Market Reply data -> historical ticks?

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Updated July 3, 2016

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Market Reply data -> historical ticks?

July 3rd, 2016, 04:27 AM	#1 (permalink)
code berlin germany Posts: 35 since Jul 2016 Thanks Given: 19 Thanks Received: 6	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!!!

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July 3rd, 2016, 06:21 AM

#2 (permalink)

sam028

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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.

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July 3rd, 2016, 06:35 AM

#3 (permalink)

code

berlin germany

Posts: 35 since Jul 2016

Thanks Given: 19

Thanks Received: 6

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?

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Last Updated on July 3, 2016

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