Ticks

To import trades, select the Import => Ticks tab.

The import process securities.

1. Import settings..

   See Candles import.

2. Configure import parameters for S# fields.

   See Candles import.

   Let's consider an example of importing trades (ticks) from a CSV file:

   • The file from which you want to import data has the following template:

     {SecurityId.SecurityCode};{SecurityId.BoardCode};{ServerTime:default:yyyyMMdd};{ServerTime:default:HH:mm:ss.ffffff};{TradeId};{TradePrice};{TradeVolume};{OriginSide}
     
     

     Here the values of {SecurityId.SecurityCode} and {SecurityId.BoardCode} correspond to the values of Security and Board, respectively. Therefore, in the Field order field we assign the values 0 and 1, respectively.

   • For the {ServerTime:default:yyyyMMdd} and {ServerTime:default:HH:mm:ss.ffffff} fields, select the Date and Time fields from the S# field window, respectively. We assign the values 2 and 3.

   • For the {TradeId} field, select the Identifier field from the S# field window - the trade identifier or the trade number. We assign it the value 4.

   • For the {TradePrice} field, select the Price field - the trade price from the S# field window. We assign it the value 5.

   • For the {TradeVolume} field, select the Volume field from the S# field window - the trade volume. We assign it the value 6.

   • For the {OriginSide} field, select the Initiator field from the S# field window - the trade initiator (Seller or Buyer). We assign it the value 7.

   • The field setting window will look like this:

   The user can configure a large number of properties for the downloaded data. Based on the imported file template, you need to specify the property and assign it the required number in the sequence.

3. To preview the data, click the Preview button.

4. Click the Import button.