adding symbol data in bulk
Author: wouterv
Creation Date: 10/5/2009 6:01 AM
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wouterv

#1
Hi,

I've seen the symbol editor for futures, and I understand it's purpose. But now I have tons of symbols that need data, for example, I have contract data on Corn for about 30 years, with 5 contracts per year, that are 150 symbols that need updating, and that's only for Corn.

So obvious question: is there a way to do edit multiple symbols at once? All those corn contract have the same parameters anyway.

Thanks,
Wouter
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Eugene

#2
Starting from Version 5.5 (due out soon), Wealth-Lab Developer 5 will support wildcards for Symbol Info Manager. With this, you'll be able to avoid duplicating records for many contracts that have the same specifications e.g. Corn.

Populating the list in one shot has always been possible - it's a pure XML document in Wealth-Lab's data directory (SymbolInfo.xml, see the User Guide > Data > Where Data are Stored), and so I'd recommend creating a script/macro using the programming/scripting language of your choice.

Edit: Just realized that Dave Aronow once created an excellent WL5 Strategy that will do almost the whole thing for you:

HowTo | Transfer WL4 Futures Symbol Manager settings to WL5

It's designed to convert a WL4's saved file with futures settings that looks approximately like this:
QUOTE:
ZD_RAD 10.00000 4875.00000 0 9:30:00 14:30:00 1.00000 -5
ZF #F 1000.00000 1000.00000 6 21:30:00 15:30:00 0.01563 -5
ZN #F 1000.00000 1000.00000 6 21:30:00 15:30:00 0.01563 -5


The order of [meaningful] fields is: symbol, margin, point value, tick, number of decimals. Everything else [i.e. times and time zone] is ignored by the conversion procedure. Just create a text file with futures symbol data, or if you already have it, fine tune the WL code above if the order of fields is different.

Hope that helps.
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wouterv

#3
I'll wait for 5.5, wildcards are exactly what I need.

Thanks Again.
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