TradeStation Help

About 3rd Party Data

In addition to using data obtained from the TradeStation Data Network, you have the ability to plot 3rd party data in a Chart Analysis or RadarScreen window from previously created ASCII or MetaStock (9.x or greater) data files stored on your computer or local area network. For example, this allows you to use proprietary data that may have been generated through another application (such as Excel) or that was obtained for exotic markets not currently supported by the TradeStation Data Network.

There are two types of supported 3rd party data files:

• ASCII data - A delimited text file that supports a variety of user formatting options including the ability to specify different kinds of delimiters and the number and order of data fields. Each line of data represents a tick or a bar interval and contains a date/time stamp along with user definable price data. See ASCII 3rd Party Data Guidelines for detailed guidelines and specifications.
• Metastock data (daily only) - A specific format that is not user definable and can be used to plot daily, weekly, monthly, and point & figure bars. Metastock data must be version 9.x or greater.

The first time you plot from a 3rd party data file, you may be asked to verify the date format, symbol description, and sessions. These settings are saved in the Symbol attribute file so that the next time you type or select the 3rd party symbol the information will automatically be retrieved.

• Symbol attribute (attribute.ini) file - A text file that stores default, symbol-specific, and root-specific symbol attributes for 3rd party data files that reside within the same directory as the symbol attribute file. See Symbol Attribute File Guidelines for more information on the format and editing of this file.

When you first plot from a 3rd party data file, you may be asked to verify the field order if it hasn't already been specified in a header row. This field order information is then stored in a separate Data Order Parameter file so that is can be automatically retrieved the next time you select the 3rd party symbol.

• Data Order Parameter (.dop) file - A delimited text file containing a single header line that defines the field order of a specific data file or all data files that reside in the same directory. See Data Order Parameter File Guidelines for more information on the format and editing of this file.

If your 3rd party data is associated with an exchange that isn't supported by the TradeStation data network, you can create and maintain this information is your own exchange file.

• Custom Exchanges (custexch.txt) file - A text file that includes custom exchange names and the number corresponding to the appropriate time zone. See Custom Exchanges - 3rd Party Data for more information.

Related Topics

Plotting 3rd Party Data Symbols

ASCII 3rd Party Data Guidelines

Symbol Format - 3rd Party Data