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token_reference_for_file_exports [2016/12/12 11:25] tickstory |
token_reference_for_file_exports [2019/05/22 06:37] tickstory [Bar] |
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* **{Open}**, **{High}**, **{Low}**, **{Close}** - The OHLC prices of the bar. Prices are based off the bid price of the tick data. | * **{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. | * **{Volume}** - The traded volume for that bar. | ||
- | + | * **{BarTickCount}** - The number of tick/price movements that occurred within a bar. | |
- | ===== Date/Time ===== | + | * **{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". | |
- | * **{CurrentDate}** - The current date and time in various formats //(Do not confuse with bar time stamp!//) | + | ===== Tick ===== |
- | + | **(These fields only applicable when using 'Tick' time frame)** | |
- | ===== Tick (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.) | * **{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.) | ||
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* **{AskPrice}** - The ask price for the current tick. | * **{AskPrice}** - The ask price for the current tick. | ||
* **{AskVolume}** - The ask volume 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 ===== | ===== Special ===== | ||
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* **{Symbol}** - The current instrument symbol (eg. EURUSD). | * **{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 ====== | ====== Data/time format specifiers & descriptions ====== | ||
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**Outputting the Tick Time-stamp** | **Outputting the Tick Time-stamp** | ||
- | * <code>{Timestamp:yyyyMMdd HHmmss}</code> yields <code>20120112 010210</code> (Note: You **must** be using the 'Tick' timeframe to output the 'Timestamp' tag) | + | * <code>{Timestamp:yyyyMMdd HHmmss}</code> yields <code>20120112 010210</code> (Note: You **must** be using the 'Tick' timeframe to output the **Timestamp** token). |
**Outputting the Bar Time-stamp** | **Outputting the Bar Time-stamp** | ||
- | * <code>{BarBeginTime:yyyy-MM-dd},{BarBeginTime:HH:mm}</code> yields <code>2016-12-11,09:10</code> (Note: You **must** be using a bar time-frame like '5 minutes') | + | * <code>{BarBeginTime:yyyy-MM-dd},{BarBeginTime:HH:mm}</code> yields <code>2016-12-11,09:10</code> (Note: You **must** be using a bar time-frame (such as '5 minutes)' to output the **BarBeginTime** token). |