HotTrader Supported Data Formats

HotTrader reads three types of data files. These are ...

1. MetaStock format data files.
2. ASCII files - a variety of specific fields and layouts. These are detailed below.
3. Tradestation System Report files. This is number 12 in the ASCII list below, labelled "Equity File".

When looking for data files, HotTrader first searches a directory for MetaStock format files, specifically, the Master file. If found, security names are displayed and any other file types in that directory are ignored. If no MetaStock format files are found, it searches for ASCII files. Therefore, do not put both MetaStock and ASCII format files in the same directory, otherwise HotTrader will only display the MetaStock format files. 

MetaStock Format Files

MetaStock Format Files with 3 different field layouts are supported. These are ...

1. Date Open High Low Close Volume. 
2. Date Open High Low Close Volume Open Interest. 
3. Date High Low Close Volume. 

The first two field layouts are supplied by virtually all major data vendors. The third one with no Open is for older data. HotTrader will put the Close price in where the Open should be, but be aware that some of the special swing chart calculations use the opening price, so for total accuracy your data should contain the correct Open. HotTrader does not support editing of MetaStock format data files. To edit these, use the software supplied by your data vendor. 

ASCII Format Files

Important Note About Reading ASCII Data Files. Don’t have two ASCII data files with the same file name but different file extension in the same directory. For example, you cannot have two data files called BHP.prn and BHP.hst in the same directory and have HotTrader load and display them correctly. If you load, say, BHP.prn, make changes to the chart, for example, display a swing chart, then try to load BHP.hst, HotTrader will not display BHP.hst. If you have data files like this, keep them in separate directories., then HotTrader will be able to keep track of them and display them all correctly. 

Fields and layouts for supported ASCII files are detailed below. Files must match these layouts exactly in order to be read. 

1. Space Delimited
   D O H L C V OI  
   Date in YYMMDD
   941027 2000 2010 2000 2005 58999 203000
   May or may not have a heading
      
2. Space Delimited
   D O H L C V (No Open Interest)  
   Date in YYMMDD
   941027 2000 2010 2000 2005 58999
   May or may not have a heading
     
3. Space Delimited
   D O H L C
   Date in YYMMDD  
   941027 2000 2010 2000 2005 58999 203000
   May or may not have a heading
     
4. Comma Delimited
   D,O,H,L,C,V,OI  
   Date in YYMMDD
   941027,2000,2010,2000,2005,58999,203000
   Not Heading Specific
     
5. Comma Delimited
   Date,Time,Open,High,Low,Last
   Date in YYMMDD
   941027,1600,2000,2010,2000,2005
   4 Digits in the Time
   Heading Specific.
   This file is created by Futuresource Software. Do not change the Headings which Futuresource puts on the file, leave it exactly as Futuresource creates it. See "Dump an ASCII file created in Futuresource straight into HotTrader" in on-line Help - Select "File Types Supported" from Help Contents. 
     
6. Comma Delimited
   D,O,H,L,C,V
   Date in YYMMDD
   941027,2000,2010,2000,2005,58999
   Not Heading Specific
     
7. Comma Delimited
   D,O,H,L,C
   Date in YYMMDD
   941027,2000,2010,2000,2005
   Not Heading Specific
     
8. Comma Delimited 
   Tick File
   "Date","Time","Last"
   Date in YYMMDD
   941027,0950,2010
   4 digits in the time
   Not Heading Specific
     
9. Comma Delimited
   D,O,H,L,C,V,OI
   Date in YYMMDD
   941027,2000,2010,2000,2005,58999,203000
   Not Heading Specific
     
10. Comma Delimited
    D,O,H,L,C,V
    Date in YYMMDD
    Exchange Symbol precedes date
    BHP,941027,2000,2010,2000,2005,58999
    Not Heading Specific
      
11. Comma Delimited
    TICKER,PER,DTYYMMDD,TIME,O,H,L,C,V,O,OI
    @CL0595,D,940307,0,16.4000,16.4000,16.3100,16.3100,103,16.4000,3251
    This is the type of ASCII file produced by MetaStock Software. To convert a MetaStock format file to this type of ASCII file, select "The Downloader" from MetaStock, then from The Downloader main menu, select Tools | Convert. HotTrader does not support editing of this file type. 
      
12. Equity File
    This is a System Report file produced by Tradestation, and looks like this ...
       
    HotTrader will chart the "Cumulative" column of numbers, and can compress them into a bar chart. Swing charts and other indicators can then be run on the chart. 
    To display this type of file, from the HotTrader Main Menu, select File | Open Equity File or click the "Open Equity File" button. HotTrader does not support editing of this type of file. To display this type of file in HotTrader, leave it exactly as Tradestation produces it and do not edit it in other software. 
      
    Important note about reading Tradestation System Report Files - When compressing the "Cumulative" column of numbers into a bar chart, you will be asked for the degree of compression. The usual is 2 or 3, which will compress each 2 or 3 of the numbers in the "Cumulative" column into an "Open High Low Close" bar. Be aware that the compression starts from the first data point in memory which will generally be the first data point in the file (in the example above this would be -800). However, if you have a massive file, with, say, many thousands of trades in it, you may have to load a section of the file and so the compression will start from the first trade in memory which may not necessarily be the first trade in the file. 
      
13. Sydney Futures Exchange Format ASCII Files
    The Sydney Futures Exchange has a special ASCII Format
    The Sydney Futures Exchange makes its data available free on the internet, and it is in a special ASCII format. HotTrader reads the historical files directly and will chart the data. The On-Screen Editor also supports the format for manual updating and price correction. However, HotTrader does not automatically update the historical files. We suggest you carefully check the accuracy of this data from a reliable second source before using it as the basis for making trading decisions.
      
    How to Display an SFE Format Data File
    - From the HotTrader Main Menu select File | Open SFE Format File or
    - Click button 3 below, which will make buttons 3A and 3B visible.
    - Click button 3B, the "SFE" button
    
    This brings up the open SFE File dialogue box as pictured below.
    This dialogue box functions in exactly the same way as the normal Open File dialogue box, except that you can chose SYCOM Only, SYCOM and Daily Bars Combined, or Daily Bars (SYCOM Off)
      

In the picture above ...

Button number 1 below is for reading Tradestation system report files.

Button number 2 is for reading and displaying Sydney Futures Exchange data files. These are in a special ASCII format and are available for free download from the Sydney Futures Exchange web site. We do not recommend these data files for serious trading because there area lot of zeros in the data which upsets the automatic chart scaling in HotTrader. HotTrader does not support editing of these datafiles.

Important note about reading price data files from CD-ROM Drives - While HotTrader will read and display price data files direct from CD-ROM Drives, there are some limitations. To display swing charts on this data, you will have to copy it to your hard disk so HotTrader can make the Tick Value Table for each data file. The Tick Value Table is written into a subdirectory of the data directory, and since HotTrader cannot write to the CD, the data has to go on the hard disk. Also, HotTrader will not scan data on a CD using HotScan. The data must be copied to the hard disk first. 

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