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Market Replay files decompress


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  #1 (permalink)
 VasilyS 
Moscow, Russia
 
Experience: Intermediate
Platform: Sterling Trader Pro
Trading: Stocks
Posts: 15 since Jun 2014
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Anybody knows how to decompress market replay files? I want to read .nt2 files to get original L2 data. Is it possible?


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  #3 (permalink)
 
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 sam028 
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It's not possible, the format is hidden and tricky to decipher.
You could easily write an indicator which will write all this in an easy to read format, .txt/.csv.


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