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The Symbol Information File

 

 

 

 

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:

Column

Content Type

Script Formula Access

Symbol

string

?Symbol

Name

string

?Name

Exchange

string

?Exchange

Currency

string

?Currency

Domicile

string

?Domicile

EconSect

string

?EconSect

Sector

string

?Sector

IndGroup

string

?IndGroup

Industry

string

?Industry

InduIndex

string

?CII

TRBC

numeric

InfoTRBC

GICS

numeric

InfoGICS

Shares

numeric

InfoShares

Float

numeric

InfoFloat

PointValue

numeric

PointValue

TickSize

numeric

TickSize

AssetId

numeric

InfoAssetId

DelistDate

date

InfoDelist or InfoExpiry

The symbol in each row should match a symbol from the import. All other columns are optional and can be in any order. Rows can also be in any order.

The set of supported symbol information columns corresponds to the metadata that is automatically included when Norgate is the data source. There is therefore never a reason to use a SymInfoFile with Norgate import.

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.

See also import_spx.rts, spx_syminfo.csv, djia_make_syminfo.rts, djia_use_syminfo.rts, and djia_info.csv in the Examples folder.

 

 

 

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