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token_reference_for_file_exports

Token Reference for Custom File Formats

Special “tokens” are simply text within parenthesis that is translated by the system before being output. For example, the {Symbol} token automatically gets translated into the instrument symbol that is currently being exported (eg. “EURUSD”). Below is a list of special tokens that are recognised by the system and you can use to design your own custom export file formats.

Bar

(These fields are only applicable when generating bar data i.e. all except for 'Tick' time frame)

  • {BarBeginTime} - The time the bar begins. Time is in the time-zone specified. (See section on 'Date/time specifiers' to see further options to adjust the format of the time.)
  • {Open}, {High}, {Low}, {Close} - The OHLC prices of the bar. Prices are based off the bid price of the tick data.
  • {Volume} - The traded volume for that bar.
  • {BarTickCount} - The number of tick/price movements that occurred within a bar.
  • {BarMaxSpread} - The maximum spread that occurred in the bar, expressed in decimal (eg. 0.00021 for a 2.1 pip spread).
  • {BarMaxSpreadInt} - The maximum spread that occurred within a bar, expressed as an integer. For a 4-digit symbol, this will appear as “2” for a 2.1 pip spread and for a 5-digit symbol, it would appear as “21”.

Tick

(These fields only applicable when using 'Tick' time frame)

  • {Timestamp} (various formats) - The time of the current tick. Time is in the time-zone specified. (See section below on 'Date/time specifiers' to see further options to adjust the format of the time.)
  • {BidPrice} - The bid price for current tick.
  • {BidVolume} - The bid volume for the current tick.
  • {AskPrice} - The ask price for the current tick.
  • {AskVolume} - The ask volume for the current tick.
  • {BidAskSpread} - The bid-ask spread of the tick expressed in decimal (eg. 0.00021 for a 2.1 pip spread).
  • {BidAskSpreadInt} - The bid-ask spread of the tick, expressed as an integer. For a 4-digit symbol, a spread of 2.1 pips would appear as “2” and for a 5-digit symbol, it would appear as “21”.

Special

  • {Comma} - Inserts a comma into the output (or you can just use the , character).
  • {Tab} - Inserts a tab into the output
  • {Random:x,y} - A random number between x and y (inclusive). For example, {Random:1,20} will pick a random number between 1 and 20. These values can be used to generate random spreads, for example.

Instrument

  • {Symbol} - The current instrument symbol (eg. EURUSD).

Date/Time

  • {CurrentDate} - The current date and time in various formats (Do not confuse with bar time stamp!)

Data/time format specifiers & descriptions

The specifiers below allow you to fine-tune the format of any date/time fields.

  • “d” The day of the month, from 1 through 31.
  • “dd” The day of the month, from 01 through 31.
  • “ddd” The abbreviated name of the day of the week.
  • “dddd” The full name of the day of the week.
  • “f” The tenths of a second in a date and time value.
  • “ff” The hundredths of a second in a date and time value.
  • “fff” The milliseconds in a date and time value.
  • “ffff” The ten thousandths of a second in a date and time value.
  • “fffff” The hundred thousandths of a second in a date and time value.
  • “ffffff” The millionths of a second in a date and time value.
  • “fffffff” The ten millionths of a second in a date and time value.
  • “F” If non-zero, the tenths of a second in a date and time value.
  • “FF” If non-zero, the hundredths of a second in a date and time value.
  • “FFF” If non-zero, the milliseconds in a date and time value.
  • “FFFF” If non-zero, the ten thousandths of a second in a date and time value.
  • “FFFFF” If non-zero, the hundred thousandths of a second in a date and time value.
  • “FFFFFF” If non-zero, the millionths of a second in a date and time value.
  • “FFFFFFF” If non-zero, the ten millionths of a second in a date and time value.
  • “g”, “gg” The period or era.
  • “h” The hour, using a 12-hour clock from 1 to 12.
  • “hh” The hour, using a 12-hour clock from 01 to 12.
  • “H” The hour, using a 24-hour clock from 0 to 23.
  • “HH” The hour, using a 24-hour clock from 00 to 23.
  • “K” Time zone information.
  • “m” The minute, from 0 through 59.
  • “mm” The minute, from 00 through 59.
  • “M” The month, from 1 through 12.
  • “MM” The month, from 01 through 12.
  • “MMM” The abbreviated name of the month.
  • “MMMM” The full name of the month.
  • “s” The second, from 0 through 59.
  • “ss” The second, from 00 through 59.
  • “t” The first character of the AM/PM designator.
  • “tt” The AM/PM designator.
  • “y” The year, from 0 to 99.
  • “yy” The year, from 00 to 99.
  • “yyy” The year, with a minimum of three digits.
  • “yyyy” The year as a four-digit number.
  • “yyyyy” The year as a five-digit number.
  • “z” Hours offset from UTC, with no leading zeros.
  • “zz” Hours offset from UTC, with a leading zero for a single-digit value.
  • “zzz” Hours and minutes offset from UTC.
  • “:” The time separator.
  • “/” The date separator.

Date/Time Examples

Outputting the Tick Time-stamp

  • {Timestamp:yyyyMMdd HHmmss}

    yields

    20120112 010210

    (Note: You must be using the 'Tick' timeframe to output the Timestamp token).

Outputting the Bar Time-stamp

  • {BarBeginTime:yyyy-MM-dd},{BarBeginTime:HH:mm}

    yields

    2016-12-11,09:10

    (Note: You must be using a bar time-frame (such as '5 minutes)' to output the BarBeginTime token).

token_reference_for_file_exports.txt · Last modified: 2019/05/22 06:39 by tickstory