Unit DataFormats;

Interface

  Type
    TBarData =
      Record
        Open, High, Low, Close : Double;
        StartTime : TDateTime;
        Volume, PrintCount : Integer;
      End;

    TBarList =
      Array Of TBarData;

    TFundamentalData =
      Record
        // These come from the live quote table.
        CompanyName, ListedExchange : String;
        Dividend, Earnings : Double;
        // We could get these from the exchanges, but they don't update soon
        // enough for us.  When we run at midnight, they are missing the last
        // trading day.
        // Hmm.  On a second look, that might not be true.  Maybe some exchanges
        // update at different times than others.
        High52Week, Low52Week : Double;
        // This is a little bit delicate.  There is no history for the put
        // volume or the call volume.  The value that you read is the volume
        // between the start of the day and the current time.  As long as we
        // read this after hours, we will get the end of day data.  After that
        // we have to record these if we want to keep historical records.
        PutVolume, CallVolume : Integer;
        // These come from the security table.
        PERatio, Beta, Yield, MarketCap : Double;
        SharesOutstanding : Integer;
        // These come from the fundamentals table.
        EpsNetIncome : Double;
        Income, Revenues, Assets, Debt : Integer; 
      End;

    TCorporateActions =
      Record
        Splits : Array Of
          Record
            // Data before this date was one way; data on or after the date is
            // the other way.
            Date : TDateTime;
            // Historical data from TAL has already been adjusted for splits.
            // If you want to see the original price, and there is only one of
            // these, and the price comes from before the specified date, then
            // you need to multiply by the split factor.
            // If there was more than one split, the most recent one will have
            // the lowest index.  SplitFactor only shows the difference between
            // the price on the given date and the previous day.  If you want to
            // see the original price, you will have to multiply it by all of
            // the split factors.
            SplitFactor : Double;
          End;
        // This table has other useful stuff that we might want in the future.
        // In particular, it says when a stock is delisted.  That might help
        // us when we sanatize the data.
      End;


Implementation

End.