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!!!

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.

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?