Text files with historical data
Text data source format
To correctly load data from a text file, you must write the first line of the document in the following format:
If this string is missing, the program will display the message "Format string not found" Possible options for parameters used in the header:
<TICKER> | Tool name. Optional |
<PER> | Period. Integer. |
<DATE> | Date yyyymmdd |
<TIME> | Time hhmmss |
<OPEN> | Candle opening price (bars only) |
<LOW> | Candle low price (bars only) |
<HIGH> | Candle high price (bars only) |
<CLOSE> | Candle closing price (bars only) |
<VOL> | Volume of the bar (or deal) |
<OI> или <INTEREST> | Open Interest |
<LAST> | Trade price (used for tick data) |
<MSEC> | Milliseconds |
<TRADENO> или <ID> | Trade number (for ticks) Integer |
<LAST> | Last value (for ticks) |
<OPER> | Trade direction (for ticks) "B", "S" |
<ASK> | The price of the best sell offer in the order queue (at the time of closing the bar, deal) |
<ASKQTY> | Volume of the best offer |
<BID> | Best demand price |
<BIDQTY> | Best demand volume |
<STEPPRICE> | Price step |
Note!
If you loaded a text document into the program that contains errors in the format of the data written to it, the program will generate an error "Error code 71. Can not recognize the data format for the text file." You can edit a text document manually in Excel or any other text editor with advanced features.
The program supports the format only with BAR START time. This is an important nuance that can cost money in real trading.
The first line of data in the file is the oldest date. The last line, with more recent data.
An example of writing data in a text file
Example #1. Period one minute
Example #2. Period 1 tick with trade number
Example #3. 1 tick period with trade direction and best bid and offer data, with open interest
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