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
Mike
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