Thanks again Andrew. By the way, there's just one minor annoyance with using SC as a historical data source only.
Related post: https://opserver.de/ubb7/ubbthreads.php?ubb=showflat&Number=478796#Post478796
Whenever I exit out of Zorro, windows gives a Zorro crash modal message. I think you mentioned this was expected. Is this something that the Zorro developers can easily fix, or is this something in your DLL?
It think it may have something to do with the dangling network connection to the SC application?
Is there a function to gracefully disconnect from SC or unload the DLL after I've received the historical data? I only use SC in the beginning of a trade/test session.