Here is a feature request.
When importing historical sub-second tick data with millisecond timestamps from .txt files, please don't require the .txt files to have 4 extra digits after the millisecond.
Please allow the .txt files to just to have the 3 digits that represent the milliseconds (and have any additional digits representing micro or nano seconds to be optional).
In other words, I'd like to option of being able to import data from a .txt file that is in this format"
yyyyMMdd HHmmssfff;price;volume
rather then only having the option of importing it in this format:
yyyyMMdd HHmmssfffffff;price;volume
This is because virtually no historical data providers (at least that I know of) sell futures tick data with the 7 digit sub second timestamps your current format requires. They only sell it with 3 digits and don't provide any easy way to add 4 additional zeros to the timestamps.
thanks
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