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Linux 138: Incorrect volume in export data

1. When I export as CSV in Tradestation bar format, I see incorrect numbers for the last 2 Volume columns in the generated CSV file:

Date,Time,Open,High,Low,Close,Volume,Volume 01/03/2010,18:05,747.2,747.2,747.2,747.2,3,3 01/03/2010,18:10,748.8,749.3,748.6,748.6,3,3 01/03/2010,18:15,748.8,749.1,748.8,749.1,3,3 01/03/2010,18:25,749.7,749.7,749.7,749.7,2,2 01/03/2010,18:35,749.7,749.7,749.7,749.7,1,1 01/03/2010,18:55,748.8,748.8,748.8,748.8,1,1 01/04/2010,01:10,749.4,749.5,748.3,748.3,6,6 01/04/2010,02:05,749.4,750.5,749.4,750.4,17,17 01/04/2010,02:10,750.5,750.5,750.5,750.5,4,4

Here's the actual data file imported into SQX. Notice the final two "Up" and "Down" columns that do not match with exported Volume columns above.

"Date","Time","Open","High","Low","Close","Up","Down" 01/03/2010,18:05,747.20,747.20,747.20,747.20,0,6 01/03/2010,18:10,748.80,749.30,748.60,748.60,5,1 01/03/2010,18:15,748.80,749.10,748.80,749.10,6,0 01/03/2010,18:25,749.70,749.70,749.70,749.70,4,0 01/03/2010,18:35,749.70,749.70,749.70,749.70,3,0 01/03/2010,18:55,748.80,748.80,748.80,748.80,0,1 01/04/2010,01:10,749.40,749.50,748.30,748.30,3,9 01/04/2010,02:05,749.40,750.50,749.40,750.40,25,9 01/04/2010,02:10,750.50,750.50,750.50,750.50,8,0

2. Also, please clarify if the "Up" and "Down" volumes are internally added up before generated strategies

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Votes +1
Project StrategyQuant X
Type Bug
Status New
Priority Normal

History

murty

24.12.2023 18:08

Task created

murty

24.12.2023 18:08

Voted for this task.

Votes: +1