Instructions and Hints for working with CSV or ASCII data in Tradestation 2000i

On this site you will see a great deal of ASCII data. Actually, it is stored in Zipped format (.ZIP), but once you unzip this using WinZip www.winzip.com or UltimateZip (a personal FREEWARE favorite of mine) www.ultimatezip.com, you will see that they are in text (.txt) or Comma Separated Variable (.csv) format. These are all forms of ASCII, meaning that they have no additional formatting or control codes included. This document, in contrast, has lots of additional formatting to produce these colors and fonts.

Errors opening the file?

When you try to open a .csv file on your computer, it will most likely launch in Microsoft Excel. That’s because your computer has very helpfully associated the .csv file extension with that program. It doesn’t mean you can’t open it with some other application. You can’t double click the file, but instead will have to open the other application, like MS Word, then open the .csv file from within Word.

Many of the files on this site contain a lot of data. MS Excel can hold only 65,536 rows of data. So, if you are looking at 1 minute data going back four years, that’s (390 minutes/day * 240 days/year) or 93,600 lines of data. You’ll get an error message when you try to open this in Excel. It doesn’t mean that the data’s bad. If you want to somehow modify the data, you’ll need to use a program like MS Access (database program) or MS Word to open the file, then do your changes in there.

Using the CSV file in Tradestation

Just unzip these files that you’ll find on this site into a folder location that you will remember later. Launch Tradestation, if it’s not already open.

• In Tradestation, click the icon for a new Tradestation chart or use the File pulldown, select New, and then Tradestation Chart from there.
• You will now be looking at the “Create Chart Window” dialogue box.
• At the top of this box, you will see the option to SHOW 3^rd Party Directory, select this.
• If you don’t like the directory choices that appear, you can click the button “New Directory” and select the location where you stored the downloaded files.
• Highlight the filename you are looking for, and click PLOT.
• The data that I’ve downloaded here is in the format Date-Time-Open-High-Low-Close-Vol-OpenInt with Date format as Month Day Year. One way to tell if you aren’t sure is to open the file using MS Word and check the format for yourself.
• If the file is large, you’ll have to wait a couple of seconds for the next dialogue box—the Settings box. Fill in data type, session times, etc. as appropriate for the symbol you are loading.
• Finally, you’ll see the dialogue box that’s probably familiar – the Format Symbol box. You can select the date range to put into your chart, the time compression, etc. Select those and Click OK.

You are now looking at your ASCII data loaded as you specified in a chart. You can use it just like any other data you are accustomed to.

To avoid going through all of those steps above, save this chart in a workspace. Now you can just open the workspace when you want to use the data.