Examples written in Fanton and other languages (Java, Kotlin, etc.) to compare performance
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CheckDailyOHLC.fan
CheckDailyOHLC.java
CheckDailyOHLC.kt
README.md
rut.zip

README.md

FantomPerformance

Examples written in Fantom and other languages (Java, Kotlin, etc.) to compare performance

CheckDailyOHLC

This program processes a directory of stock data files in directory C:\Users{username}\IBData{symbol}. The sample files, uploaded in rut.zip, are for the {symbol} RUT, so they should be placed in C:\Users{username}\IBData\RUT. These files have names like RUT_20130913.txt. Each file is a comma separated value file of ticks (1 tick every 5 seconds from 9:30am to 4pm). The first line is a header giving the column names. The other lines look like:

09/13/2013,09:30:20,1051.98

There is an additional file in C:\Users{username}\IBData\RUT named rut.csv. It is a file downloaded from finance.yahoo.com that contains lines which are the date, time, open, high, low, and close for a number of trading days (plus a couple of other columns). A typical line looks like:

2014-04-21,1139.59,1142.39,1132.22,1142.31,26425000,1142.31

The goal of the program is to compare the open, high, low, and close reported by yahoo for a given day to the open, high, low, and close computed from each tick file downloaded from Interactive Brokers for that day.