token_reference_for_file_exports
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token_reference_for_file_exports [2016/12/12 11:28] tickstory |
token_reference_for_file_exports [2019/05/22 06:38] tickstory [Special] |
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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. | |
| + | * **{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 ===== | ===== Tick ===== | ||
| **(These fields only applicable when using 'Tick' time frame)** | **(These fields only applicable when using 'Tick' time frame)** | ||
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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 ===== | ||
| * **{Comma}** - Inserts a comma into the output (or you can just use the **,** character). | * **{Comma}** - Inserts a comma into the output (or you can just use the **,** character). | ||
| * **{Tab}** - Inserts a tab into the output | * **{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 ===== | ===== Instrument ===== | ||
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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). |
token_reference_for_file_exports.txt · Last modified: 2023/05/08 04:22 by tickstory
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