I would like to create a "Connection" like the "Yahoo Connection", but to my own historical tick database in SQL Server 2005. Is this possible, and can you point me to an example of a custom-built Connection? It was hinted at in the large user manual, but no example was given.
I was able to import some bar data and tick data using text files per your user manual's instructions, but I would very much rather build a connection to my database and not have to import every instrument manually, as it would take a lot of time.
Thank you very much in advance,
ChiTrader2000
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