Format datas.

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JerLuc
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Posts: 25
Joined: Fri Jun 06, 2003 8:10 am
Location: FRANCE

Format datas.

Post by JerLuc »

Hi,
What are all data formats (day and intraday) supported by TBB?
Regards.
J.LUCE
Tim Arnold
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Re: Format datas.

Post by Tim Arnold »

Trading Blox supports comma delimited text files, one per market, sorted chronologically.

Daily
Futures:
Date (YYYYMMDD), Open, High, Low, Close, Volume, Open Interest, Delivery Month (YYYYMM), Unadjusted Close, Extra Data1, Extra Data2, Extra Data3, Extra Data4, Extra Data5, Extra Data6, Extra Data7, Extra Data8

Forex:
Date, Open, High, Low, Close, Volume, Unadjusted Close, Extra Data 1 ... 8

Stock:
Date, Open, High, Low, Close, Volume, Unadjusted Close, Extra Data 1 ... 8


Intraday adds time
Futures:
Date (YYYYMMDD), Time (HHMM), Open, High, Low, Close, Volume, Open Interest, Delivery Month (YYYYMM), Unadjusted Close, Extra Data1, Extra Data2, Extra Data3, Extra Data4, Extra Data5, Extra Data6, Extra Data7, Extra Data8

Forex:
Date, Time, Open, High, Low, Close, Volume, Unadjusted Close, Extra Data 1 ... 8

Stock:
Date, Time, Open, High, Low, Close, Volume, Unadjusted Close, Extra Data 1 ... 8
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