Price Data

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What is Price Data?

The Price Data is a text file containing the prices for some instrument, for some time frame and for some period. The Price Data files are used in the Indicator Debugger and Strategy Debugger applications to simulate the market.

Where Get the Price Data?

1) Marketscope and Indicore SDK use the quotes manager server to load the 1-minute quote data for the chosen instrument in chosen period.

2) The SDK installation contains a small set of price files for basic instruments and basic time frames. These files are located in the data folder inside the SDK folder.

3) You can save any bar chart in the Marketscope application using "File, Export To Indicore..." command.

4) You can download the whole 2010 year 1-minute historical data from http://www.fxcodebase.com site. See CodeBase Price Archive for details.

5) You can create your own application and save any data in the Indicore SDK data format.

Data File Format

Common Information

The price data file is just a plain text file. Each line of the file contains a number of data columns separated with semicolon (;). The line must be terminated by CR/LF sequence (\0x0d\0x0a).

Please note that the numbers are always formatted with no thousand separators, with dot (.) as the decimal separator.

The dates are always in EST time zone in DD.MM.YYYY HH:MM:SS format. The time format is 24-hour.

Header Line

The first text line is a header. The following values must be specified in the header:

ColumnValue
1 must always be HDR
2 The name of the instrument in XXX/YYY format.
3 The date and time when the data starts. The format is DD.MM.YYYY HH:MM:SS. The time zone shall be EST
4 The date and time when the data ends. The format is DD.MM.YYYY HH:MM:SS. The time zone shall be EST.
5 The time frame in format XN where X is the time unit and N is the number of time units in time frame. The time units can be:
mMinutes
HHours
DDays
WWeeks
M Months

For example, m15 means 15-minutes bars, H3 - means 3-hours bars.

71 or 0. 1 is indicating that the data has the volume information, 0 is indicating that the data does not have the volume information.
8Pip. The numeric value equal to 1 pip of the instrument. For example, EUR/USD pip value must be 0.0001.


The example of the header line:

HDR;EUR/USD;05.09.2010 22:00:00;06.09.2010 17:00:00;H1;1;0.000100

Data Line

All other lines must be a data line. Each line must specify one bar. The oldest bar must come first.

ColumnValue
1 must always be DAT
2 The date/time when the bar begins in DD.MM.YYYY HH:MM:SS format.
3 Bid Open Price of the Bar
4 Bid High Price of the Bar
5 Bid Low Price of the Bar
6 Bid Close Price of the Bar
7 Ask Open Price of the Bar
8 Ask High Price of the Bar
9 Ask Low Price of the Bar
10 Ask Close Price of the Bar
11 Bid Volume
12 Ask Volume

The example of the data line:

DAT;22.02.2011 07:03:00;1.36715;1.36723;1.36703;1.36716;1.36740;1.36748;1.36728;1.36742;171;171


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