I also would like to clarify the example on the "Datasets" page in the manual:
// parse iVolatility historical option chain data and store the resulting array
void main()
{
string Format = "+,,%m/%d/%y,,,i,f,s,s,f,f,f,,f";
int records = dataParse(1,Format,"iVolatility_SPY_2014_1.csv");
records += dataParse(1,Format,"iVolatility_SPY_2014_2.csv");
records += dataParse(1,Format,"iVolatility_SPY_2015_1.csv");
records += dataParse(1,Format,"iVolatility_SPY_2015_2.csv");
records += dataParse(1,Format,"iVolatility_SPY_2016_1.csv");
printf("n%d records parsed",records);
dataSave(1,"SPY_Options.t8");
}
The Format is different from the *.t8 struct. How would it map to it?
