Convert Csv To Metastock Format Apr 2026
# Create MASTER file (simplified) master_path = os.path.join(output_folder, 'MASTER') with open(master_path, 'wb') as f: # Write minimal master record for one security # Structure is complex; for real use, copy from existing MASTER # This is a simplified placeholder f.write(security_name.encode('ascii') + b'\x00' * (32 - len(security_name))) f.write(struct.pack('<H', 1)) # 1 = stock type f.write(struct.pack('<H', 0)) # data format
Then update the MASTER file with all security names (requires binary editing or use a tool like ). Best Free Tools Summary | Tool | Platform | Ease of Use | |------|----------|-------------| | MetaStock Converter (MSconv) | Windows | Easy | | Python script (above) | Any | Moderate | | Excel + Binary editor | Windows | Hard | | Notepad++ + Hex plugin | Windows | Very Hard | Final Checklist ✅ CSV has headers: Date, Open, High, Low, Close, Volume ✅ Dates converted to YYYYMMDD integers ✅ Data sorted newest to oldest (descending) ✅ Volume is integer, prices are floats ✅ Output folder path contains no spaces or special characters ✅ MetaStock is closed during file write (to avoid locking) convert csv to metastock format
import glob csv_files = glob.glob('C:/CSVs/*.csv') for i, csv_file in enumerate(csv_files): security_name = os.path.basename(csv_file).replace('.csv', '') dat_filename = f'Fi+1:05d.DAT' # F00001.DAT, F00002.DAT, etc. csv_to_metastock(csv_file, 'C:/MetaStock/BatchData', security_name) # Create MASTER file (simplified) master_path = os
# Reverse to MetaStock order (newest first) data.reverse() CSV must have columns: Date, Open, High, Low,
import struct import os import csv from datetime import datetime def csv_to_metastock(csv_path, output_folder, security_name): """ Convert CSV file to MetaStock format. CSV must have columns: Date, Open, High, Low, Close, Volume Date format in CSV: YYYY-MM-DD """
# Write to MetaStock .DAT file dat_path = os.path.join(output_folder, 'F00001.DAT') with open(dat_path, 'wb') as f: for record in data: # Pack: date (long), open (float), high (float), low (float), # close (float), volume (long), open interest (float) packed = struct.pack( '<lffffl f', # < = little-endian, l = long, f = float record['date'], record['open'], record['high'], record['low'], record['close'], record['volume'], record['open_interest'] ) f.write(packed)