Date formats

From Flametree Technologies
Revision as of 05:20, 15 February 2020 by Fiasys (talk | contribs) (Created page with "===Date format strings=== FIA can parse a wide range of date formats. Date formats are constructed by appending a number of format specifiers, corresponding to the day, month an...")
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
Jump to navigation Jump to search
The printable version is no longer supported and may have rendering errors. Please update your browser bookmarks and please use the default browser print function instead.

Date format strings

FIA can parse a wide range of date formats. Date formats are constructed by appending a number of format specifiers, corresponding to the day, month and year fields of the supplied date, together with the field delimiters.

Formats correspond to those used by the C strptime function. The following formats are allowable:

Format Example Sample
%d Day of month (1-31) 15
%m Month number (1-12) 2
%b Month in abbreviated or full form February, Feb
%y The year without century data (0-99). When a century is not otherwise specified, values in the range 69-99 refer to years in the twentieth century (1969-1999); values in the range 00-68 refer to years in the twenty-first century (2000-2068) 45
%Y The year, including century 2015

Date format strings are constructed by aggregating the above format strings with the date delimiter. For instance, if your dates are in the dd-mm-yy format, set the format string to %d-%m-%y, using a hyphen as the delimiter.

The following table lists some example date format strings.

Date Format
15/05/2013 %d/%m/%Y
15/05/13 %d/%m/%y
05/15/2013 %m/%d/%Y
05-15-2013 %m-%d-%Y
05152003 %m%d%Y
20031505 %Y%m%d
15-May-13 %d-%b-%y
15-May-2013 %d-%b-%Y


Initially, all date formats have the default value %Y-%m-%d. This can be overridden as follows:

FIA allows you to specify a date format to be used for all files, a specific date format for each file, or any combination of the two. Formats are applied using the following schema:

  • Any formats supplied in SecurityDateFormat, PortfolioDateFormat, YieldCurveDateFormat, FXDateFormat are applied first to the corresponding files;
  • Next, format DateFormat is applied to any files that have not had a custom format applied;
  • If DateFormat has not been supplied, the default format is applied to any remaining files.
Example Setting Result
Example 1 No date format strings set All dates from all files will be read using the default format string %Y-%m-%d
Example 2 DateFormat is set to DEMO_STRING

No other format strings set

All dates in all files will be read and parsed using DEMO_STRING
Example 3 DateFormat is set to DEMO_STRING1, SecurityDateFormat is set to DEMO_STRING2. All dates in the security file will be read and parsed using DEMO_STRING2

All dates in other files will be read and parsed using DEMO_STRING1

Example 4 DateFormat is not set

SecurityDateFormat is set to DEMO_STRING1

All dates in the security file will be read and parsed using DEMO_STRING1

All other dates will be read and parsed according to the default format string %Y-%m-%d