save trading data in external file by expert , or conect to MT dataCenter by 3rd party program

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Hi

is the an ready expert that save the market data in a file ?

can i conect to MT dataCenter by 3rd party program that i develop ?

i need the marken data in a real time as input for a program that im developing

Thanks
 
it would be nice for the MT4 platform or the data center to export the data through a winros.exe file that emulates the "esignal online" data feed. i know other platforms offer this netinvestor, QUIK and investor2007 are the 3 that come to mind.
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