Topic: WHS Prostation Platform Data Conversion
Dear FSB,
I am trading on CFD indexes and I use the WHSProstation platform (supplier: Dealbook). I am trying to load chart data into FSB but was unsuccessful so far. I attach the notepad file which i get from Prostation and would appreciate if you could have a look at it and advise me.
Thank you in advance for your help.
Données de graphique: .F40.cfd - France 40 cash, EUR, Liste d'agrégats(60 min) à 22.02.2009 09:22:28.433
Heure Ouvrir Haut Bas Fermer Premier Dernier
30.10.2008 23:00:00.000 3'412.8 3'414.8 3'400.3 3'404.8 30.10.2008 23:00:00.000 30.10.2008 23:59:59.999
31.10.2008 00:00:00.000 3'404.8 3'407.3 3'382.3 3'391.3 31.10.2008 00:00:00.000 31.10.2008 00:59:59.999
31.10.2008 01:00:00.000 3'391.3 3'409.8 3'388.3 3'397.3 31.10.2008 01:00:00.000 31.10.2008 01:59:59.999
31.10.2008 02:00:00.000 3'397.3 3'405.8 3'387.8 3'400.3 31.10.2008 02:00:00.000 31.10.2008 02:59:59.999
There are several incompatibilities of the format of your data file. We will correct them one by one.
1. Using Notepad remove the title rows. Let the file starts with the data columns. Like this:
30.10.2008 23:00:00.000 3'412.8 3'414.8 3'400.3 3'404.8 30.10.2008 …
31.10.2008 00:00:00.000 3'404.8 3'407.3 3'382.3 3'391.3 31.10.2008 …
2. Remove the thousands separator ( apostrophe) . Replace it (Ctr+H) with nothing (Replace All).
30.10.2008 23:00:00.000 3412.8 3414.8 3400.3 3404.8 30.10.2008 …
31.10.2008 00:00:00.000 3404.8 3407.3 3382.3 3391.3 31.10.2008 …
3. Change the format of the bar time. 23:00:00.000 -> 23:00 Use replace :00.000 with nothing.
30.10.2008 23:00 3412.8 3414.8 3400.3 3404.8 30.10.2008 23:00 …
31.10.2008 00:00 3404.8 3407.3 3382.3 3391.3 31.10.2008 00:00 …
4. Replace the three intervals between price columns with comma.
30.10.2008 23:00,3412.8,3414.8,3400.3,3404.8,30.10.2008 23:00,30.10.2008 23:59:59.999,
31.10.2008 00:00,3404.8,3407.3,3382.3,3391.3,31.10.2008 00:00,31.10.2008 00:59:59.999,
5. Replace the interval delimiter between date and time with coma
30.10.2008,23:00,3412.8,3414.8,3400.3,3404.8,30.10.2008,23:00,30.10.2008,23:59:59.999,
31.10.2008,00:00,3404.8,3407.3,3382.3,3391.3,31.10.2008,00:00,31.10.2008,00:59:59.999,
5. Save the file as F40CFD60.CSV Use quotation marks in order to force the Notepad to change the file extension. “F40CFD” is the name of the instrument. “60” is the time frame in minutes.
6. Open this CSV file in Microsoft Excel or in Open Office Calc and remove all the time columns after price close. Be careful. The program can remove none meaning zeroes from the prices but FSB needs at least one number after the decimal separator. You can add a dummy volume column if you want. Fill it with zeroes. Save the file.
10/30/08,23:00,3412.80,3414.80,3400.30,3404.80,0
10/31/08,00:00,3404.80,3407.30,3382.30,3391.30,0
10/31/08,01:00,3391.30,3409.80,3388.30,3397.30,0
10/31/08,02:00,3397.30,3405.80,3387.80,3400.30,0
10/31/08,03:00,3399.80,3424.80,3391.30,3415.80,0
7. Put this file in Data directory of Forex Strategy Builder.
8. Use Market Menu-> Edit Instruments to add F40CFD. Set the spread, swaps, commissions…
That is all. You can automate the process by using the AWK converter.
AWK Converter