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 - CRB PowerSystem™ Software |
META Format Description (Computrac (MetaStock))
The META format is a binary file format. As such, data in a META file cannot be read with a standard word processor. CRB provides PowerPro for viewing and editing these files. Only edit META data files with such an editor.
The META format has three structural levels:
- The top level is a MASTER file which lists the names, trading symbols and miscellaneous information about securities data files of the directory in which it is located. There is a limit of 255 security files per directory in the original Computrac form.
- The second level is the "Fn.dop" file which gives the data fields and scale factors for each data file.
- The third level is the "Fn.dat" file which contains a time series of prices for each security.
The 'n' in each file name is an integer from 1 to 255. Thus, the files in a directory appear as: F1.dop & F1.dat and so on. (i.e. F1.dop, F1.dat, ... F255.dop, F255.dat)
META File Structure:
Futures, Options, Commitments of Traders, Volatility, U.S. Equities (unadjusted*) and Mutual Funds
Futures and Options
| Type |
Filename |
Default Location |
| Futures |
Fn.DOP / Fn.DAT |
C:\Program Files\CRB\Data\META\Futures\SP\
(formerly C:\CRB\MASTER) |
| Options |
Fn.DOP / Fn.DAT |
C:\Program Files\CRB\Data\META\Options\SP\SP2005M\
(formerly C:\CRB\Strikmaster\SP\) |
Commitments of Traders
| Type |
Filename |
Default Location |
| Commitments of Traders |
Fn.DOP / Fn.DAT |
C:\Program Files\CRB\Data\META\COT\SP\
(formerly Not Available) |
Volatility
| Type |
Filename |
Default Location |
| Volatility |
Fn.DOP / Fn.DAT |
C:\Program Files\CRB\Data\META\Volatility\SP\
(formerly Not Available) |
U.S. Equities (unadjusted*)
| Type |
Filename |
Default Location |
| Equities (unadjusted*) |
Fn.DOP / Fn.DAT |
C:\Program Files\CRB\Data\META\Equities\IB\
(formerly C:\CRB\Stockmaster) |
| *Set PowerDist to output unadjusted Equities data. |
Mutual Funds
| Type |
Filename |
Default Location |
| Mutual Funds |
Fn.DOP / Fn.DAT |
C:\Program Files\CRB\Data\META\Funds\FG\
(formerly C:\CRB\Fundmaster) |
The MASTER File
The MASTER file in each directory has one record per security. Each record gives the file number "Fn" for the security along with its text name, trading symbol, time base and update information. This file is organized a 53 bytes in a fixed length field format. The fields may be ASCII characters, binary integers or floating point number in an old Microsoft Basic Floating point format (MBF). It is necessary to convert these floating point number into the current IEEE floating point format used in contemporary computers.
The "Fn.dop" File
The ".dop" file is an ASCII file with variable length text records. It is purpose is to allow the user to customize the data fields for any security and specify input/output precision for each field.
Each ".dop" record specifies one field of the ".dat" file. Each record ends in <CR><LF>.
For example this "F1.dop" file:
| Type |
Layout |
Futures
(ccyyyym, ccNFVOI, cc----Y) |
"DATE",0,0<CR><LF>
"OPEN",2,2<CR><LF>
"HIGH",2,2<CR><LF>
"LOW",2,2<CR><LF>
"CLOSE",2,2<CR><LF>
"VOLUME",0,0<CR><LF>
"OPEN INTEREST",2,2<CR><LF> |
Commitments of Traders
(cc----C) |
"DATE",0,0<CR><LF>
"COMMERCIAL",0,0<CR><LF>
"NON-COMMERCIAL",0,0<CR><LF>
"NON-REPORTABLE",0,0<CR><LF>
|
Options
Short name: (ccsssmyy, ccssssmy)
Long name: (ccyyyymssss, ccyyyymsssss) |
"DATE",0,0<CR><LF>
"OPEN",2,2<CR><LF>
"HIGH",2,2<CR><LF>
"LOW",2,2<CR><LF>
"CLOSE",2,2<CR><LF>
"VOLUME",0,0<CR><LF>
"OPEN INTEREST",2,2<CR><LF> |
Volatility
(ssyyyym) |
"DATE",0,0<CR><LF>
"IMPLIED",2,2<CR><LF>
"HISTORICAL",2,2<CR><LF>
|
U.S. Equities
(ss) |
"DATE",0,0<CR><LF>
"OPEN",2,2<CR><LF>
"HIGH",2,2<CR><LF>
"LOW",2,2<CR><LF>
"CLOSE",2,2<CR><LF>
"VOLUME",0,0<CR><LF> |
Mutual Funds
(ssssX) |
"DATE",0,0<CR><LF>
"OPEN",2,2<CR><LF>
"HIGH",2,2<CR><LF>
"LOW",2,2<CR><LF>
"CLOSE",2,2<CR><LF>
|
Note that the ASCII entries are delimited by double quotes, there is no comma after the second zero and each record ends with ASCII d:\www\support\POWERS~1\FORMAT~2.ASPD and d:\www\support\POWERS~1\FORMAT~2.ASPA (<CR><LF>). The first ASCII number is the number of decimal places or fraction format displayed on screen. The second ASCII number is the number of decimal places or fraction expected upon user editing input. Example: "HIGH",2,3<CR><LF> would specify two decimals (XX.XX) when the data is displayed and three (XX.XXX) when the data is input.
The "Fn.dat" File
The file holding the security price series has a name "Fn.dat" with "Fn" incommon between the .dat and .dop files. The actual security name, symbol, date range and number of fields per record appears in the MASTER file. Each data file record contains (at most) fields for the date, and the price open, high, low, close, volume, and open interest. Computrac supports from 4 to 7 fields per record. Date is required. The most common arrangement is five fields: date, high, low, close, volume. The next most common, especially for commodities, is seven field: date, open, high, low, close, volume, open interest.
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