Time and sales Data - how to get it?

[ChrisGRM]

Hey friends,

I am not too deep in the SDK yet, but I want to go deeper if you have a hint how to start.

I want to use the data from time and sales, collect it and work with it. So for example I want to get the total amount of bid and ask orders from the last hour of a specific symbol.
Do you know if there is a way to export this in a separate database? Or would it make more sense to get the data direct from my rithmic datafeed?

 

[encdz]

You mean footprint chart?

 

[Spin]

I have outputted data from MW to Redis before, using "Jedis". Pretty straightforward. And fast

I will kindly point you towards this thread and already warn you: forex has that data (historically), other instruments will require more work