How to edit downloaded Tick Data from server?
How to edit downloaded Tick Data from server?
05 Mar 2020, 17:52
Hello,
Is it possible to edit the Tick Data from server that is downloaded prior to a backtest, when you select it as backtesting data? I guess I've located where it gets stored on my PC, stored in "BacktestingCache" folder in files named as for e.g. "2019.02.28.tdbc34", but I don't know how to open the files and edit them (so far I've only found out that it might be packed as .gz, but after unpacking as such I still couldn't read it in any text or spreadsheet file format that came across my mind (after appending the file extension)).
The reason I need this is because it would considerably speed up my backtesting process, by deleting the data I don't need for it, specifically all the data except for a few hours after market opening on Sunday evening, since I'm testing a strategy for FX trading when markets reopen after weekend. So it would probably result in 10-20x reduced backtesting time (which already exceeds 30min on my machine with complete Tick data). Also I would like to "rarefy" the data, by leaving only one tick per second, or minute (which would again reduce the time significantly), and the reason why I can't use the "m1 bars from server" is because it represents the bid prices only, and since the spreads are huge on market reopening that I'm investigating, that data proved to be just unacceptably incorrect for this strategy. Alternatively I would need both bid and ask prices, or spread info, to be input as an imported user CSV data, which is again not available at the moment.
One not-very-effective solution it came across to me is to replace the file corresponding to the days I don't need with empty files, and while it works, I'm still left with too much unnecessary data.
Thanks in advance,
Milos
PanagiotisCharalampous
06 Mar 2020, 08:29
Hi Milos,
We do not support editing tick data downloaded from the server neither we recommend you to do this. If you decide to modify those files, it is at your own risk.
Best Regards,
Panagiotis
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