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How to convert Dukascopy tick data

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    How to convert Dukascopy tick data

    Hello! This is my first post, so please be patient!

    I've used "SQ tick data downloader" and managed to get some historic data on some currency pairs from Dukascopy. Now I have a 8Gb CSV which I can't load on NT. I understood the yyyyMMdd HHmmss;price;volume format, I know I have to do it all twice for both bid and ask values, and I could open the CSV to look on how it's arranged, but I can't convert it to TXT. Well, in fact, I could easilly do all the conversion and reformating on MS Excel if it wasn't for the 1 million rows limitation.

    I've tried searching the forums but all I could find was a PHP script, which I don't know how to use. I tried running the PHP from within my browser and that didn't work either. How do I use this PHP stuff??? Please help...

    Is there any other way to easily convert Dukascopy CSV data into NT?

    Thank you very much.

    Yours
    Eddie

    #2
    Hello Eddie,

    Thank you for your note.

    The 'Save As' option within Excel will allow you to change from the .csv format to a .txt based format.
    KyleNinjaTrader Customer Service

    Comment


      #3
      Kyle,

      Thanks for the reply.

      The problem is that Excel has a row limit that is a lot shorter than the CSV I'm using. I might split the CSV into several parts and manually do the trick whithin Excel, I just have to find a CSV splitter somewhere..

      But the thing is there was a PHP script around the forum. I just dont know what to do with it.

      IMHO, NT should have a CSV importer of some kind, as other software do. Dukascooy is a very popular data source for backtesting.

      Thank you.

      Eddie

      Comment


        #4
        Hi,

        Thanks for your feedback - I will forward that suggestion to our development staff for further consideration.
        KyleNinjaTrader Customer Service

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