Mar

2

Meta Stock File Format

Filed Under Trading 

I got a couple of questions via mail about if and how I implemented the meta stock file format for Trader’s Workbench. The answer is yes, and with a lot of work.

The real problem is the conversion of dates, which is stored in pre-IEEE (MS HomeBrew) format. This creates a need for a convert/revert from IEEE Float to MS Float. For a long time now, all plattforms uses the same definitions for Float but back when it started for MetaStock the Windows plattform obviously had its own format.

Anyway, long story short, I managed to create a C# version of a MetaStock format converter (basically to/from metastock/txt files). It’s slow, and it really eats resources if you have > 100 securities per MASTER-file but it works!

The format is esentially a Database without a database. It has an index-file (3 now adays, but only 1 needed if you run end-of-day) called the MASTER file, and it holds the definition for the .DAT-files that are represnetation for each security. A .DAT file is useless without the MASTER, since the .DAT-file is not aware of what security it represents. I see the use of a MASTER file, but I definetly would see the benefit of redundant storage of that information in the header of each .DAT file but that’s not the case.

There are about 10-20 trialware “MS2TXT”-apps out there and I don’t need them. I wrote my own!  *Smile*

Comments

3 Responses to “Meta Stock File Format”

  1. Andy on June 28th, 2007 11:48 pm

    Hi Dave
    Is it possible to have a copy of your Trader’s Workbench please as it looks really cool? I would love to be able to write my own, but I’m just not good enough. If I could have a copy of the source so I could learn that would be brilliant. I would be happy to give you some beer money as a thank you, but as I am unemployed I ain’t got a lot. I used to be damn good at Cobol, but need to learn these new fangled languages.
    I hope you don’t mind me asking anyway.

  2. Frank on July 13th, 2008 5:10 am

    how you do it? can i have a copy of it?

  3. Veyron on August 22nd, 2008 6:11 pm

    Hi David,

    Just found your blog and thank goodness for that! I would also really appreciate some source code of how to read and convert Metastock format data using C#. If you require remuneration for your efforts thats ok by me too!

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