Best Practices for Mapping ASCII Futures?

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ivan
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Joined: 06 Apr 2014

Best Practices for Mapping ASCII Futures?

Postby ivan » 07 Apr 2014

My provider for continuous futures contracts is pinnancledata.com. I was very pleased to see that MC supports csv feed! Now my question, what is the recommended way to use such contracts?

For instance, AN_REV.CSV is the data for 6A, the australian dollar. Do I create a new "symbol", like PI_6A for it and then add the specs, like big point value? Or do I somehow map/connect the AN_REV.CSV file with the already defined 6A? Is there a way to describe all specs in a single file (something aka Import Symbol List) and add all futures from my provider in a single operation?

My goal is to use the continuous for backtesting, thus, as a minimum, I need to provide the contract specification.

Thanks in advance

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Henry MultiСharts
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Re: Best Practices for Mapping ASCII Futures?

Postby Henry MultiСharts » 08 Apr 2014

Hello ivan,

ASCII import is a onetime data transfer from an ASCII file into MultiCharts database. It is possible for one file at a time. The data will not be updated from the ASCII file automatically.
You need to create instruments first, then import data from ASCII files into them. That is possible to change settings for multiple instruments in one go.
More information: https://www.multicharts.com/trading-sof ... rting_Data

ASCII mapping creates a link from the software to the ASCII file with data. ASCII mapping does not import data into MultiCharts database (Edit data window of QuoteManager will be empty). Each time you plot an ASCII mapping symbol-the data is taken from the file directly. That is possible to map multiple ASCII files at the same time. You do not need to create ASCII mapping instrument manually-it is created automatically upon mapping.
That is possible to change settings for multiple instruments in one go after they are created/files are mapped.
More information: https://www.multicharts.com/trading-sof ... ping_ASCII

ivan
Posts: 6
Joined: 06 Apr 2014

Re: Best Practices for Mapping ASCII Futures?

Postby ivan » 08 Apr 2014

Could you be more specific please? I am using ASCII mapping, and I gave a specific example with AN_REV.CSV which is the continuous contract for 6A. Are you saying that it's sufficient to just change manually the symbol to 6A (in the window which sets up the mapping, where the instrument can be loaded from the file, or from the file name)?

I don't understand how an instrument can be created automatically, since for futures, MC needs to know the multiplier to get the price of the contract. In the above example, the contract for the australian dollar is 100,000 times the price listed in AN_REV.CSV. One can chart properly without this info, but cannot back test.

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Henry MultiСharts
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Re: Best Practices for Mapping ASCII Futures?

Postby Henry MultiСharts » 10 Apr 2014

When ASCII mapping instrument is created - "Use exchange and ECNs settings" option is selected automatically as the settings source. You can map all the files you need and then change the settings manually after the instruments are created. You can also do some preparations to get it done semi-automatically:
You need to name the instruments so that they contain the symbol root for this instrument.
Rename AN_REV.CSV to 6A.CSV. In Map ASCII window select "Get symbol from file name".
After the instrument is added right click on it and go to Edit symbol->Settings tab->select "Use symbol dictionary settings". In this case ASCII mapping instrument will get the settings from the Default symbol dictionary (QuoteManager->Tools->Symbol dictionary). Make sure the dictionary has all of the roots you need.


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