Thank you, Andrew. I check the CSVFromHistory script and find the format as follows. It says: Date,Expiry,Strike,Unl,Ask,Bid,Vol,Val. But this cannot match the data in my csv file.

// Date,Expiry,Strike,Unl,Ask,Bid,Vol,Val
string FormatT8 = "%Y-%m-%dT%H:%M:%S,i8,i7,f6,f5,f1,f2,f4,f3";