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 installation folder The default ExchangeMap.csv file installed with RealTest looks like this: The columns can be in any sequence but must use the names listed below. The content and purpose of each column is described here: 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 Market symbol matching pattern allows different symbols on the same exchange to have different settings (e.g. for futures) 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) HasOpg 0 or 1 1 if this exchange supports open-price-guarantee orders HasMoc 0 or 1 1 if this exchange supports market-on-close orders else 0 HasLoc 0 or 1 1 if this exchange supports limit-on-close orders else 0 TimeZone Exchange timezone name in IANA tz database format Appended to all date+time order fields for this exchange (required by IB) LastMocTime 24-hour hh:mm:ss "Good Until" time for entry orders for same-day MOC exit NearCloseTime same as above "Good After" time for "ThisClose" or "NextClose" entry or exit MKT orders including MOC if not supported by exchange (date determined automatically) EarlyLastMocTime same as above LastMocTime for early-close days EarlyNearCloseTime same as above NearCloseTime for early-close days LateLocTime same as above closing auction LOC placement time EarlyLateLocTime same as above ditto on early close days WeeklyLastMocTime same as above Friday "Good Until" time for weekly MOC LastOpenTime same as above GTD time for "at-open" STP orders AllHours 0 or 1 always generate GTD rather than DAY orders (set OutsideRTH flag in brokerage order) If you're generating orders for futures, see also exchangemap_csi.csv or exchangemap_ndu.csv (both are in the Examples folder). Copyright © 2020-2025 Systematic Solutions, LLC
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