Market Reply data -> historical ticks?

July 3rd, 2016, 04:27 AM

hi All,

is it possible to convert Market Reply files to importable tick data? any hint/direction or guide would be very much appreciate. thanks in advance!!!

July 3rd, 2016, 06:21 AM

code

hi All,

is it possible to convert Market Reply files to importable tick data? any hint/direction or guide would be very much appreciate. thanks in advance!!!

With the replay engine running use OnMarketData() from an indicator to write what you want in a file.

July 3rd, 2016, 06:35 AM

sam028

With the replay engine running use OnMarketData() from an indicator to write what you want in a file.

thanks a lot for the hint! it's great! is there any quick sample code that might be useful?

Market Reply data -> historical ticks?

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Market Reply data -> historical ticks?