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Date/Time: Fri, 19 Apr 2024 19:00:22 +0000

Post From: Market Depth Data File Structure

[2020-11-22 20:50:59] Link To Thread - Link To Post [Go To First Post]
rinofarina - Posts: 8
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!