JTools Table of Contents

Project Location: \JTools_StateFileReader

Like the State File Generator application, The Time and Sales State Reader application is a revision of another application I made available to users some time ago. Since the initial version however, I have converted the application into the JTools format, made it compatible with the new JTools_StateFileGenerator and made many improvements to the code in general.

The Time and Sales State File Reader application was designed to be a simple Time and Sales viewer. It will allow a user to flip between time frames and immediately see data within NxCore historical files and in real time. It is dependant on the JTools_StateGenerator application to make State Files available. If you are not familiar with the JTools_StateFileGenerator application you can find it HERE.

Fields in the Time And Sales Parameters:
  • Date - Date for data you are searching for. This will default to the current date.
  • Symbol/Root - The symbol you wish to see data for. This will be the root symbol if an option.
  • Strike - If the symbol is an option, this will be the strike price for the desired contract.
  • Expiration - If the symbol is an option, this will be the expiration period for the desired contract
  • Put / Call - If the symbol is an option, check the appropriate button to specify a put or a call.
  • Start Time - The start time that all messages are to be filtered by, and by which specific state files are chosen.
  • Span - Time span you would like to receive data for (from the start time).
  • Get - Get data now.
  • Up - Move up in time (by Span) and get more data.
  • Dn - Move back in time (by Span) and get more data.
  • Stp - Stop data streaming.
  • Show Trades - Show trades in the list.
  • Show Quotes - Show quotes in the list.
  • Show Best - Show only NBBO quotes in the list.
  • Volume Filter - If checked, trades will be filtered according to the Volume Filter Size.
  • To Clipboard - If checked, all output will also be sent to the clipboard. You may paste it into any text document when the span is complete.
Fields in the Time and Sales Output List:
  • Time- Exchange time stamp of the quote or trade.
  • Type- Type of entry, quote or trade.
  • Price - Price of a trade.
  • Size- Size of a trade.
  • Bid - Bid price of a quote.
  • BidSize - Bid size of a quote.
  • Ask - Ask price of a quote.
  • Ask Size - Ask size of a quote.
  • LExg - Listing exchange for the issue.
  • RExg - Reporting exchange of the trade or quote.
  • Condition - Trade condition for trades, quote condition for quotes.
  • TFlags - Trade condition flags for trades.
  • NBBO - If one side or both sides have a quote that is the NBBO, this field will designate which side, or both.

Setting up the environment:

The first thing you need to do when launching the application is goto the State Reader Settings and be sure that the settings in the State Reader are the same as those in the JTools_StateFileGenerator application (with the exception of Max List Entries):

This is important as the reader needs to know where the State Files are located and what the timing amounts are. If the timing amounts are different, the State Reader application may not be able to properly find state files for a given time frame. These settings should be the same as the corresponding settings in the JTools_StateFileGenerator application.

The next step is to generate the state files with the JTools_StateFileGenerator application. You can generate the state files from any historical tape, or they can be generated in real time as NxAccess is running. You can generate state files for as many days as you like.

Once the state files are generated, the State Reader Application is ready to use. Be sure to choose a date you created state files for, choose the time frame and span to see data at, and a symbol. You can press the "Get" button to retrieve data or simply press the ENTER key.

If the "To Clipboard" option is checked on, then all output for each request is sent to the clipboard. You can simply bring up and text editor and past the output results into it:

Symbol Convention:

While this application was intended to be used the way a trader might use a time and sales viewer, I chose to keep the symbol convention to the stock NxCore convention. So for instance "IBM" would be entered in as "eIBM".

However, a symbol may be duplicated on more than one listing exchange. For instance GE is listed on both the NYSE and Canadian exchange, and represent different companies. While the symbols default to the US symbols, it is possible to specify the listing exchange the symbol. As an example of how to specify the listing exchange in the symbol:
  • eGE or eGE:3 - General Electric on the NYSE exchange (exchange # 3).
  • eGE:19 - Granville Pacific Capital Corp on the CDNX exchange (exchange #19).

The exchange designators correspond to the default NxCore exchange codes found here: NxCore Exchange Codes

You may specify any symbol type (equities, futures, options, etc) you are entitled for and/or have on historical tapes.

If the symbol entered is not valid, a "Symbol Not Found" message is displayed in the Name field otherwise a "Symbol Found" message is displayed.

Symbol found:

Symbol not found:

Scrolling through Dates/Times:

Whenever you change the Date or Start Time, the application will immediately check the availability of the file (first in the main Folder and then the Archive Folder if set), and issue a status of the particular state file being found or not found:

State file found:

State file not found:

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