Hi
I am wondering if you can please explain a couple of the values of columns in an epf file.
The example below is from an old euro epf.
Lines with T are trades, lines with Q are bid/ask I have that much sorted, the 2nd column is obviously the date, I notice that occassionally there are textual notes in the 9th and 10th columns, but the exact value/purpose of the rest I am unsure of.
What would be the bare minimum values needed to get a tick replay to run correctly (for each or any specific line)?
Any light you can shed on this would be really useful.
Many thanks in anticipation.
; Symbol=6E #F
; Date=02/23/05-03/08/05
T,050223,000001,1.3261,1,
Q,050223,000001,1.3261,1.3263,10,4, ,
Q,050223,000001,1.3261,1.3262,10,1, ,
Q,050223,000011,1.3261,1.3262,11,1, ,
Q,050223,000020,1.3261,1.3262,12,1, ,
Q,050223,000020,1.3261,1.3263,12,5, ,
Q,050223,000021,1.3261,1.3263,2,5, ,
Q,050223,000021,1.3261,1.3263,2,4, ,
Q,050223,000022,1.3261,1.3263,2,5, ,
Q,050223,000023,1.3261,1.3263,18,5, ,
Q,050223,000024,1.3261,1.3263,42,5, ,
Q,050223,000024,1.3261,1.3263,52,5, ,
Q,050223,000024,1.3261,1.3263,52,4, ,
Q,050223,000024,1.3262,1.3263,1,4, ,
Q,050223,000024,1.3262,1.3263,17,4, ,
Q,050223,000024,1.3262,1.3263,18,4, ,
Q,050223,000024,1.3262,1.3263,28,4, ,
Q,050223,000024,1.3262,1.3263,28,3, ,
Q,050223,000024,1.3262,1.3263,52,3, ,
Q,050223,000024,1.3262,1.3263,51,4, ,
Q,050223,000024,1.3262,1.3263,50,4, ,
Q,050223,000024,1.3262,1.3263,50,5, ,
Q,050223,000025,1.3262,1.3263,34,5, ,
Q,050223,000025,1.3262,1.3263,24,5, ,
Q,050223,000026,1.3262,1.3263,25,5, ,
Q,050223,000027,1.3262,1.3263,1,5, ,
T,050223,000027,1.3262,1,
Q,050223,000027,1.3261,1.3263,11,5, ,
Q,050223,000027,1.3261,1.3263,10,5, ,
Q,050223,000027,1.3261,1.3263,11,5, ,
I am wondering if you can please explain a couple of the values of columns in an epf file.
The example below is from an old euro epf.
Lines with T are trades, lines with Q are bid/ask I have that much sorted, the 2nd column is obviously the date, I notice that occassionally there are textual notes in the 9th and 10th columns, but the exact value/purpose of the rest I am unsure of.
What would be the bare minimum values needed to get a tick replay to run correctly (for each or any specific line)?
Any light you can shed on this would be really useful.
Many thanks in anticipation.
; Symbol=6E #F
; Date=02/23/05-03/08/05
T,050223,000001,1.3261,1,
Q,050223,000001,1.3261,1.3263,10,4, ,
Q,050223,000001,1.3261,1.3262,10,1, ,
Q,050223,000011,1.3261,1.3262,11,1, ,
Q,050223,000020,1.3261,1.3262,12,1, ,
Q,050223,000020,1.3261,1.3263,12,5, ,
Q,050223,000021,1.3261,1.3263,2,5, ,
Q,050223,000021,1.3261,1.3263,2,4, ,
Q,050223,000022,1.3261,1.3263,2,5, ,
Q,050223,000023,1.3261,1.3263,18,5, ,
Q,050223,000024,1.3261,1.3263,42,5, ,
Q,050223,000024,1.3261,1.3263,52,5, ,
Q,050223,000024,1.3261,1.3263,52,4, ,
Q,050223,000024,1.3262,1.3263,1,4, ,
Q,050223,000024,1.3262,1.3263,17,4, ,
Q,050223,000024,1.3262,1.3263,18,4, ,
Q,050223,000024,1.3262,1.3263,28,4, ,
Q,050223,000024,1.3262,1.3263,28,3, ,
Q,050223,000024,1.3262,1.3263,52,3, ,
Q,050223,000024,1.3262,1.3263,51,4, ,
Q,050223,000024,1.3262,1.3263,50,4, ,
Q,050223,000024,1.3262,1.3263,50,5, ,
Q,050223,000025,1.3262,1.3263,34,5, ,
Q,050223,000025,1.3262,1.3263,24,5, ,
Q,050223,000026,1.3262,1.3263,25,5, ,
Q,050223,000027,1.3262,1.3263,1,5, ,
T,050223,000027,1.3262,1,
Q,050223,000027,1.3261,1.3263,11,5, ,
Q,050223,000027,1.3261,1.3263,10,5, ,
Q,050223,000027,1.3261,1.3263,11,5, ,
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