JTOOLS INTERVAL FILE GENERATOR GUI


JTools Table of Contents



Project Location: \JTools_IntervalFileGenerator_GUI




Just like the standard JTools_IntervalGenerator console application, the JTools_IntervalFileGeneratorGUI allows you to dump trade information for the entire universe of symbols in almost any fashion you desire. The system gathers information from NxCore Trade messages for interval data, and State Trades for EOD data. The application can be run from state files generated just before or at the desired time. Fields generated and field order, as well as symbol types (IE Equities, Futures, Indexes, etc) are determined by the usage strings (see below for a complete list of possible fields).

Unlike the console based Interval Generator, the JTools Interval Generator GUI application also combines the functionality of the JTools Batch Processor to make processing data which spans days, months or years trivial.




Batch Mode Parameters:

  • Start Date - Date of the first historical file to be processed.

  • Stop Date - Date of the last historical file to be processed.

  • Tape Set - The NxCore 2 or 3 letter tape set code.

  • Tape Path - Path to the historical tapes.

  • Continue on Errors - If checked and an error occurs (such as a missing file in the sequence) processing will continue with the next file. If unchecked processing will stop on the first error encountered.
 
Output Parameters:

  • Data Folder - Folder data files are created in. If blank the folders/files will be created in the same location the executable runs from.

  • Start Time (HHMM) - Example - "0930" If use exact time is set to 0 (no), the system will start examining time from start time forward.

  • Stop Time (HHMM) - Example - "1600" If use exact time is set to 0 (no), the system will exit once stop time is passed.

  • Bar Interval (1-60) - If use exact time is set to 0 (no), files will be generated every Time Interval, between start time and stop time.

  • EOD Start Time (HHMM) - Example - "0930" If use exact time is set to 0 (no), the system will start examining time from start time forward.

  • EOD Stop Time (HHMM) - Example - "1600" If use exact time is set to 0 (no), the system will exit once stop time is passed.

  • EOD Interval (1-60) - If use exact time is set to 0 (no), files will be generated every Time Interval, between start time and stop time.

  • Data Usage String - Possible values:
    (s) Symbol (e) Listed Exg (d) Date (t) Time (S) Session Date (1) Open (2) High (3) Low (4) Last (5) NetChg (6) Total Volume (7) Tick Volume (8) Daily (or Session) Volume.

  • EOD Usage String - Possible values:
    (s) Symbol (e) Listed Exg (d) Date (t) Time (1) Open (2) High (3) Low (4) Last (5) NetChg (6) Total Volume (7) Tick Volume (8) Daily (or Session) Volume.

  • Symbol Usage String - Possible values:
    (b) Bonds (c) Currency (e) Equities (f) Futures (i) Indexes (m) Mutual Funds (o) Equity/Index Options (p) Future Options (s) Single Stock Options (z) Spreads

  • Listed Exg Filter - "0"=Include all exchanges. If only specific exchanges are desired, enter those exchange here, comma separated. IE for NYSE and NQEX - 3,12

  • Print Headers - Print headers in output file if checked.

  • Exg Codes as Text - If checked, exchange codes are output as text, otherwise they are output as numeric.

  • Output to Activity Monitor - Output will be displayed in the activity monitor if checked.

  • Process Empties - If checked issues with no data for the interval will be included and zeroed. If unchecked, only intervals where trading data was recorded will be output.

  • Output Symbol Prefix - If checked symbol prefixes will be output with the symbol.

  • Gen on Sat - If checked files will be generated on Saturday.

  • Gen on Sun - If checked files will be generated on Sunday.

  • Decimal precision - ("0" - "5", "-1" for auto based on price type).


Project Location: \JTools_IntervalFileGenerator_GUI




JTools Table of Contents