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Because some data sources provide either no information at all or only the company name, RealTest provides a way to include other per-symbol information when importing data.
This is done using a special-purpose CSV file (or multiple such files).
The first row of the file must contain column names from the first column of the following list:
Columns and rows can be in any order. The symbol in each row should match a symbol from the import. All other columns are optional.
The set of supported symbol information columns corresponds to the metadata that is automatically included when Norgate is the data source. There is therefore rarely a reason to use a SymInfoFile with Norgate import.
The one exception to the above is PriceMult. This does not correspond to a script variable. Rather, it is used to enable automatic correction during import when data services multiply prices by (typically) 100, most often for JPY futures. The open, high, low and close are divided by the PriceMult value, as are the dividend amount and the adjusted or unadjusted close column when the file includes them, so that everything stays in the same units.
PriceMult is not needed for London stocks quoted in pence. A Currency of GBp (Yahoo's spelling for pence-quoted lines, which you can also specify in a symbol information file for any data source) is handled automatically: prices stay in pence and an internal point value of 0.01 converts them to pounds wherever values are computed. To import such a stock in pounds instead, set its Currency to GBP with a PriceMult of 100; the point value then defaults to 1.
For other data sources, you are welcome to use any of the above columns for any kind of information you want to have available. Just use the corresponding formula element to access it as needed in your scripts.
If you're using futures contract data from a source other than Norgate, it is very important that you provide a syminfo.csv file with the PointValue for each symbol. TickSize can also be provided if desired, but PointValue is critical for backtest stats calculations.
The Type column determines how a symbol is modeled in a backtest. A value beginning with Fut is a futures contract, Forex or FX is a currency pair, Crypto is a 24/7 symbol, and anything else (including no Type at all) is a stock. The distinction matters most when a Currency setting is in effect: a stock's profit includes the exchange-rate change on its full value between entry and exit, while a futures or forex position's profit is the points gained times the quantity, converted to the account currency at the exit rate (see Testing Multi-Currency Strategies). Currency pairs imported from a source other than Norgate therefore need Type set to Forex along with their quote Currency, and should also be given a TickSize (e.g. 0.00001), because the default tick size of 0.01 rounds fills of non-stock symbols to two decimal places.
Your Import definition can include any number of SymInfoFile statements. For data services like Norgate that already provide metadata, any values you provide will override the corresponding defaults. Each SymInfoFile overrides any values specified by prior ones in the script's line sequence.
See also import_yahoo.rts, spx_syminfo.csv, djia_make_syminfo.rts, djia_use_syminfo.rts, and djia_info.csv in the Examples folder.
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