File Loader Settings

The File format and Dates in the file(s) fields on the File Loader window have standard settings based on where you got the files from. (You could also just look in the file).

By "file formats", I mean how the price data is arranged in the text file. As an example, here's how Gain Capital price data looks like:

277248713,EUR/USD,2006-11-05 17:00:02,1.271600,1.271900,D

Comparing that with one from an Oanda text file, you can see they are completely different:

13/02/04 08:36:34,1.280600,1.280800
 

Gain Capital

 
Older files up to and including 2009/05 May/Week3

Order of fields - ID, Currency, Data, Bid, Ask, "D"
Delimiter - Comma
Ignore first row - No
Date format - yyyy-MM-dd HH:mm:ss
Timezone - New York (GMT-5/-4)
 

Files from 2009/05 May/Week4 up to and including 2009/11 November/Week3

Order of fields - ID, Currency, Data, Bid, Ask, "D"
Delimiter - Comma
Ignore first row - Yes
Date format - yyyy-MM-dd HH:mm:ss
Timezone - New York (GMT-5/-4)
 

Newer files from 2009/11 November/Week4 to present

Order of fields - ID, "D", Currency, Data, Bid, Ask
Delimiter - Comma
Ignore first row - Yes
Date format - yyyy-MM-dd HH:mm:ss
Timezone - New York (GMT-5/-4)
 

Oanda

Order of fields - Date, Bid, Ask
Delimiter - depends on what you requested from Oanda. XML files cannot be used.
Ignore first row - check the file
Date format - dd/MM/yy HH:mm:ss (note only 2-digit year)
Timezone - Greenwich Mean Time (GMT)
 

DukasCopy

Order of fields - Date, Time, Volume, Open, Close, Min, Max
Delimiter - depends on what you requested from DukasCopy
Ignore first row - check the file
Date format - can't remember - you should check the file
Timezone - Greenwich Mean Time (GMT)

Something to be aware of with these files is that there is no spread included. Therefore ensure you use a few pips of commission when backtesting, to try and mimick the spread. If you fail to do so, you're backtesting results will be overly fantastic.
 

ATM price history files (*.tsphd)

Order of fields - ATM Price History File (*.tsphd)
Delimiter - choose any
Date format - choose any
Timezone - choose any

The File Loader has some mandatory fields that aren't actually mandatory in this case. Just choose any value to get past the mandatory field check.

As per this wiki entry, the price history files have very specific names, e.g. fxcm_23_1d.tsphd. The ones being used by ATM (i.e. the ones which correspond to Data Manager entries) cannot be renamed at all. But if you are wanting to merge a price history file with another, most likely it means you got one from somewhere or someone else. This file you can rename, if you are going to use the File Loader window to merge it. But make sure you keep the file prefix intact. That is, add another dot and type after it, e.g. fxcm_23_1d.temp.tsphd or fxcm_23_1d.copy.tsphd.
 

Text files exported by ATM v3+

Order of fields:

• for files containing tick prices - Date, Utc, FIP ID, Symbol, Bid, Ask, Volume
• for files containing price bars - Date, Utc, FIP ID, Symbol, Bid OHLC, Ask OHLC, Volume

Delimiter - depends on what the setting was when the file was exported.
Ignore first row - check the file
Date format - yyyy-MM-dd HH:mm:ss
Timezone - choose any

As the date and Utc offset is written into these files, the timezone field is not actually required. So just choose any value to get past the mandatory field check.
 

Text files exported by ATM pre-v3

Order of fields:

• for files containing tick prices - Date, Currency, Bid, Ask
• for files containing price bars - Date, Currency, Bid OHLC, Ask OHLC

Delimiter - depends on what the setting was when the file was exported.
Ignore first row - check the file
Date format - yyyy-MM-dd HH:mm:ss
Timezone - Greenwich Mean Time (GMT)
 

Other

ATM supports just about any date format, and any 1-character delimiter. So if you have a text file from somewhere else, all you have to do is somehow get the order of fields to match one of the available options.

If that's beyond your technical prowess, or you know of another popular file format that you think we should support, you can add a post to the feature request forum.