Hi there,
I am trying to import some historical tick data for futures and options trades into Amibroker using the ASCII importer. In the $FORMAT line in my default.format file, how do I specify fields that represent:
1) strike price
2) contract expiration date
In other words, is there some format specifier that will tell AB that a particular field in the ASCII data file is the strike price for that options contract and that another field is the contract expiration date ?
Any help would be greatly appreciated.
Thanks
- R
I am trying to import some historical tick data for futures and options trades into Amibroker using the ASCII importer. In the $FORMAT line in my default.format file, how do I specify fields that represent:
1) strike price
2) contract expiration date
In other words, is there some format specifier that will tell AB that a particular field in the ASCII data file is the strike price for that options contract and that another field is the contract expiration date ?
Any help would be greatly appreciated.
Thanks
- R