I am trying to import some price data but don't know what it means to "convert it to a list of tick structs". The quote is from the the Manual, "Exporting and importing data" chapter, 3rd paragraph. Any help would be greatly appreciated.

This is for people with programming knowledge - you need to know what a struct is and how it's used in a programming language. You also have to use string and file functions for creating a price data file. This is a little beyond the tutorial.

Post here the format of your price data that you want to convert, and I'll show how it can be done.