QCBackfill appends backfill data from QuoteCenter.
Start QCBackfill.exe from the downloaded zip file. QCBackfill requires no
additional installations.
Append the symbols
In the symbol.txt file append the QuoteCenter symbols for which you want
backfill data. Do make sure the appended symbols are valid QuoteCenter symbols.
Append the symbols as per shown
Format the data
Next, define the data format. Different charting applications have different
data formats. The data appended from QCBackfill is highly customizable. Click on
the Settings button and define the data format as per your requirement.
General Settings
General Settings
In the General Tab, first select the data path from where you want to append the
data.
If you want any Header then check the "Append Header" checkbox and write down
the header in the Textbox below (the textbox will remain disabled if the
checkbox is in unchecked state).
Define how the date format will be. You can select the predefined formats or can
even define your custom formats.
Same with the time settings. You can choose the predefined format or can define
the same.
Choose the delimiter. "," (comma) is the most common delimiter. But you can
define your custom delimiter.
Choose the format in which you want to save the data files. Currently you can
save the files in txt or csv format. If you choose csv format make sure the
delimiter is ",".
Before you continue make sure to save the changes you made by clicking the Save
Settings button otherwise the changes will be lost.
Column Settings
Column Settings
Define the columns as per your requirement. Just select from the dropdown box
and choose your options. It's that simple. And ya, do make sure to save the
changes.
Formatting the settings is a one-time process. QCBackfill will remember the
settings when you restart the application.
Running the application
Before you run the application make sure QuoteCenter is running. First choose
whether you want to download data for multiple symbols or for Multiple Days by
clicking on the radio button.
Downloading data for Multiple
Symbol
Choose the date for which you want to download data for. Choose the number of
ticks you want to download and finally the periodicity (Tick or Minute). Click
on Get Data. Data will be downloaded for the symbols as per defined in the
symbol.txt file and the appended data will be saved in the predefined folder.
Downloading data for Multiple
Days
Choose the Start Date and the End Date for which you want to download data
(QuoteCenter stores 30 days of tick data and 180 days of minute data). Append
the Symbol for which you want to append data in the Symbol Textbox. Append the
number of ticks you want to download and lastly select the periodicity. Click on
Get Data. Data will be downloaded and saved in the predefined folder.
Before closing the application
do verify physically that all the data has been appended in the destination
folder. Downloading takes some time (particularly in case of tick data if the
ticksize is big.
QCBackfill can format data even for charting platform like NinjaTrader. To get
an idea on how to format the data for NinjaTrader, do have a look at
this
video.