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sc_market_depth_converter.exe export <input> <output> <nrows><all|nrows>
sc_market_depth_converter.exe count <input>
export - exports the records to a text file
input - the depth file (for example ESZ22-CME.2022-11-01.depth)
output - the file to write tonrows -
number of rows to read from the file
For example
sc_market_depth_converter.exe ESZ22-CME.2022-11-01.depth md.txt 5000
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- two options, all (which exports all the rows) or a number (for example 100 would export the first 100 rows)
count - prints the number of rows in the file
Example session
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File format
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Most of the columns are self explanatory.
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