| SmartQuant Discussion http://www.smartquant.com/forums/ |
|
| Is it possible to import data with Nanosecond precision? http://www.smartquant.com/forums/viewtopic.php?f=86&t=14849 |
Page 1 of 1 |
| Author: | azuric [ Tue Aug 07, 2018 4:17 pm ] |
| Post subject: | Is it possible to import data with Nanosecond precision? |
Hi, I have data that is nanosecond timestamped, is it possible to import this? I keep getting errors so assuming no. |
|
| Author: | skuvv [ Tue Aug 07, 2018 5:38 pm ] |
| Post subject: | Re: Is it possible to import data with Nanosecond precision? |
Hello, try following pattern: Input string: 123.22,2018.08.07 17:29:23.111222 Mask for datetime: yyyy.MM.dd HH:mm:ss.ffffff Attachment: trade with ns.png [ 13.46 KiB | Viewed 14474 times ] Check using strategy: protected override void OnTrade(SmartQuant.Instrument instrument, SmartQuant.Trade trade) { Console.WriteLine(trade.DateTime.ToString("yyyy.MM.dd HH:mm:ss.ffffff")); } result: 2018.08.07 17:29:23.111222 |
|
| Author: | azuric [ Tue Aug 07, 2018 7:04 pm ] |
| Post subject: | Re: Is it possible to import data with Nanosecond precision? |
That's microsecond the best i can get to work is 100th of nanosecond. |
|
| Author: | skuvv [ Wed Aug 08, 2018 2:28 pm ] |
| Post subject: | Re: Is it possible to import data with Nanosecond precision? |
You are right, 7 digits is limit of parsing. In this case, the best way is to programmatically import with the analysis of the length of the digits after the point. Selecting a substring with nanosecond part and adding it to datetime. |
|
| Page 1 of 1 | All times are UTC + 3 hours |
| Powered by phpBB® Forum Software © phpBB Group https://www.phpbb.com/ |
|