kibot

Data Format Converter

This tool is planned; not yet released. Kibot is developing an open-source command-line utility to convert between every supported Kibot data format, tick, second, minute, daily, weekly, monthly, quarterly, yearly, plus platform-specific exports for NinjaTrader 8 and TradeStation. The goal is a single program that handles format changes, timeframe aggregation, and timezone adjustments so that downloaded Kibot files can be reshaped for any trading platform or analysis environment without custom scripting.

Planned Capabilities

The announced scope covers four broad areas: 60+ format combinations across tick, second, minute, daily, weekly, monthly, quarterly, and yearly resolutions plus NinjaTrader and TradeStation exports; batch processing of entire directories in a single command; validation that verifies file integrity, detects missing bars, and flags data anomalies before conversion; and timezone conversion to shift timestamps from Eastern Time to any target zone. For the canonical field-by-field specification of every format the converter targets, see Data format reference.

Planned Conversions

Timeframe aggregation:

  • Tick to Second bars (1s, 5s, 10s, 15s, 30s, 60s)
  • Tick to Minute bars (1, 2, 3, 5, 10, 15, 30, 60 min)
  • Minute to higher Minute bars (e.g., 1-min to 5, 10, 15, 30, 60)
  • Daily to Weekly, Monthly, Quarterly, Yearly

Platform-specific exports:

  • Any format to NinjaTrader 8 format (semicolon-delimited, yyyyMMdd dates)
  • Any format to TradeStation format (comma-delimited, with optional header row)

Other transformations:

  • Timezone conversion (any source format)
  • Bid/Ask stripping (tick with bid/ask to tick without bid/ask)

Example Usage

The announced CLI uses a --from / --to flag pair, with optional timezone and output path:

python kibot-convert.py input.txt --from tickbidask --to 5min --output output.txt

python kibot-convert.py input.txt --from 1min --to daily --output output.txt

python kibot-convert.py input.txt --from tick --to ninjatrader_tick --output output.txt

python kibot-convert.py input.txt --from 1min --to tradestation_1min --output output.txt

python kibot-convert.py input.txt --from tick --to 1min --tz "America/Chicago" --output output.txt

Current Status

The tool is under active development. Kibot plans to release it as an open-source project on GitHub when ready. Users with specific conversion needs or feature requests are invited to contact Kibot through the FAQ or the contact form.

Open Questions

  • Release timeline is unknown. Kibot has not published a public ETA, repository URL, or beta sign-up. This article will be updated when the source material changes.
  • License terms for the open-source release are not yet specified.
  • Scope of validation checks, the planned "detect missing bars and flag data anomalies" capability is not further defined. Whether it will use Kibot's own gap-detection heuristics (see Data completeness) or a simpler bar-count check is unclear.

Key Takeaways

  • The converter is an announced, not-yet-released open-source CLI for reshaping Kibot files across formats and timeframes.
  • Planned scope covers 60+ format combinations, batch directory processing, validation, and ET-to-arbitrary-timezone shifts.
  • The CLI takes --from <source_format> --to <target_format> flags, with optional --tz for timezone conversion and --output for the target path.
  • Aggregation follows the same one-way rule described in Data format reference, smaller timeframes roll up into larger ones, never the reverse.
  • No GitHub repository, release date, or license has been announced publicly as of this article's creation.
  • Data format reference, canonical spec for every input and output format the converter will handle.
  • Timezone conversion, background on ET-to-other-zone shifts that the --tz flag will perform.
  • Tick data, the tick-by-tick input format that aggregates up to second, minute, and daily bars.
  • Adjusted vs unadjusted data, why aggregating across split or dividend events needs the right column choice.
  • Data completeness, the gap-detection domain the converter's validation mode will touch.
  • Kibot Agent, the companion download tool that produces the raw files this converter reshapes.