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Answer |
Yes. (as of version 8.0.2) The file may be either
a comma- or tab-separated text or csv file. The first line of the
file is important and will tell Investor/RT that the following lines
should be considered pairs or spreads (custom instruments). The
first line should look like this: /TYPE PAIR
The first line may also be used to tell Investor/RT that you would
like to use division on the pairs instead of subtraction. The line
above will default to subtraction, however, the line below:
/TYPE PAIR /
will tell Investor/RT that the pairs are to use division. The
first line of the file may also be used to communicate how the resulting
pair tickers symbols will be built. By including the text USEMULT,
the resulting ticker symbols will be built with the multipliers
included. We'll look at a few examples of this later.
Regardless of whether the multiplier is included in the ticker symbol,
the "name" column will provide a very complete description of the pair
as seen in the table below.
After this first line, each of the subsequent lines will represent a
different pair. These lines can have one of two formats.
Either:
CompA, CompB
or...
MultA, CompA, MultB, CompB
Where MultA is the multiplier for the first component, and CompA is
the ticker symbol of the first component, etc. Both multipliers
will default to 1.0 if the first format is used. Also, the commas
may be replaced by tabs in your file if you prefer.
Now, let's look at some example files with the ticker symbols that
would result:
|
File |
Ticker Symbol |
Name |
/TYPE PAIR
AMZN, YHOO
KO, PEP |
AMZN-YHOO
KO-PEP |
(1.00 * AMZN) - (1.00 * YHOO)
(1.00 * KO) - (1.00 * PEP) |
/TYPE PAIR /
AMZN, YHOO
KO, PEP |
AMZN/YHOO
KO/PEP |
(1.00 * AMZN) / (1.00 * YHOO)
(1.00 * KO) / (1.00 * PEP) |
/TYPE PAIR
0.8, AMZN, 1.0, YHOO
1.0, KO, 0.6, PEP |
AMZN-YHOO
KO-PEP |
(0.80 * AMZN) - (1.00 * YHOO)
(1.00 * KO) - (0.60 * PEP) |
/TYPE PAIR USEMULT
0.8, AMZN, 1.0, YHOO
1.0, KO, 0.6, PEP |
AMZN*0.80-YHOO
KO-PEP*0.60 |
(0.80 * AMZN) - (1.00 * YHOO)
(1.00 * KO) - (0.60 * PEP) |
/TYPE PAIR / USEMULT
0.8, AMZN, 1.0, YHOO
1.0, KO, 0.6, PEP |
AMZN*0.80/YHOO
KO/PEP*0.60 |
(0.80 * AMZN) / (1.00 * YHOO)
(1.00 * KO) / (0.60 * PEP) |
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After the pairs are imported, Investor/RT will ask the user for a name
of the resulting quotepage in which the pairs will be placed.
After this name is provided, Investor/RT will then ask for a name for
the quotepage of "component" symbols that were used to build the pairs.
As a result, the user will see a quotepage of both the pairs, and it's
components. This makes it easy, using the Download Data window, to
first download data on the components, and then download data on the
pairs (a download on a pair/custom instrument just builds the data on
the pair from that of the components). |