User Tools

Site Tools


token_reference_for_file_exports

Differences

This shows you the differences between two versions of the page.

Link to this comparison view

Both sides previous revision Previous revision
Next revision
Previous revision
token_reference_for_file_exports [2016/12/12 11:30]
tickstory
token_reference_for_file_exports [2019/05/22 06:39] (current)
tickstory [Special]
Line 9: Line 9:
    * **{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)**
Line 18: Line 20:
    * **{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 =====
token_reference_for_file_exports.1481542206.txt.gz · Last modified: 2016/12/12 11:30 by tickstory