Manual & Knowledge Base

This page is read only. You can view the source, but not change it. Ask your administrator if you think this is wrong.
====== 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".
   * **{BarMinSpread}** - The maximum spread that occurred in the bar, expressed in decimal (eg. 0.00021 for a 2.1 pip spread).
   * **{BarMinSpreadInt}** - The minimum 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).

====== Altering Token Output ======
 
Some numeric tokens provide the ability to modify their values. If, for example, you wish to add an additional spread to the BidPrice of a token, you can specify:

<code>{BidPrice+0.0001}</code>

This will add an amount of 0.0001 to the original output value. Similarly, most mathematical calculations can be applied including subtraction (-), division (/) and multiplication (*).

It is also possible to round numbers to the nearest digit using the "F" specifier like so:

<code>{Close:F0}</code>

The "0" indicates the number of digits to round to. "0" being whole numbers, "1" being 1 decimal place and so forth.

===== 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**

   * <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**

   * <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).
Manual & Knowledge Base

User Tools

Site Tools

Page Tools
