Everthing is going allright , however there are some points about output file name when using *.TXT :
1) There is a time frame suffix at file name D for daily , 30 for 30 minutes . Is it possible to get rid of these suffix?
2) The special characters have been changed to underscore ( _ ) eg. the output file name of RS.1 will be RS_1D
What I am looking for is the file name ( output) that is exactly the same as security name. I am trading in countries other than US and the local data provider use two special characters ( @ and period) to seperate security class eg. BWR@W vs BWR.1
Thank you.