Historical Data Setup

Formats

Trading Blox supports MetaStock and ASCII text formats. The sample data is provided in ASCII since it is human readable and easier to debug. Also, the MetaStock format does not include the Unadjusted Close or the Delivery Month for futures data, nor can you add extra fields to be imported and used.

There are comprehensive tutorials on data setup.

CSI Data: http://www.tradingblox.com/tradingblox/howto-ua.htm

Worden Data: http://www.tradingblox.com/tradingblox/howto-worden.htm

File Names

Metastock

With the Metastock format you don't need to deal with file names. If Trading Blox can read the Master file, it will locate all the file in the directory. For futures, be sure that the symbol is correct in the Futures Dictionary.

ASCII Text

Futures and Forex: The file name is entered in the Futures or Forex Dictionary. Be sure the file name entered here matches the file name in the selected folder. If the file name starts with the symbol, you can try to find the file using the Futures Dictionary "Find Symbol" button.

Stocks: The stock files must be named SYMBOL.TXT or SYMBOL.CSV where SYMBOL is the symbol of the stock.  For example, a file name for AAPL needs to be AAPL.CSV or AAPL.TXT and the file name for MSFT needs to be MSFT.TXT or MSFT.CSV.

ASCII Data Files

For ASCII format, the files must be comma delimited. Also be sure the dates are in sequential order from earliest date to latest date.

Daily Data

The fields must be set up as follows, with no header.

Futures:

YYYYMMDD, Open, High, Low, Close, Volume, Open Interest, Delivery Month (YYYYMM), Unadjusted Close, Extra Data 1 ... 8

Stocks and Forex:

YYYYMMDD, Open, High, Low, Close, Volume, Unadjusted Close, Extra Data 1 ... 8

Everything after DOHLC is optional. You can create a file that only contains DOHLC, or you can create a file that includes more. But if you want to include more, it must be in the right order. So if you want to include extra data 1 but you don't have the futures month, then leave an extra comma there.

If you are using CSI Unfair Advantage, the "ASCII Field Layout" for futures is DOHLCVINU. Also be sure the files are ASCII format, with .txt extension, and your data range is As Available to As Available.

Intraday Data

For intraday data, a header must be used with at least the first two items "Date,Time":

Date,Time,Open,High,Low,Close,Volume

Thereafter the format of the data is:

Futures:

YYYYMMDD, HHMM, Open, High, Low, Close, Volume, Open Interest, Delivery Month (YYYYMM), Unadjusted Close, Extra Data 1 ... 8

Stocks and Forex:

YYYYMMDD, HHMM, Open, High, Low, Close, Volume, Unadjusted Close, Extra Data 1 ... 8

Trading Blox accepts the following optional date formats: YYYYMMDD, YYMMDD, MM/DD/YYYY, MM/DD/YY.

Trading Blox accepts the following optional time formats: HHMM, HH:MM.

The Dictionaries

In order for Trading Blox to read your data, there needs to be a dictionary file. This can be in the Dictionary folder, or in the same folder as the data. This file contains the market specifics for the instruments.

If you don't have a Stock Dictionary in your stock data folder, Trading Blox will look for a Master file. If found, it will assume Metastock format, and if not found it will assume Text format. If text format, it will load all the files ending in .txt into the system. Since it has no information about these stocks, the symbol will be used as the description. If you would like to create a stockinfo.txt file, click here.

If you don't have a Futures Dictionary in your futures data folder, Trading Blox will give you some warnings on startup, but allow you to create a new one. Open the Futures Dictionary once you start up, and start creating new markets for all the instruments you are using. If you have CSI UA, you can use the Synch UA button and the Find File button to make this process much easier. Or you can copy the futuresinfo.txt file from our sample data folder into you new data folder as a way to get started more quickly. If you do copy the file in, be sure to restart so Trading Blox can read the new file.

Stock Dictionary:  StockInfo.txt

Futures Dictionary: FuturesInfo.txt

Forex Dictionary: ForexInfo.txt.

See Data and Folder Preferences to change the folder to your data's location.