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SCSFExport scsf_TimeAndSalesIterationExample(SCStudyInterfaceRef sc)
{
  if (sc.SetDefaults)
  {
    // Set the configuration and defaults
    
    sc.GraphName = "Time and Sales Iteration Example";
    
    sc.StudyDescription = "This is an example of iterating through the time and sales records which have been added since the last study function call.";
    
    sc.AutoLoop = 1;
    
    sc.FreeDLL = 0;
    
    return;
  }

  //Only do this processing on the last bar
  if (sc.Index == sc.ArraySize-1)
  {

    __int64& LastProcessedSequence = sc.GetPersistentInt64 (1);

    // Get the Time and Sales
    SCTimeAndSalesArray TimeSales;
    sc.GetTimeAndSales(TimeSales);
    if (TimeSales.Size() == 0)
      return; // No Time and Sales data available for the symbol

    if (LastProcessedSequence != 0)//only iterate the time and sales if have a prior sequence number
    {
      // Loop through the Time and Sales.
      for (int TSIndex = 0; TSIndex < TimeSales.Size() ; ++TSIndex)
      {
        if(TimeSales[TSIndex].Sequence < LastProcessedSequence)
          continue;

        //only interested in trade records
        if (TimeSales[TSIndex].Type == SC_TS_BID || TimeSales[TSIndex].Type == SC_TS_ASK )
        {

          float TradePrice = TimeSales[TSIndex].Price;
          float BidPrice = TimeSales[TSIndex].Bid;
          float AskPrice = TimeSales[TSIndex].Ask;
        }
      }
    }

    LastProcessedSequence = TimeSales[TimeSales.Size()-1 ].Sequence;
  }

}