ProtoOAGetTickDataReq python code for transforming message received to panda dataframe

Created at 06 Sep 2024, 00:13
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u0sama007

Joined 05.09.2024

ProtoOAGetTickDataReq python code for transforming message received to panda dataframe
06 Sep 2024, 00:13


Hi

I am in need of transformation code to convert ProtoOAGetTickDataReq message to dataframe


@u0sama007
Replies

PanagiotisCharalampous
06 Sep 2024, 05:25

Hi there,

Unfortunately I did not understand what you are looking for. Can you please rephrase?

Best regards,

Panagiotis


@PanagiotisCharalampous

u0sama007
06 Sep 2024, 09:42 ( Updated at: 06 Sep 2024, 10:44 )

RE: ProtoOAGetTickDataReq python code for transforming message received to panda dataframe

PanagiotisCharalampous said: 

Hi there,

Unfortunately I did not understand what you are looking for. Can you please rephrase?

Best regards,

Panagiotis

It is realted to Attaining Historical Tick Data, how to Transform the data from the relative format to the actual symbol price. To do so, divide each tick by 100000 and round the result to symbol digits.


@u0sama007

u0sama007
06 Sep 2024, 09:42 ( Updated at: 06 Sep 2024, 10:44 )

RE: ProtoOAGetTickDataReq python code for transforming message received to panda dataframe

PanagiotisCharalampous said: 

Hi there,

Unfortunately I did not understand what you are looking for. Can you please rephrase?

Best regards,

Panagiotis

It is realted to Attaining Historical Tick Data, how to Transform the data from the relative format to the actual symbol price. To do so, divide each tick by 100000 and round the result to symbol digits.


@u0sama007