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Data Files: Detailed Specification

MetaTrader in M1 Bars (1 Minute Bars)

As example, in DAT_MT_EURUSD_M1_201202.csv:

2012.02.01,00:00,1.306600,1.306600,1.306560,1.306560,0 2012.02.01,00:01,1.306570,1.306570,1.306470,1.306560,0 2012.02.01,00:02,1.306520,1.306560,1.306520,1.306560,0 2012.02.01,00:03,1.306610,1.306610,1.306450,1.306450,0 2012.02.01,00:04,1.306470,1.306540,1.306470,1.306520,0 2012.02.01,00:05,1.306510,1.306650,1.306510,1.306600,0 2012.02.01,00:06,1.306610,1.306760,1.306610,1.306650,0 2012.02.01,00:07,1.306660,1.306660,1.306640,1.306650,0

Row Fields: Date Stamp,Time Stamp,Bar OPEN Bid Quote,Bar HIGH Bid Quote,Bar LOW Bid Quote,Bar CLOSE Bid Quote,Volume

Date Stamp Format: YYYY.MM.DD

Time Stamp Format: HH:MM

Legend: YYYY – Year MM – Month (01 to 12) DD – Day of the Month HH – Hour of the day (in 24h format) MM – Minute

TimeZone: Eastern Standard Time (EST) time-zone WITHOUT Day Light Savings adjustments

Generic ASCII in M1 Bars (1 Minute Bars)

As example, in DAT_ASCII_EURUSD_M1_201202.csv:

20120201 000000;1.306600;1.306600;1.306560;1.306560;0 20120201 000100;1.306570;1.306570;1.306470;1.306560;0 20120201 000200;1.306520;1.306560;1.306520;1.306560;0 20120201 000300;1.306610;1.306610;1.306450;1.306450;0 20120201 000400;1.306470;1.306540;1.306470;1.306520;0 20120201 000500;1.306510;1.306650;1.306510;1.306600;0 20120201 000600;1.306610;1.306760;1.306610;1.306650;0

Row Fields: DateTime Stamp;Bar OPEN Bid Quote;Bar HIGH Bid Quote;Bar LOW Bid Quote;Bar CLOSE Bid Quote;Volume

DateTime Stamp Format: YYYYMMDD HHMMSS

Legend: YYYY – Year MM – Month (01 to 12) DD – Day of the Month HH – Hour of the day (in 24h format) MM – Minute SS – Second, in this case it will be always 00

TimeZone: Eastern Standard Time (EST) time-zone WITHOUT Day Light Savings adjustments

Generic ASCII in Ticks

As example, in DAT_ASCII_EURUSD_T_201202.csv:

20120201 000003660,1.306600,1.306770,0 20120201 000003973,1.306580,1.306750,0 20120201 000005003,1.306590,1.306760,0 20120201 000005707,1.306600,1.306770,0 20120201 000006397,1.306590,1.306760,0 20120201 000007083,1.306600,1.306770,0 20120201 000014660,1.306560,1.306730,0 20120201 000014990,1.306570,1.306740,0

Row Fields: DateTime Stamp,Bid Quote,Ask Quote,Volume

DateTime Stamp Format: YYYYMMDD HHMMSSNNN

Legend: YYYY – Year MM – Month (01 to 12) DD – Day of the Month HH – Hour of the day (in 24h format) MM – Minute SS – Second NNN – Millisecond

TimeZone: Eastern Standard Time (EST) time-zone WITHOUT Day Light Savings adjustments

Ninja Trader in M1 Bars (1 Minute Bars)

As example, in DAT_NT_EURUSD_M1_201202.csv:

20120201 000000;1.306600;1.306600;1.306560;1.306560;0 20120201 000100;1.306570;1.306570;1.306470;1.306560;0 20120201 000200;1.306520;1.306560;1.306520;1.306560;0 20120201 000300;1.306610;1.306610;1.306450;1.306450;0 20120201 000400;1.306470;1.306540;1.306470;1.306520;0 20120201 000500;1.306510;1.306650;1.306510;1.306600;0 20120201 000600;1.306610;1.306760;1.306610;1.306650;0

Row Fields: DateTime Stamp;Bar OPEN Bid Quote;Bar HIGH Bid Quote;Bar LOW Bid Quote;Bar CLOSE Bid Quote;Volume

DateTime Stamp Format: YYYYMMDD HHMMSS

Legend: YYYY – Year MM – Month (01 to 12) DD – Day of the Month HH – Hour of the day (in 24h format) MM – Minute SS – Second, in this case it will be always 00

TimeZone: Eastern Standard Time (EST) time-zone WITHOUT Day Light Savings adjustments

Ninja Trader in Tick Bars (1 Second Bars) with Last Quotes

As example, in DAT_NT_AUDCAD_T_LAST_201212.csv:

20121202 170010;1.035400;0 20121202 170013;1.035600;0 20121202 170017;1.035550;0 20121202 170023;1.035550;0 20121202 170024;1.035600;0 20121202 170030;1.035550;0 20121202 170040;1.035610;0

Row Fields: DateTime Stamp;LAST Quote;Volume

DateTime Stamp Format: YYYYMMDD HHMMSS

Legend: YYYY – Year MM – Month (01 to 12) DD – Day of the Month HH – Hour of the day (in 24h format) MM – Minute SS – Second

TimeZone: Eastern Standard Time (EST) time-zone WITHOUT Day Light Savings adjustments

Ninja Trader in Tick Bars (1 Second Bars) with Bid Quotes

As example, in DAT_NT_AUDCAD_T_BID_201212.csv:

20121202 170010;1.035400;0 20121202 170013;1.035450;0 20121202 170017;1.035550;0 20121202 170023;1.035550;0 20121202 170024;1.035600;0 20121202 170030;1.035550;0 20121202 170040;1.035610;0

Row Fields: DateTime Stamp;BID Quote;Volume

DateTime Stamp Format: YYYYMMDD HHMMSS

Legend: YYYY – Year MM – Month (01 to 12) DD – Day of the Month HH – Hour of the day (in 24h format) MM – Minute SS – Second

TimeZone: Eastern Standard Time (EST) time-zone WITHOUT Day Light Savings adjustments

Ninja Trader in Tick Bars (1 Second Bars) with Ask Quotes

As example, in DAT_NT_AUDCAD_T_ASK_201212.csv:

20121202 170010;1.035990;0 20121202 170013;1.036050;0 20121202 170017;1.036100;0 20121202 170023;1.036050;0 20121202 170024;1.036100;0 20121202 170030;1.036100;0 20121202 170040;1.036210;0

Row Fields: DateTime Stamp;ASK Quote;Volume

DateTime Stamp Format: YYYYMMDD HHMMSS

Legend: YYYY – Year MM – Month (01 to 12) DD – Day of the Month HH – Hour of the day (in 24h format) MM – Minute SS – Second

TimeZone: Eastern Standard Time (EST) time-zone WITHOUT Day Light Savings adjustments

MetaStock in M1 Bars (1 Minute Bars)

As example, in DAT_MS_EURUSD_M1_201202.csv:

EURUSD,201202010000,1.306600,1.306600,1.306560,1.306560,0 EURUSD,201202010001,1.306570,1.306570,1.306470,1.306560,0 EURUSD,201202010002,1.306520,1.306560,1.306520,1.306560,0 EURUSD,201202010003,1.306610,1.306610,1.306450,1.306450,0 EURUSD,201202010004,1.306470,1.306540,1.306470,1.306520,0 EURUSD,201202010005,1.306510,1.306650,1.306510,1.306600,0 EURUSD,201202010006,1.306610,1.306760,1.306610,1.306650,0 EURUSD,201202010007,1.306660,1.306660,1.306640,1.306650,0

Row Fields: Forex Pair,DateTime Stamp,Bar OPEN Bid Quote,Bar HIGH Bid Quote,Bar LOW Bid Quote,Bar CLOSE Bid Quote,Volume

DateTime Stamp Format: YYYYMMDDHHMM

Legend: YYYY – Year MM – Month (01 to 12) DD – Day of the Month HH – Hour of the day (in 24h format) MM – Minute

TimeZone: Eastern Standard Time (EST) time-zone WITHOUT Day Light Savings adjustments