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Multiple symbol playback workaround using edited tick files?

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  • Multiple symbol playback workaround using edited tick files?

    Is the following a viable workaround to make a limited version of multiple symbol playback possible? Edit a tick file by inserting the closes of the second symbol into the “Trade Exchange” data field of the tick file’s Trade (T) lines. Then in playback call that data with a command such as getTradeExchange(). If this is possible, what is the correct command to call the Trade Exchange (I don’t see getTradeExchange() mentioned anywhere) and what securities’ tick files Trade (T) lines are formatted to hold the Trade Exchange data? Thanks for any help.

    Mike

  • #2
    Tick files format and data retrieval command

    Hi. Below is a copy of a few lines from today's downloaded tick file of the e-mini. At the end of the Quote (Q) lines there is a blank data space enclosed by two commas. If I was to use a text editor and insert data within the commas, what command would I use to retrieve that data during playback. For example, getMostRecentXXX(). Thanks.

    T,070822,000000,1457,5,
    Q,070822,000000,1457,1457.25,19,63, ,
    T,070822,000000,1457,5,
    Q,070822,000000,1457,1457.25,19,63, ,

    Mike

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    • #3
      Mike
      There are actually two fields at the end of a Quote line [in your sample data one is the blank space enclosed by the commas and the other is after the last comma] which are used for the Bid and Ask exchange (stock symbols) or contributing bank/broker (forex symbols). There is also one field in the Trade lines (after the last comma) which is used for the exchange on which the trade occurred (stock symbols). These fields are unused with futures and indicies.
      As far as I know there isn't a getMostRecentXxx() function that can access these fields.
      Alex

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      • #4
        Thanks Alexis.

        Mike

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        • #5
          Mike
          You are most welcome
          Alex

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