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List,
Has anyone come up with an extractor for CME vt and vp type files.
I am trying to find a way to extract usefull data out of those
( symbol, time, date, price, volume, etc )then
either save it for exporting to Excel/Matlab or DLL it into
Tradestation.
I am sure somebody out there already done that.
Any help would be greatly appreciated.
Val.
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