00,280.23999,280.44000,280.23999,280.44000
2018-11-08 15:57:00,279.98001,280.26001,279.98001,280.23999
2018-11-08 15:56:58,280.17999,280.17999,279.95001,279.97000
2018-11-08 15:56:57,280.16000,280.23001,280.16000,280.17999
2018-11-08 15:56:55,280.04999,280.23999,280.04999,280.14999

Re: Incorrect date translation by CVStoHistory script [Re: avgtrader] #474948
11/14/18 14:57
11/14/18 14:57
Joined: Sep 2003
Posts: 929
Spirit Offline

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Spirit  Offline

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Joined: Sep 2003
Posts: 929
Looks like a wrong time format? Its not even minutes but seconds.


Moderated by  Petra 

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