TradeStation Help
In order to plot the data, TradeStation needs to know what each data field in the file represents. The most common way to identify each data field is to include a header line as the top line in the 3rd Party ASCII data file. In addition, you can define field order using an external .dop file that applies a header line to one or more data files. If no header or .dop file is available, you will be asked to specify the field order from the Format Symbol wizard when the data is first plotted.
There are 4 different field order methods that can be used to specify this information. All methods must follow the same guidelines as the header line described in ASCII 3rd Party Data Guidelines.
Data file: | MSFT.txt |
Parameter file: | MSFT.dop |
For the above files, the header file does take precedence over this file, therefore if the data file has a header and there is a corresponding .dop file, the header line is what is used in the platform.
Data files: | Test1.txt |
Test2.txt | |
Test3.txt | |
Parameter files: | Test3.dop |
AllData.dop |
For the above group of files, Alldata.dop would be used for Test1 & Test2. Test3.dop would be used for Test3.
The Data Order Parameter file is used to determine the field order for data in files that may not include their own header line. It can be thought of as a header line that's detached from the data file. Here are the requirements for the Data Order Parameter file:
The acceptable fields are as follows:
Field Name | Short Name | Purpose |
Date | Used to indicate the date of the bar or tick | |
Time | Used to indicate the time of the bar or tick | |
Open | O | Used to indicate the open of the bar |
High | H | Used to indicate the high of the bar |
Low | L | Used to indicate the low of the bar |
Close | C | Used to indicate the close of the bar or tick |
Volume | V | Used to indicate the volume of the bar or the Up Volume of the bar |
OpenInt | OI | Used to indicate the open interest of the bar for the Down Volume of the bar |
Other | Used as a placeholder |
Examples of several header lines in a .dop file would be: