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Capturing Tick data with EFS

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  • Capturing Tick data with EFS

    Has anyone written a script that can extract tick data (size, price, symbol, date/time) and dump it to a file. I am curious if this is at all possible since I am new to the EFS scripting world. Also, is it possible for EFS scripts to dynamically capture the tick info or does one always have to run the script manually.

    Thanks in advance for any help in this matter

    Mike

  • #2
    Re: Reply to post 'Capturing Tick data with EFS'

    You can export all this data from a chart window by right clicking on the
    chart, tools, export

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    • #3
      Mike
      In addition to David's suggestion you can also use the Tick Downloader tool (Tools->Tick Replay-> Tick Downloader)
      There you can select whether you want to save trades only or also bid/ask
      Alex

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      • #4
        Thanks for the help. I guess it is always good to know the tool features before diving into customizing a solution.
        Last edited by mjpburke60; 12-16-2003, 08:41 AM.

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