- CRB PowerSystem™ Software

The PRO format is a binary file format. As such, data in a PRO file cannot be read with a standard word processor. CRB provides PowerPro for viewing and editing these files. Only edit PRO data files with such an editor.

Each record in a PRO data file contains 26 bytes. The date is stored as a 2-byte signed integer. The rest of the fields are each 4-byte single precision values.

Typically the ticker symbol is used as the name of the PRO file.

.PRO File Structure: Futures, Options, U.S. Equities (adjusted*) and Mutual Funds

The date is stored as a 2-byte signed integer. The rest of the fields are each 4-byte single precision values for the Open, High, Low, and Settlement prices, and the Volume and Open Interest, respectively.

Futures and Options

Type	Filename	Default Location
Futures Cash Nearby Futures	SP2005M.PRO SP----Y.PRO SPNFVOI.PRO	C:\Program Files\CRB\Data\PRO\Futures\SP\ (formerly C:\CRB\PRO)
Options	SP2005M1065P.PRO (SP1065R5.PRO)	C:\Program Files\CRB\Data\PRO\Options\SP\ (formerly C:\CRB\Strikpro)

U.S. Equities (adjusted*)

Type	Filename	Default Location
Equities (adjusted*)	IBM.PRO	C:\Program Files\CRB\Data\PRO\Equities\I\ (formerly C:\CRB\Stocks)
*The .PRO Equities files are created by PowerGen using the corresponding .STK and .EVT files to adjust for Splits and/or Dividends.

Mutual Funds

Type	Filename	Default Location
Mutual Funds	FGBRX.PRO	C:\Program Files\CRB\Data\PRO\Funds\F\ (formerly C:\CRB\Funds)

.KRV File Structure: Volatility

The date is stored as a 2-byte signed integer. The remaining of the fields are each 4-byte single precision values for the Implied and 20-day Historic volatility percentages. The remaining 4 (l,s,v,oi) fields are empty.

Volatility

Type	Filename	Default Location
Volatility	SP2005M.KRV	C:\Program Files\CRB\Data\PRO\Volatility\SP\ (formerly C:\CRB\PRO)

.COT File Structure: Commitments of Traders

The date is stored as a 2-byte signed integer. The rest of the fields are each 4-byte single precision values for the Commercial, Non-Commercial and Non-Reportable, respectively. The remaining 3 (s,v,oi) fields are empty.

Commitments of Traders

Type	Filename	Default Location
COT	SP----C.COT	C:\Program Files\CRB\Data\PRO\COT\SP\ (New for PowerSystem 5)

.STK File Structure: U.S. Equities (unadjusted*)

The date is stored as a 2-byte signed integer. The rest of the fields are each 4-byte single precision values for the Open, High, Low, and Settlement prices, and Volume, respectively. The remaining 1 (oi) field is empty.

U.S. Equities (unadjusted*)

Type	Filename	Default Location
Equities (unadjusted*)	IBM.STK	C:\Program Files\CRB\Data\PRO\Equities\I\ (New for PowerSystem 5)
*The .STK files use the corresponding .EVT files to adjust for Splits and/or Dividends.

.EVT File Structure: Events

The Date is stored as a 2-byte signed integer. The Open contains the ASCII code (stored as a float) representing the Type (S=Splits, D=Dividends, E=Earnings). The High contains the value in the case of Earnings or Dividends, or the denominator in the fraction describing the Split. The Low contains the numerator for Split records (Not used for Dividends and Earnings). The remaining 3 (s,v,oi) fields are empty.

Events

Type	Filename	Default Location
Events	IBM.EVT	C:\Program Files\CRB\Data\PRO\Equities\I\ (New for PowerSystem 5)
*The .EVT files are used with the corresponding .STK files to adjust for Splits and/or Dividends.

Previous