Pork, you're describing their tick data in the beginning of your post, yet it seems that you eventually downloaded their M1 data. I will assume that you wanted to import the latter, that should be much easier to accomplish. But later I will build upon that, to create bar synthesizer, so that we can also import tick data and convert it to M1, and some other interesting formats. At least, that's the idea, currently all those windows calls and data structures look very spooky to me. tongue

Here's what my sample import data looks like:

Code:
20131201 170000;1.358680;1.358740;1.358680;1.358680;0
20131201 170100;1.358700;1.358750;1.358650;1.358650;0
20131201 170200;1.358680;1.358750;1.358640;1.358740;0
20131201 170300;1.358850;1.359180;1.358840;1.359070;0


Downloaded from http://www.histdata.com/download-free-fo.../eurusd/2013/12