Hi,

I wonder whether I can read an asset's price history directly from a CSV file. The point is to avoid first converting from CSV to .t6 and instead directly feed a CSV into a series(..) array.

The context of my question is the following. My strategy trades a futures contract on minute bars. The current contract changes once every three months.

But I want to use the 200-day (> 3 months) moving average in my strategy. Therefore, some external program that I already have, concatenates the various futures contracts according to some roll schedule and provides a single time series in CSV format. From this time series, I'd like to compute the 200-day moving average on which my strategy depends.

From what I have read so far, I'd guess the best way of dealing with this issue in Zorro would be to base the strategy on two assets:
+ the current futures contract on minute bars that is traded
+ the coninuous daily time series read in from the CSV file that has no life ticks and that is not traded

So my question is how can I set up an asset(..) with history(..) in my run() function that gets the external daily CSV time series directly into a series(...)?

Thank you in advance for your help. Kind regards,

Gloria