{"id":3610,"date":"2018-09-28T20:40:46","date_gmt":"2018-09-28T20:40:46","guid":{"rendered":"http:\/\/www.csidata.com\/?page_id=3610"},"modified":"2024-11-19T13:46:22","modified_gmt":"2024-11-19T13:46:22","slug":"history-format2-specification","status":"publish","type":"page","link":"https:\/\/www.csidata.com\/?page_id=3610","title":{"rendered":"History Format#2 Specification"},"content":{"rendered":"

Stock files (.CSV)<\/strong>
\nOne issue per file<\/p>\n

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

Fund files (.CSV)<\/strong>
\nOne issue per file<\/p>\n

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

Futures files (.CSV)<\/strong>
\nOne delivery month contract per file with the filename [csinum]\\[csinum]-[DY]-[DM].csv where DY is the delivery year and DM is the delivery month.<\/p>\n

Field 1: Trade Date as YYYYMMDD
\nField 2: Open (decimal)
\nField 3: High (decimal)
\nField 4: Low (decimal)
\nField 5: Close price. (decimal) (can be settlement or last depending on the CSI number)
\nField 6: Contract Volume (integer)
\nField 7: Contract Open Interest (integer)
\nField 8: Total Volume for all contracts (integer)
\nField 9: Total Open Interest for all contracts (integer)<\/p>\n

Cash files (.CSV)<\/strong>
\nOne cash file per future with the filename [symbol]\\[symbol]_0000.csv.<\/p>\n

Field 1: Trade Date as YYYYMMDD
\nField 2: Cash Open (decimal)
\nField 3: Cash High (decimal)
\nField 4: Cash Low (decimal)
\nField 5: Cash Close price. (decimal)
\nField 6: Total Volume for all contracts (integer)
\nField 7: Total Open Interest for all contracts (integer)
\nField 8: Total Volume for all contracts (integer)
\nField 9: Total Open Interest for all contracts (integer)<\/p>\n

Dividend\/Capital Gain files (.DIV)<\/strong>
\nOne file per issue that has dividends or capital gains<\/p>\n

Field 1: Ex Date – multiple formats, generally YYYYMMDD
\nField 2: Dividend (decimal)
\nField 3: Capital Gain (decimal)<\/p>\n

Splits files (.SPT)<\/strong>
\nOne file per issue that has splits<\/p>\n

Field 1: Date – multiple formats, generally YYYYMMDD
\nField 2: Number of new shares (integer)
\nField 3: Number of old shares (integer)<\/p>\n

SYMBOLS.CSV file<\/strong><\/p>\n

Field 1: CSI identification number
\nField 2: Symbol as used in the filenames
\nField 3: Symbol used by CSI
\nField 4: Conversion Factor (to convert prices given in points to decimals)
\nField 5: CSI Exchange\/Group
\nField 6: Stock Type
\nField 7: Name<\/p>\n

<\/a>Options Header File<\/strong>
\nFilename format is W\\WP.csv where W is the Market symbol and P is Put.<\/p>\n

Field 1: Trade date
\nField 2: Market symbol
\nField 3: Put (P) or Call (C)
\nField 4: Total volume for all strikes
\nField 5: Total option interest for all strikes<\/p>\n

<\/a>Futures Options<\/strong>
\nFilename format is \\21\\202107\\P00850.csv where 21 is the unique market identifier (csinum), 2021 is the delivery year, 07 is the delivery month, P is Put, and 00850 is the strike price in points format.\u00a0 Optionally the history can be generated with symbol folders where ’21’ is replaced with ‘W’, the market symbol.<\/p>\n

Field 1: Trade date
\nField 2: Market symbol
\nField 3: Delivery month and year.
\nField 4: Put (P) or Call (C)
\nField 5: Strike price
\nField 6: Open (Opens are not available prior to 7\/1\/2021)
\nField 7: High
\nField 8: Low
\nField 9: Settle
\nField 10: Volume
\nField 11: Open Interest<\/p>\n

<\/a>Stock Options<\/strong>
\nFilename format is \\5230\\202107\\P00850.csv where 5230 is the unique market identifier (csinum), 2021 is the delivery year, 07 is the delivery month, P is Put, and 00850 is the strike price. Optionally the history can be generated with symbol folders where ‘5230’ is replaced with ‘OEX’, the market symbol.<\/p>\n

Field 1: Trade Date
\nField 2: Symbol
\nField 3: Delivery month and year.
\nField 4: Put (P) or Call (C)
\nField 5: Strike price
\nField 6: Bid
\nField 7: Ask
\nField 8: High
\nField 9: Low
\nField 10: Last
\nField 11: Volume
\nField 12: Open Interest<\/p>\n","protected":false},"excerpt":{"rendered":"

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 […]<\/p>\n","protected":false},"author":2,"featured_media":0,"parent":625,"menu_order":0,"comment_status":"closed","ping_status":"closed","template":"","meta":{"footnotes":""},"_links":{"self":[{"href":"https:\/\/www.csidata.com\/index.php?rest_route=\/wp\/v2\/pages\/3610"}],"collection":[{"href":"https:\/\/www.csidata.com\/index.php?rest_route=\/wp\/v2\/pages"}],"about":[{"href":"https:\/\/www.csidata.com\/index.php?rest_route=\/wp\/v2\/types\/page"}],"author":[{"embeddable":true,"href":"https:\/\/www.csidata.com\/index.php?rest_route=\/wp\/v2\/users\/2"}],"replies":[{"embeddable":true,"href":"https:\/\/www.csidata.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcomments&post=3610"}],"version-history":[{"count":22,"href":"https:\/\/www.csidata.com\/index.php?rest_route=\/wp\/v2\/pages\/3610\/revisions"}],"predecessor-version":[{"id":5066,"href":"https:\/\/www.csidata.com\/index.php?rest_route=\/wp\/v2\/pages\/3610\/revisions\/5066"}],"up":[{"embeddable":true,"href":"https:\/\/www.csidata.com\/index.php?rest_route=\/wp\/v2\/pages\/625"}],"wp:attachment":[{"href":"https:\/\/www.csidata.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=3610"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}