Instrument Escort: Import and export of instruments

 

Import and export functions

The following actions can be carried out using the Import/Export button within the Instruments window:

 

 

Description of the functions:

Select Markets + Mappings menu item: more information in the section Instruments: Markets and Mappings

• Import from File: imports instruments from a CSV file
• Import from Dialog: inserts symbols that satisfy the same criteria.

• Import Mappings: imports mappings from a CSV file.
• Import Instrument Lists: imports instrument lists from a CSV file.

The name of the *.csv file will be suggested as the instrument list name. Importing will not overwrite existing lists but will simply add instruments from the *.csv file that are not included in the instrument list. However, importing will overwrite existing instruments (details will be updated).

• Import from Instruments DB XML Snapshots: creates a backup file of instruments. More information in the section: Instrument Escort: How to backup the instrument database.
• Export Instruments to XML Snapshot.

 

Import formats - Instruments & Mappings

This section explains which formats are supported when importing instruments and mappings from a CSV file.

 

Instruments imported from a CSV file

Each instrument traded or analyzed within AgenaTrader must exist in the Instrument Escort. Currently the AgenaTrader database contains approx. 7000 instruments of all types (stocks, futures, etc.).

The following attributes can be imported into AgenaTrader:
- <Symbol> - The instrument's exchange symbol
- <Name> - Instrument name
- <Margin> - %-margin for a leveraged instrument (see below)
- <PointValue> - Value per point
- <TickSize> - Tick size
- <MainSector> - Sector of economy (for stocks)
- <DetailSector> - Industry (for stocks)
- <InstrumentType> - Instrument type (see selection list in the Details tab)
- <Exchange> - Exchange (see selection list in the Details tab)
- <ETF> - Exchange Traded Fund: true / false
- <Currency> - Currency (see selection list in the Details tab)
- <Expiry> - The instrument's expiration date (futures) – Format example: 06.2014 (mm.yyyy)
- <ISIN> - tbd
- <DefaultOrdersize> - tbd

If a margin is different for various brokers, you can edit it using the Mapped symbol column in the Details tab.

The following formatting is required for a CSV file:

1. The first cell must contain the tag <Import Instrumens>
2. Below this tag there are <Attributes> and <Instrument> rows.
3. The <Attributes> row causes a change of attributes for the following <Instrument> rows.
4. The <Instrument> row may also include attributes.

Sample data:

  To download examples please click here.

Using "FromYahoo": you may often face situations in which you have an instrument list and know its base currency, instrument type etc. but are missing information such as the traded exchange or a symbol name. You can solve this problem by simply retrieving the required information from the internet. When you enter <Name>FromYahoo or <Exchange>FromYahoo this information will be imported from the Yahoo database.

CAUTION!  Should you need to import a large number of values, then this may take quite a long time. Importing 1000 instruments will take approximately 10 minutes.

 

Instrument lists imported from a CSV file

There is a difference between importing instruments and instrument lists. Instrument lists are lists of symbols that have been assembled for a specific purpose e.g. long lists/short lists etc.
When you import a list such as this, the corresponding symbols must already exist in AgenaTrader.

The following formatting is required for a CSV file:

1. The first cell must contain the tag <Import Instrument list>
2. Below this tag all symbols needed must be listed.

Sample data:

<Import Instrumentlist> А АА AAPL ABC 2323 3343

If symbols are not identified correctly, a popup will display the following message:

To download other examples please click here.

Additional information is available on our forum (in german only).

 

Mappings from a CSV file

An example of the format for the import of mappings from a CSV file:

<InstrumentMapping> <Provider>BarChart <mappedSymbol>AUDCAD <Name>AUDCAD <Symbol>AUDCAD <Instrumenttype>Currency <mappedSymbol>AUDCHF <Name>AUDCHF <Symbol>AUDCHF <Instrumenttype>Currency <mappedSymbol>AUDJPY <Name>AUDJPY <Symbol>AUDJPY <Instrumenttype>Currency

 
To download examples please click here.