Symbol data from an external ASCII file can be read by TradeStation as long as the text information in the file is properly formatted. This topic provides information about formatting the data fields and optional header in a 3rd party ASCII data file.
Each ASCII file may only contain data for a single symbol.
Each line of data in the file must be followed by a carriage return.
Each field in a line must be delimited by a comma, tab, or space. No other delimiters are permitted.
An optional header line may be included in the file to define the order of the fields on each line within the file.
The header must be the first line of the file.
The following table lists acceptable field names:
|Field Name||Short Name||Purpose|
|Date||Date of the bar or tick|
|Time||Closing time of the bar or tick|
|Open||O||Opening price of the bar|
|High||H||High price of the bar|
|Low||L||Low price of the bar|
|Close||C||Closing price of the bar or tick|
|Volume||V||Volume of the bar|
|OpenInt||OI||Open Int of the bar|
|Other||Reserved as placeholder|
An example of a header line and matching data would be:
The Date must be entered using one of the following formats:
When using a two digit year, the years less than 20 are assumed to be 21st century and the years 20-99 are assumed to be 20th century.
All times need to be in exchange time, in 24 hour format and can be entered using one of the following formats:
Examples of time formats would be:
11:15:04 AM can be entered as 111504 or 11:15:04
2:20:36 PM would be entered as 142036 or 14:20:36
3:30 PM would be entered as 1530 or 15:30