I have tick data in .csv format and I'd like to write a converter to mt4 format. Data contains of 4 columns: currency; date; buy price; sell price, e.g.
As far as I know mt4 data format looks like
So it's rather easy to generate e.g. 1m data (group all values for single minute and pick open, high, low, close price). But I have some doubts (more theoretical than technical):
1. Should I use buy or sell price? Or maybe both?
2. What is volume exactly? Do I need it in converted data and how it is used in mt4?
3. After writing converted data to file (well, it will be just text file), should the file be converted to some binary format or mt4 can handle it?
I appreciate your effort answering me ,
google for Birt'e Earview - he has written s script that converts csv-tickdata in fxt-files and hst-files.
Take it and adopt it to your needs.