TradeStation Help

Field Order - 3rd Party Data

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.

Data Field Order methods

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.

Data Order Parameter file guidelines

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: