Navigation: Realtest Script Language > Syntax Element Details >

ExchangeMap

 

 

 

 

Category

Settings

Description

Specifies the path to a CSV file which helps RealTest generate orders with correct symbols, exchange names, and GAT/GTD times

Notes

An exchange map is required in order for RealTest to generate orders in any OrdersMode other than Text.

If an ExchangeMap Setting is not specified, RealTest looks for a file called ExchangeMap.csv in the following locations:

1.the current OrderClerkFolder when OrdersMode is OrderClerk

2.the RealTest program folder

The default ExchangeMap.csv file installed with RealTest looks like this:

The column names and sequence must not be changed.

The content and purpose of each column is described below:

Column

Content

Purpose

Exchange

exchange name with optional * or ? Match wildcard characters

matches the ?Exchange of the stock for which an order is being generated

Primary

brokerage exchange

specifies the primary exchange in SMART/primary

Match1

symbol matching pattern

if the stock has no exchange specified, matches the symbol pattern to determine the exchange to use

Match2

same as above

alternative symbol pattern (multiple data sources)

HasMoc

0 or 1

1 if this exchange supports true MOC orders else 0

LastMocTime

24-hour hh:mm:ss zzz

GTD time for entry orders for same-day MOC exit

NearCloseTime

same as above

GAT time for "ThisClose" entry or exit MKT orders including MOC if not supported by exchange

 

 

 

Copyright © 2020-2022 Systematic Solutions, LLC