Market Data Unfair Advantage Posting Status Robert 2016

History Format#2 Specification

Stock files (.CSV) – one issue per file

Field 1: Date – multiple formats, generally YYYYMMDD
Field 2: Open (decimal)
Field 3: High (decimal)
Field 4: Low (decimal)
Field 5: Close (decimal)
Field 6: Volume in 100s of shares (integer)
Field 7: Dividend in 1/1000s of currency (integer)

Fund files (.CSV) – one issue per file

Field 1: Date – multiple formats, generally YYYYMMDD
Field 2: Net Asset Value (decimal)
Field 3: Net Asset Value + Load (if any) (decimal)
Field 4: Net Asset Value (decimal)
Field 5: Net Asset Value (decimal)
Field 6: Dividend in 1/1000s of currency (integer)
Field 7: Capital Gain in 1/1000s of currency (integer)

Futures files (.CSV) – one contract per file

Field 1: Date – multiple formats, generally YYYYMMDD
Field 2: Open (decimal)
Field 3: High (decimal)
Field 4: Low (decimal)
Field 5: Close (decimal)
Field 6: Contract Volume (integer)
Field 7: Contract Open Interest (integer)
Field 8: Total Volume (integer)
Field 9: Total Open Interest (integer)

If CD has prices unadjusted for splits then there are:
Splits files (.SPT) – one file per issue that has splits

Field 1: Date – multiple formats, generally YYYYMMDD
Field 2: Number of new shares (integer)
Field 3: Number of old shares (integer)

SYMBOLS.CSV file –

Field 1: CSI identification number
Field 2: Symbol as used in the filenames
Field 3: Symbol used by CSI
Field 4: Conversion Factor (to convert prices given in points to decimals)
Field 5: CSI Exchange/Group
Field 6: Name