Data format of FT data
Posted: Sun Mar 30, 2008 9:40 pm
Is it possible to get the format of the FT tick data file so we can possibly write some converters for outside tick data (other than Qanda)?
brucehvn wrote:Is it possible to get the format of the FT tick data file so we can possibly write some converters for outside tick data (other than Qanda)?
Yes, it is very simple:
dword count
double DateTime0
doulbe price0
double DateTime1
double price1
....
double DateTimeN
double priceN
--------------
DateTime is in Delphi format:
The integral part of a Delphi TDateTime value is the number of days that have passed since 12/30/1899. The fractional part of the TDateTime value is fraction of a 24 hour day that has elapsed.
Following are some examples of TDateTime values and their corresponding dates and times:
0 12/30/1899 12:00 am
2.75 1/1/1900 6:00 pm
-1.25 12/29/1899 6:00 am
35065 1/1/1996 12:00 am