Princeton University Library
Pliny Fisk Library of Economics & Finance
Installing your Prophet Financial Data
It's easiest to think of your CD ROM as essentially a very large floppy disc-all you need to do is transfer the data from the CD to your hard drive. Follow these steps:
(1) Insert the CD ROM into your drive. For the purpose of this sheet, we will refer to this as the D: drive.
(2) From a DOS prompt, type the following to create a place for your data:
CD \ <Enter>
MD PROPHET <Enter>
(3) Now go to the CD ROM drive by typing D: <Enter>
(4) Change to the directory matching the format you want to use
CD MFTASTOK <Enter>, or
CD ASCII <Enter> (for ASCII data, for spreadsheets or your own programming), or
CD TECHTOOL <Enter> (for TTD data, as with Candlestick Forecaster or Nava Patterns)
(5) Now type this to copy the data; it will take a few minutes to do the job:
XCOPY *.* C: \PROPHET /S <Enter>
Stock option CD-ROM (Description of how stock options data is organized)
The CD ROMs have directories housing the stock options for the given roots. For instance, stock options for symbol IBM would be in the IBM directory.
As you probably are aware, root symbols do not always match equity symbols. The root symbol for Apple Computer (stock symbol AAPL) is not AAPL, but is instead the three letter symbol AAQ.
The name of the file indicates the strike price and the expiration of the option. The format of the symbol construction is:
<root symbol><year><month code>-<strike>.txt
The ROOT SYMBOL has already been explained. It simply represents what the underlying instrument is.
The YEAR is the two digit year; figures from 95 through 99 represent the 20th century (example: 98=1998), whereas figures from 00 and above are for the 21st century (example: 00=2000).
The MONTH CODE tells you if you are looking at a put or a call, and what month that options expires. Calls are any alphabetic character from A to L. Puts range from M to X. These correspond to the following list:
Call Options
January - A
February - B
March - C
April - D
May - E
June - F
July - G
August - H
September - I
October - J
November - K
December - L
Put Options
January - M
February - N
March - O
April - P
May - Q
June - R
July - S
August - T
September - U
October - V
November - W
December - X
The STRIKE PRICE, which is the next character, is indicated as follows:
Code | Strike |
A | $5, $105, etc. |
B | $10, $110, etc. |
C | $15, $115, etc. |
D | $20, $120, etc. |
E | $25, $125, etc. |
F | $30, $130, etc. |
G | $35, $135, etc. |
H | $40, $140, etc. |
I | $45, $145, etc. |
J | $50, $150, etc. |
K | $55, $155, etc. |
L | $60, $160, etc. |
M | $65, $165, etc. |
N | $70, $170, etc. |
O | $75, $175, etc. |
P | $80, $180, etc. |
Q | $85, $185, etc. |
R | $90, $190, etc. |
S | $95, $195, etc. |
T | $100, $200, etc. |
U | $7.50 |
V | $12.50 |
W | $17.50 |
X | $22.50 |
Within each file is the data available for that option, organized into the following format and separated by commas:
<date> <open> <high> <low> <close> <volume> <open int.>
The <date> is the date of the data on that line of the file. The <open> <high> <low> and <close> are the price fields for that day. The <volume> is how many options traded on that day for that item. The <open int.> is the open interest on that particular option on that day.
Please note that data for volume and open interest is available only through September 22, 1999.