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
|
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 true market-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
|
LastOpenTime
|
same as above
|
GTD time for "at-open" STP orders
|
|