Order books

To import order books, select Import => Order books item from the main application menu.

The import process securities.

1. Import settings..

   See Candles import.

2. Configure import parameters for S# fields.

   See Candles import.

   Let's consider an example of importing an order book from a CSV file:

   • The file from which you want to import data has the following template:

     {SecurityId.SecurityCode};{SecurityId.BoardCode};{ServerTime:default:yyyyMMdd};{ServerTime:default:HH:mm:ss.ffffff};{Quote.Price};{Quote.Volume};{Side}
     
     

     Here the values of {SecurityId.SecurityCode} and {SecurityId.BoardCode} correspond to the values of Security and Board, respectively. Therefore, in the Field order field we assign the values 0 and 1, respectively.

   • For the {ServerTime:default:yyyyMMdd} and {ServerTime:default:HH:mm:ss.ffffff} fields, select the Date and Time fields from the S# field window, respectively. We assign the values 2 and 3.

   • For the {Quote.Price} field, select the Price field from the S# field window - quote price. We assign it the value 4.

   • For the {Quote.Volume} field, select the Volume field from the S# field window - quote volume. We assign it the value 5

   • For the {Side} field, select the Direction field from the S# field window - the trade direction (Buy or Sell). We assign it the value 6.

   • oThe field setting window will look like this:

   The user can configure a large number of properties for the downloaded data. Based on the imported file template, you need to specify the property and assign it the required number in the sequence.

3. To preview the data, click the Preview button.

4. Click the Import button.