|
Category
Settings
Description
Specifies the path to a CSV file containing a list of symbol changes to use when processing imported trade lists
Notes
This feature is provided as an optional alternative to editing old trade lists themselves.
The default if not specified is symchanges.csv in (a) the current OrderClerkFolder or (b) the RealTest program folder.
It is not necessary to use the SymChangeList for trade list symbols which have since been delisted. When using Norgate Data with delisted stocks included, RealTest will automatically find the delisted version of such symbols, e.g. CATM would be found as CATM-202105, assuming that the trade occurred before that date.
The SymChangeList file has two required and two optional columns: OldSymbol, NewSymbol, ChangeDate, Exchange. It doesn't matter what the columns are called or whether there's a header row.
The ChangeDate column is optional. If supplied, RealTest will only apply the symbol change to imported trades which occurred prior to that date.
The Exchange column is optional (ChangeDate must also be provided but can be left blank). If supplied it overrides the exchange for this symbol when orders are generated.
Here is an example of a SymChanges.csv file used for trade lists:
.png)
Here is an excerpt from the default ibfutures.csv file that is included with RealTest:
.png)
To correctly generate orders for IB futures trades using Norgate futures data, it is necessary to use this list. Edit as needed for other data sources and/or futures markets.
To use this list, either rename it as SymChanges.csv or add SymChangeList: c:\RealTest\ibfutures.csv to your settings.
|
