Tick replay record layout

[ipelet]

Where can I find the layout of the records in the tick replay file.

I'm new to EFS therfore excuse me if the question is too trivial

[ACM]

ipelet
In the lines with Trades (T) the fields are Date, Time, Trade Price, Trade Size, Trade Exchange (if applicable)
In the lines with Bid/Ask Quotes (Q) they are Date, Time, Bid, Ask, Bid Size, Ask Size, Bid Exchange, Ask Exchange (or contributing bank/broker if Forex).
In Tick Replay an Advanced Chart will only plot Trades. You can however see the Bid/Ask quotes in the Time and Sales window
For detailed information on the Tick Replay tool and a guide on how to use it see this article in the eSignal KnowledgeBase
Alex

[ipelet]

Thanks Alex,
Can you please give more more details about the fields type.

The following will be enough : Date, Time and how to identify end of record

[ACM]

ipelet
As far as I know Date is formatted as yymmdd while Time is formatted as hhmmss expressed in 24hrs clock
For your information you can view the contents of the *.epf files by opening them with any text editor (eg Notepad, Wordpad, Word, etc)
Alex

[ipelet]

Thanks Alex you were very helpful

[ACM]

ipelet
You are most welcome
Alex