Sourcecode to Download Forex Tick data to CSV via cAlgo

I needed this to save tick data in a form where our AI / ML prediction engine could access it.     I needed the history but even more important  I needed the  something that could deliver new ticks to the prediction engine fast as they became available.    I cheated with this utility  and open the file in shared mode.  This allows my Lua code read new lines as they become available as if the file were a more traditional pipe.   Not perfect but I wanted to keep the code in cAlgo as small as possible so I can change brokers easily in the future.  It only delivers about a year of back tick data but that is still over a gig of data.

A version of this code is used in our Production Forex Trading by our Forex Prediction Engine.

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