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I want to export tick data from Tradestation to a CSV that shows 1 price per bar and the only way I can see to do this is to use a tick chart and set the Tick Bar size to 1:
While that does accomplish what I want, there is a lot of "extra" data that takes time for Tradestation to load then export and which needs to be cleaned. Looking at this chart and table:
Starting at the top, there are 27 rows that show a price of 2081.25. I'd prefer just one row for this price and then the next one that is 2081.
Is there a way to do this? I tried with renko and range charts, but each bar still has a min of two different ticks in it whereas I only want one.
Thank you.
Can you help answer these questions from other members on NexusFi?
That is exactly what I did. Since this is the e-mini, there are quite a few data points which makes the file size large. To keep tradestation from crashing, I had to load and then export one week at a time. After that I wrote a script in R to combine the files.
This is certainly a manageable process for 2 months of data on one contract, but if I want to look at a few years of data for different contracts, it can get cumbersome, particularly the export part.
The other idea I had, but have not implemented, is to write an "indicator" in easylanguage that basically writes each price change with time to a csv.
