Some guy 555,
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In my case I want to be able to "replay" all the level2 history, not periodic snapshots. ?This itself won't be too hard to do by capturing the deltas sent by TWS. ?I expect the main coding issue will be integrating whatever I do it into my existing code (which I would have to do even with your script). ?So probably better for me to just roll my own. ?If I encounter unexpected obstacles, I may come back and ask to see your code. ?Thank you,
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-Neal
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