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.
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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).
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Project Location: \JTools_IntervalFileGenerator_GUI
JTools Table of Contents
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