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How about in realtime though? How will I know what exchange a tick came
from?
Guess I'm not seeing how your realtime/datafile integration works.
Would an "exchange" property be available from a realtime "tick" object?
Mark Brown wrote:
> The exchanges are identified in the file structure so :
>
> \TraderWare\Data\Exchange (NASD)\Symbol(MSFT)\EOD
>
> \TraderWare\Data\Exchange (PSE)\Symbol(MSFT)\EOD
>
> Storage location
>
> \TraderWare\Data\Exchange\Symbol\EOD
> \TraderWare\Data\Exchange\Symbol\Tick
> \TraderWare\Data\Exchange\Symbol\Intraday
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