TradeStation Help
If you are importing symbol data from an external ASCII data file for an exchange not supported by the TradeStation data network (see Supported Exchanges), then you can create a custom entry for the exchange name and associated time zone code in the user created custexch.txt file stored in the cal sub-directory of tradestation. the exchange and time zone is needed in order to interpret the data and time stamp the bars correctly. a list numeric time zone codes can be found under Time Zones Worldwide.
The following lists the format for custom exchange entries in the user created custexch.txt file. Once created, the custom exchange name can be included in the exchange field of the attributes.ini file in the directory containing the symbol data.
E.g. Custom Exchange1, 18
Custom Exchange2, 13
The exchange name may be truncated when it is displayed in the platform due to a limitation in the number of characters. This limitation is currently 7 characters.
If you specify an exchange that is not in our list of exchanges, or it is not defined in the custexch.txt file or if the file does not exist, then TradeStation will default to an 'NA' exchange name and the Eastern time zone.