Market data · Local CSV import
Prepare a minute-bar CSV the importer can replay
DayTradeDrill accepts validated one-minute OHLC files for local replay. Match the columns, timestamp meaning, time zone and price tick to your source, then check the selected continuous window before trading.
Method
A reliable import workflow
Export one-minute OHLC data
Prepare UTF-8 text with ascending, unique minute timestamps and open, high, low and close prices. Convert spreadsheets, archives and tick data before choosing the file.
Set timestamp and price meaning
Choose whether the source time marks the start or end of each minute, enter the fixed UTC offset for unzoned timestamps, and set a tick size that matches every price.
Validate the file and inspect windows
Review the row error, missing-minute count and available ranges. The importer does not silently sort, round off-grid prices or fill gaps; only continuous qualifying windows can be replayed.
Set contract and cost assumptions
Set the local instrument, quote currency, multiplier, quantity step, margin and spread deliberately. Local import fees and slippage default to zero; adjust them to match your practice assumptions.
Which columns and timestamps does the importer accept?
A header row is required for standard CSV. The first column may be named timestamp, time, datetime or date, followed by the required price columns.
- Required columns: timestamp, open, high, low, close. Volume may be omitted or left empty.
- Column names are case-insensitive. Commas, semicolons and tabs are recognized; headerless minute files use semicolons.
- Accepted times include whole-minute ISO timestamps, compact minute timestamps, or Unix seconds/milliseconds. A Z or explicit UTC offset takes precedence over the settings offset.
- Excel workbooks, compressed archives and tick records need conversion to minute OHLC before import.
Keep time and price values explicit
The importer validates source values rather than repairing them silently, so set assumptions that describe the actual file.
- Unzoned timestamps use the fixed UTC offset entered in setup. Daylight-saving changes are not inferred automatically.
- Timestamps must be valid whole minutes in strictly ascending order with no duplicates.
- Prices must be positive and align exactly to the selected tick size; highs and lows must contain the open and close. Invalid prices are rejected, not rounded.
- A missing minute is counted but not filled. A replay window uses only continuous data.
Understand warm-up and replay-window limits
A larger file is not one unrestricted full-history test. The parser finds candidate continuous ranges that fit the training window rules.
- The current file limit is 40 MiB and 500,000 one-minute bars.
- A candidate needs 50 complete prior hourly bars for warm-up, then at least 30 continuous minutes to replay.
- Windows are split at UTC day boundaries and are at most one UTC day; a selected range may be shorter than a full trading day.
- Imported bars are processed in the browser and stored locally for the selected replay. The raw market-data file is not uploaded or cloud-backed; keep the original so it can be imported again.
Example
CSV excerpt and complete synthetic sample
The downloadable 3,030-row file is deterministic synthetic fixture data, not recorded market prices. Set tick size to 0.0001 and minute start; the ISO Z timestamps already specify UTC.
timestamp,open,high,low,close
2024-01-01T00:00Z,1.0993,1.0995,1.0989,1.0991
2024-01-01T00:01Z,1.1000,1.1002,1.0997,1.0999
2024-01-01T00:02Z,1.1007,1.1009,1.1005,1.1007Scope
Do not treat the fixture as historical evidence
- The downloadable file is synthetic parser-test data, not real market history or a trading result.
- The importer does not infer exchange calendars, daylight saving, contract multipliers or currency conversion.
- Gaps are not repaired, unsorted rows are rejected, and prices outside the chosen tick grid are not rounded.
- Only continuous one-minute windows that pass warm-up and range checks can be replayed.