jcl,

Is there a way that I can alter historical data in-place? Suppose I want to edit only the marketVal values - all of them. Will I need to edit the historical files explicitly, or is there a high-level Zorro approach available?

My plan is to have M1 historical-only volume in marketVol, and then I can calculate absolute volume in marketVal. Then my plugins will put live absolute volume in marketVal.

This way, I can compare historical fluctuations in absolute volume with real fluctations in absolute volume.

_____________________________
UPDATE:

Well, I did figure out how to read the T6 files, it's literally just a binary array of T6 structs, with the newest entries in the front. I just need to overwrite that file.

_____________________________
UPDATE #2:

On the plugin side, for live data, I see a way to explicitly set an output for MarketVol (double *pVolume) but not for MarketVal, so it appears that my approach outlined above will not work.