Support Board
Date/Time: Thu, 13 Feb 2025 07:45:35 +0000
Post From: Market Depth Data File Structure
| [2020-11-22 20:50:59] |
| rinofarina - Posts: 8 |
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Hi! I'm attempting to read historical depth files from Data\MarketDepthData\*.depth using the structures described here: Market Depth Data File Format While de-serializing the data appears not to be a problem, the data in s_Record.DateTime does not seem to return a correct value. I've tried creating instances SCDateTime and SCDateTimeMS from that double value, but I can't seem to get a meaningful value (one that I can match to a chart bar open/close SCDateTime). My question is how to correctly interpret the value in s_Record.DateTime. Thanks! |