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PostPosted: Fri Nov 19, 2010 8:52 am 
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Joined: Wed Jul 29, 2009 8:00 pm
Posts: 7
Hi,

I'm a beginner with the OQ system and am facing issues while loading 5 min data. I can import 5 min data for a stock instrument and chart it from the instrument window but cannot run a strategy backtest on it ( built in four day long.. strat ). When I add that chart under the instrument column in the strategy backtest window, it returns a blank screen. Compared it against the built in MSFT 5 min data and that seems to work fine. Could you plz help me out.


Thanks,


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PostPosted: Fri Nov 19, 2010 12:48 pm 
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Joined: Wed Oct 08, 2003 1:06 pm
Posts: 833
Hi,

If you have 5 min bars in your local historical database (you should see the series if you double click the instrument in the Instruments window) - you should make sure that the 5 min bar request in the Market Data section in the Solution Explorer has "Build from trades" option unchecked (right-click it and uncheck the option if needed). In this case OQ will use the 5 min bars from the database, otherwise it tries to subscribe quotes/trades and build bars from them "on the fly".

Regards,
Sergey.


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PostPosted: Fri Nov 19, 2010 7:14 pm 
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Joined: Wed Jul 29, 2009 8:00 pm
Posts: 7
Hi Sergey,

Thank you for your response. It still does'nt work. Please see the attached txt file of the data I'm trying to upload. I'm able to upload it correctly by skipping the last three columns and using M/d/yyyy / HHmm formats ( and view the chart under the instruments window ) .

Thanks,


Attachments:
SMG.rar [50.28 KiB]
Downloaded 278 times
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PostPosted: Tue Nov 23, 2010 1:30 am 
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Joined: Wed Jul 29, 2009 8:00 pm
Posts: 7
Hi Sergey,

Could you plz help me with the query.

Thnx,


Neo


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PostPosted: Tue Nov 23, 2010 12:53 pm 
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Joined: Wed Oct 08, 2003 1:06 pm
Posts: 833
Hi,

I have imported the data from the SMG.rar and it works fine on my side. I can subscribe to the 5 min bars and simulate them in OQ. Could you please make sure that you have 5 min bars series in the database? Double-click the instrument in the Instruments window, Data window should be opened and there should be a series called "Bar 5 min", do you see it?

Another thing you could check is that the StartDate and StopDate properties of the Solution are set correctly (right-click the solution node in the Solution Explorer and click Properties).

Regards,
Sergey.


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