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)
# Create output folder if not exists os.makedirs(output_folder, exist_ok=True)
# Reverse to MetaStock order (newest first) data.reverse() convert csv to metastock format
# 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)
Part 2: Required CSV Format Your CSV must contain these columns (exact names not required, but data is): Then update the MASTER file with all security
# 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
# Read and sort CSV data (reverse chronological) data = [] with open(csv_path, 'r') as f: reader = csv.DictReader(f) for row in reader: # Convert date from YYYY-MM-DD to YYYYMMDD integer date_obj = datetime.strptime(row['Date'], '%Y-%m-%d') date_int = int(date_obj.strftime('%Y%m%d')) # Convert values record = 'date': date_int, 'open': float(row['Open']), 'high': float(row['High']), 'low': float(row['Low']), 'close': float(row['Close']), 'volume': int(row['Volume']), 'open_interest': 0.0 # Default if not provided data.append(record) 'F00001.DAT') with open(dat_path
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 """