Historical Data Formats in Timing Solution

Historical Data Formats in Timing Solution (updated November, 2009)

Overview

I often get a question: "Can we use historical price data from other programs?" For example, you use Trader Station system or something else. And you want to use the price information from this program.

Right now Timing Solution software supports:

a lot of different Text formats;
CSI format;
Metastock format;
e-Signal data feeding
downloading from Yahoo website
MetaTrader 4 data feeding
AmeriTrade service

Actually, almost all data feed systems allow saving price history data into text formats (Excel). Usually Timing Solution is able to read these files (now, in April, 2009, it supports more than 1000 different text formats). If we face with something very specific, you can always send me the example of this data (e-mail it to timingsolution@rogers.com), and this format will be added to a special program called "Rare Format". This program converts specific text formats into the format readable by Timing Solution software. Therefore, Timing Solution covers practically all available data formats. To download the "Rare Format" program, click here.

When you open the price chart, you will get this window:

Choose one of the files, and the program automatically finds the appropriate format for this text file. You can use any price data files with *.csv, *.txt, *.prn or *.asc extensions.

The program supports MORE THAN 1000 DIFFERENT TEXT FORMATS. Here are some samples of text files:

01.01.1900 68.13 68.13 68.13 68.13 7.00 0.00
02.01.1900 66.61 66.61 66.61 66.61 8.00 0.00
03.01.1900 67.15 67.15 67.15 67.15 7.00 0.00

02.01.1962,7.69,7.69,7.60,7.60,8100
03.01.1962,7.60,7.67,7.60,7.67,6100
04.01.1962,7.67,7.67,7.59,7.59,5500

730101, 132.850, 133.000, 132.850, 132.850,0
730102, 132.600, 132.750, 132.600, 132.750,0
730103, 132.800, 133.000, 132.800, 133.000,0

Date,Open,High,Low,Close,Volume
17-Apr-03,8255.79,8388.28,8172.52,8337.65,14306000
16-Apr-03,8405.72,8459.15,8217.27,8257.61,15876000
15-Apr-03,8347.66,8443.11,8251.38,8402.36,14602000

03/08/1991,264.56,267.46,262.80,262.86,0
03/11/1991,262.86,262.86,254.75,255.05,0
03/12/1991,255.18,255.18,250.31,250.67,0

15/02/1881 12.57366693
15/03/1881 12.83411791
15/04/1881 12.74243939

02/25/03,06:45,820.5,820.5,820.5,820.5,1
02/25/03,07:45,823,824.75,823,823,23
02/25/03,08:45,823.5,823.5,822.25,822.25,21

18.06.2001 08:30 AM 67.9500 67.9600 67.5900 67.7100 1329900.00
18.06.2001 08:35 AM 67.7100 67.9200 67.5000 67.8000 754200.00
18.06.2001 08:40 AM 67.8000 67.8500 67.5100 67.5700 589000.00

And many, many others...

Actually, this module works as a mini expert system that automatically analyses the content of the file and finds the appropriate format for it. We worked on this module for 7 years, starting with few formats and adding new ones. For the last 6 months, I have not heard that somebody has had any problem with reading some text format.

Here are more examples:

Downloading from www.yahoo.com website.

If you are downloading the price history from free Yahoo financial service, follow these steps:

a) click this button:

b) run Yahoo service:

c) put the content of this table into the clipboard:

d) download the price history from the clipboard:

Yahoo downloaded troubleshooting :

1) If your operating system is Vista, you may get a stand alone Excel application (with "Navigation to the webpage was canceled" prompt):

This is Windows security system.

2) Sometimes it displays ##### symbols instead of data information in Excel window:

You need to extend A column to have enough room to display the data (drag the mouse to extend this column):

Also I recommend to expand F column with Volume information:

Interactive Brokers

To download through Interactive Brokers software follow these steps:

a) Run Interactive Brokers software (Trader Workstation -TWS)

b) Follow this:

c) Choose All API Settings:

and click there "Create" button:

type there 127.0.0.1 and click OK:

You should do this procedure once only.

d) In Timing Solution click here:

click this button and choose "Interactive Brokers" item:

Fill out this form and click these buttons:

Downloading from Trader Station

Run Omega Downloader program:

Load any securities (if you have not loaded them before), like this:

File => Export => Security

It gives you this dialog window:

Choose any security and press “Export”

You will get this window:

Click “OK”.

Input the file name

and click “OK”.

You can use this text file as a data file for Timing Solution program.

PS. Sorry, the samples are for Trader Station v. 4. I know that there are newer versions. And I know that there have been no problem with them as well.