Unknown Time Format

[Billy Gates]

Hi,

I have just purchased some data from a vendor and cannot understand the time format: The data is represented like this :

"Date","Time","O","H","L","C","U","D"

04/12/2009,1532,1.4668,1.4668,1.4668,1.4668,0,0
04/12/2009,1532,1.4668,1.4668,1.4668,1.4668,0,0
04/12/2009,1536,1.4669,1.4669,1.4669,1.4669,0,0
04/12/2009,1536,1.4669,1.4669,1.4669,1.4669,0,0
04/12/2009,1537,1.4668,1.4668,1.4668,1.4668,0,0
04/12/2009,1537,1.4668,1.4668,1.4668,1.4668,0,0
04/12/2009,1537,1.4669,1.4669,1.4669,1.4669,0,0
04/12/2009,1537,1.4669,1.4669,1.4669,1.4669,0,0
04/12/2009,1538,1.4668,1.4668,1.4668,1.4668,0,0
04/12/2009,1538,1.4668,1.4668,1.4668,1.4668,0,0
04/12/2009,1541,1.4669,1.4669,1.4669,1.4669,0,0
04/12/2009,1541,1.4669,1.4669,1.4669,1.4669,0,0
04/12/2009,1541,1.4668,1.4668,1.4668,1.4668,0,0
04/12/2009,1541,1.4668,1.4668,1.4668,1.4668,0,0
04/12/2009,1543,1.4673,1.4673,1.4673,1.4673,0,0
04/12/2009,1543,1.4673,1.4673,1.4673,1.4673,0,0
04/12/2009,1543,1.4674,1.4674,1.4674,1.4674,0,0
04/12/2009,1550,1.4673,1.4673,1.4673,1.4673,0,0


I cannot understand the time format. Where do they get the figure 1550 from and how can i convert that into real time? Any one familiar with this?

I am trying to upload this historical data into a database so I can backtest some strategies.

Thanks

 

[Trader333]

1550 = 3.50pm or 15 hours and 50 minutes after midnight which would be 0000 and this appears to be in 24 hour clock format.


Paul

 

[Billy Gates]

1550 = 3.50pm or 15 hours and 50 minutes after midnight which would be 0000 and this appears to be in 24 hour clock format.


Paul

Hi Paul,

Ok Thanks. Missed it totally

 

[Billy Gates]

This is supposed to be tick data sample format, so that doesn't make any sense.

 

[Trader333]

You stated that the format was Date, Time, etc and it fits that format. I am not certain but the U and D are probably the number of upticks and downticks at the time specified which may be why they are often set at 0


Paul

 

[Billy Gates]

Hi going back to the previous tick data. I am struggling a little bit with creating custom timeframes from the tick data. Can anyone help with the algorithm to do that ?

Can anyone create it in excel ? I can gain an idea on how to do it from there?

I have an excel sheet with tick data , how can I convert it to 1m or 2m or 5m timeframes?

Thanks for the help.

 

[zentrader22]

Hi going back to the previous tick data. I am struggling a little bit with creating custom timeframes from the tick data. Can anyone help with the algorithm to do that ? Can anyone create it in excel ? I can gain an idea on how to do it from there? I have an excel sheet with tick data , how can I convert it to 1m or 2m or 5m timeframes?

Thanks for the help.

@Billy,

if you hasn't prof. software which has these time frame converting functions built in, you can use a freeware tool of my website (suppport page) - Zen Time Frame Converter v2.5:
www.zentrader.de - trading system development and technical analysis

Still, a little bit of work you'll have, because you have to prepare the input data in a readable text/ASCII format (but that's no problem because you have the data in Excel and can export them).

bye,
zentrader

 

[Billy Gates]

Thanks ZenTrader. I will take a look.

 

[rathcoole_exile]

why bother ?
this is never going to help you be successful/profitable as a trader anyway......

 

[Billy Gates]

why bother ?
this is never going to help you be successful/profitable as a trader anyway......

:cheesy::-0 And why is that ? What spurred you onto that decision ? Is it that my programming skills are rubbish (which are evident ) or that my trading skills are poor? You must have evidence of this as you sound like a smart guy and not a dis-organized thinker who makes assumptions on a whim.

One thing I have learned as a trader is never to form an opinion. Things are not always what they seem. Haven't YOU learned this yet ?

Well expect a surprise !!