// Example script for converting EOD options data to .t8:
// Format: underlying symbol, exchange, date MMDDYYYY, adj close, option symbol, expiry MMDDYYYY, strike, Call/Put, American/European, ask, bid, volume, open interest, close
// Sample: "TLT,NYSEArca,04/10/2015,129.62,TLT   150410C00112500,04/10/2015,112.5,C,A,17.3,16.2,0,0,129.62"
string Format = ",,%m/%d/%Y,,,i,f,s,s,f,f,f,f,f";

void main() 
{
// first step: parse the CSV file into a dataset
  int Records = dataParse(1,Format,FILENAME);
  printf("\n%d Records parsed",Records);
// second step: convert the raw data to the final CONTRACT format
  for(i=0; i<Records; i++,c++) 
  {
    CONTRACT* C = dataAppendRow(2,9);
    C->time = dataVar(1,i,0);
    string PC = dataStr(1,i,3);
    string EA = dataStr(1,i,4);
    C->Type = ifelse(*PC == 'P',PUT,CALL) + ifelse(*EA == 'E',EUROPEAN,0);
    int Expiry = dataInt(1,i,1); 
    C->Expiry = 10000*(Expiry%10000) + Expiry/10000; // MMDDYYYY -> YYYYMMDD
    C->fStrike = dataVar(1,i,2);
    C->fAsk = dataVar(1,i,5);
    C->fBid = dataVar(1,i,6);
    C->fVol = dataVar(1,i,7);
    C->fVal = dataVar(1,i,8); // open interest
    C->fUnl = dataVar(1,i,9);
    if(!progress(100*i/Records,0)) break; // show a progress bar
  }
  dataSort(2);
  dataSave(2,"History\\MyOptions.t8");
}