Objective: To create multiple csv data file from single csv data file and update.
1. Ability to add,edit data source folder.
a. Will have folder for each date.
2. Ability to add,edit output folder.
a. Will have single folder with csv file for each symbol.
3. Ability to process data.
4. Ability to update new data.
5. Ability to load the stock symbol list in txt file for processing only symbols which are in list.
6. Application should be multi-threaded for fast processing of data.
7. Ability to set number of threads to use.
Logic: Options data source csv file has row data for all symbols in one file for each day(around 500,000 rows). Which needs to be separated to individual file and use those file for daily update.
Output csv file format
Output symbol name
[url removed, login to view]
Date = take it from folder name
Open= use Ask price from option file
High = use Ask Price from option file
Low= use Bid price from option file
Close= use Ask Price from option file
Volume = use Volume from option file
Input data source file format
Opt Symbol, Stock Symbol, , , , , Last Sale, Volume, Strike, Bid, Ask, Open
Interest, Year of Expiration.