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  • TSLab trading platform
  • For newbies
    • A beginner's guide
      • Purchasing a license key for a data provider
      • An example of connecting text quotes
      • Example of connecting a data provider to a broker / exchange
      • An example of creating a script in TSLab
      • An example of creating a trading algorithm in TSLab
  • Installing TSLab
    • TSLab Installation Guide
      • System requirements
      • TSLab Installation manual
    • Update TSLab
      • Preparing for update
      • Release build
      • Nightly build
    • Restarting the TSLab program
    • TSLab Changelog
      • TSLab 2.1 Changelog
      • TSLab 2.2 Changelog
        • 2.2.26.0 - 2024/01/31
        • 2.2.25.0 - 2024/01/17
        • 2.2.24.0 - 2024/12/04
        • 2.2.23.0 - 2024/09/19
        • 2.2.22.0 - 2024/08/30
        • 2.2.21.0 - 2024/05/17
        • 2.2.20.0 - 2024/05/15
        • 2.2.19.0 - 2024/02/21
        • 2.2.18.0 - 2024/02/09
        • 2.2.17.0 - 2023/11/16
        • 2.2.16.0 - 2023/10/20
        • 2.2.15.0 - 2023/10/13
        • 2.2.14.0 - 2023/08/11
        • 2.2.13.0 - 2023/05/12
        • 2.2.12.0 - 2023/02/28
        • 2.2.11.0 - 2022/12/15
        • 2.2.10.0 - 2022/10/27
        • 2.2.9.0 - 2022/09/16
        • 2.2.7.0 - 2022/06/23
        • 2.2.5.0 - 2022/04/29
        • 2.2.3.0 - 2022/04/01
        • 2.2.2.0 - 2021/12/29
  • Data providers
    • Cryptocurrency exchanges
      • Binance Cryptocurrency Exchange
        • Registration on Binance
          • Registration on Binance Exchange website
          • Configure Binance Wallet
          • Creating a Binance API Key for TSLab
          • Binance. Transferring USDT from wallet to wallet without commission
        • Registration on TSLab [Binance]
          • Account registration on the TSLab website [Binance]
          • Creating a free Binance Data Provider for TSLab
        • Setting up a Binance Data Provider in TSLab
        • TSLab Binance Edition
          • Starting the program
          • Configuring the Binance Data provider
      • Bitget Cryptocurrency Exchange
        • Registration on the Bitget official website
        • Creating a Free Bitget Data Provider
        • Configuring the Bitget Data Provider in TSLab
      • ByBit Cryptocurrency Exchange
        • Registration on the ByBit website
        • Creating a free ByBit data provider
        • Configuring the ByBit Data Provider in TSLab
      • Deribit Cryptocurrency Exchange
        • Deribit data provider settings
        • Deribit. Frequently asked questions and useful information
        • Deribit. Possible problems and solutions
        • Deribit Margin Requirements Calculation
        • An example of a ready-made script for Deribit
      • Kucoin Cryptocurrency Exchange
        • Registration on the KuCoin official website
        • Creating an API key on the KuCoin website
        • Issuing a free license for KuCoin Data Provider
        • Setting up the KuCoin data provider in TSLab
      • OKX Cryptocurrency Exchange
        • Setting up an OKX account
          • Registration on the OKX website
          • OKX API Key creation
          • Issuing a free license for OKX Data Provider
          • Setting up the OKX data provider in TSLab
          • OKX demo account
        • TSLab OKX Edition
          • First launch of TSLab OKEx Edition
          • Configuring the OKEx data provider
          • Trading in TSLab [OKEx]
          • OKEx Demo
    • Historical Data
      • YahooFinance
      • Offline data provider in CSV format
      • An example of connecting text quotes
      • Text files with historical data
    • Interactive Brokers
      • Getting Started with Interactive Brokers Data Provider
        • Installing and configuring the Trader Workstation (TWS) terminal
        • Installing and configuring the IB Gateway terminal
      • Features of working with Interactive Brokers data provider
      • Known issues for Interactive Brokers Data Provider
      • Loading instruments in a package
  • Working with the program
    • Main menu
      • File
        • Program Settings
      • View
        • Chart
          • Features of working with the Chart in TSLab
          • Chart Controls
        • Depth of Market
        • Quotes
        • All Trades
      • Data
        • Data Providers window
        • Add online data provider
        • Add offline data provider
      • Lab
        • Scripts window
          • Script Container
      • Trading
        • Accounts window
        • Positions window
        • My trades window
        • My orders window
          • Move orders and deals to an agent
        • Autotrading Control Center window
          • Agent window
          • Agent trading settings
            • Event recalculations
            • Slippage
          • "Forget errors" of the agent
        • Orders manager
          • Linking a manually completed order to an agent
        • Agent Control Center window
      • Tools
        • Data backup and recovery
        • Notifications manager
          • Notifications Manager Filters
          • Reference List of Service Message Numbers
          • Example of setting up notifications for Gmail
        • Export to Excel
    • Common interface
      • Status bar
      • Tab
      • Workspace
      • Spreadsheets
    • Visual editor
      • Toolbar
        • Compress and Decompress Blocks
      • List of visual blocks
        • Service Elements
        • Cycles
        • TSChannel
      • The syntax of the Formula, Boolean expression and String expression blocks.
    • Autotrading Control Center
      • Agent trade settings
        • Agent trade settings - Placing orders
        • Agent trading settings - Script execution
        • Agent trading settings - Events
    • TSLab API
      • API Introduction
        • Visual Studio Installation
        • First script (API)
        • First Indicator (API)
        • Script Debugging
        • Logging
      • Writing scripts on the API
        • Trading Instrument Data
        • Working with positions
        • List of deals
        • The order queue
        • Standard Indicators and Handlers
        • Script parameters
        • Caching
        • Local and global cache
        • Multiple Tools
      • Writing indicators on the API
        • Stream indicator
        • Bar indicator
        • Pre-processed indicator
        • Indicator with multiple calculations
      • Additional features
        • The ability to create your own optimizers *
        • C ++ / CLI script
        • API Control Panel
        • Result from script
        • * Оптимизация. Пул массивов.
      • Examples
        • Get script results
        • Get script parameters
        • Get script and agent settings
        • Get position balance (net worth)
        • An example of a strategy Breakout of the Donchian channel
        • Example of a Moving Average Crossover strategy
        • Indicator example
        • How to speed up the processing of a script on the API
        • Links to examples
      • Question - Answer
        • HandlerParameter Attribute
    • Optimization
      • Insufficient load on a multicore processor
  • Examples of scripts and indicators
    • Examples of algorithms and indicators
    • Examples of implementing strategies in TSLab
      • A trading system based on indicator CCI
      • A trading system based on Standard Deviation
      • A trading system based on Aroon
      • A trading system based on ADX and DI technical indicators
      • A trading system based on the RSI indicator
      • Example of a trading strategy without parameters
  • TSLab website
    • TSLab Support Service
      • Memory dump of TSLab application
      • TSLab program log files
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On this page
  • Text data source format
  • An example of writing data in a text file

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  1. Data providers
  2. Historical Data

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:

<DATE>,<TIME>,<OPEN> ...,<VOL>

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

<TICKER>,<PER>,<DATE>,<TIME>,<OPEN>,<HIGH>,<LOW>,<CLOSE>,<VOL>
NYMEX.PL,1,20140801,000000,1462.9,1463.4,1462.9,1462.9,16
NYMEX.PL,1,20140801,000200,1463.6,1463.8,1462.9,1462.9,19
NYMEX.PL,1,20140801,000300,1463.8,1463.8,1463.8,1463.8,1
NYMEX.PL,1,20140801,000600,1463.2,1463.2,1462.70,1462.9,19

Example #2. Period 1 tick with trade number

<DATE>,<TIME>,<LAST>,<VOL>,<ID>
20160713,100000,94150,2,1538194180
20160713,100000,94120,1,1538194181
20160713,100000,94100,1,1538194182
20160713,100000,94100,2,1538194183
20160713,100000,94100,1,1538194184

Example #3. 1 tick period with trade direction and best bid and offer data, with open interest

<DATE>,<TIME>,<MSEC>,<TRADENO>,<LAST>,<VOL>,<OPER>,<ASK>,<ASKQTY>,<BID>,<BIDQTY>,<INTEREST>,<STEPPRICE>
20190108,100000,000,2206980738,1.1473,1,B,1.1515,1951,1.1462,4187,103604,6.78181
20190108,100000,000,2206980739,1.1478,1,B,1.1515,1951,1.1462,4187,103604,6.78181
20190108,100000,000,2206980740,1.1478,1,B,1.1515,1951,1.1462,4187,103604,6.78181
20190108,100000,000,2206980741,1.1483,4,B,1.1515,1951,1.1462,4187,103604,6.78181

Last updated 2 years ago

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