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ADD FIELD TO RE BAR DATA

Posted By johan 2 Years Ago
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Posted Tuesday March 03 2015
I am using the standard RE Bar Data import function.  Is there a way to add a field such as Market Cap to the standard RE Database file?
Posted Wednesday March 04 2015
No, there's not currently a way to add more fields to the bar data.  If you need to access that data, you would need to store it somewhere else (ie a text file or database) and look up the corresponding value for a bar from within your system code.

Thanks,
Daniel
Posted Saturday March 14 2015
I have many situations where something like that is needed and I've got a standard workaround.

First, all my data resides in a MySql server. For instance, I have tables for index membership, with a layout similar to this:

EventDate, IndexTicker, StockTicker, JoinLeave

Each row has data about when a stock joined or left a particular index. From there, it's easy. I made a RightEdge indicator that takes two inputs, a stock ticker and an index ticker. The indicator talks to the MySql and constructs a time series 'indicator', that will be 0 on any day where the stock wasn't in the index and 1 on any day when it was in the index. Easy to build and reuse.

This can be done with market cap and other things as well. For market cap, I'd store the shares outstanding and when that changes. Then make an indicator to multiply that with the current price, and you've got your market cap indicator.


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