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Tradestation data precision


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GoldenRatio's Avatar
 GoldenRatio 
Philadelphia, PA
 
Experience: Advanced
Platform: Matlab, TradeStation
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I am looking to utilize TS data to perform some backtesting in another program. Yesterday I downloaded MSFT back to the start of trading on 3/14/86. The data is split adjusted (haven't investigated if dividend adjusted - I hope not) and only goes to the hundredths place:

MSFT 03/14/86 1600 0.09000 0.09000 0.09000 0.09000 342438220

Is there a way to adjust the precision further somewhere in TS? Obviously having OHLC all the same values doesn't work. I'd at least like 4 decimal places if not more. Any have any experience with this?

Thanks for reading and any help you may provide.


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  #2 (permalink)
 ABCTG   is a Vendor
 
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GoldenRatio,

as far as I am aware this is caused by how TS handles the adjustment and since this is done on their servers I don't think you can change the accuracy of the data that is downloaded.
There are several discussions about that in the forums, even feature requests to improve that. For example here:
https://community.tradestation.com/Discussions/Topic.aspx?Topic_ID=18516

Regards,

ABCTG


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