LMAX Data Export
I need to be able to export my LMAX tick data to work with another backtesting solution for MT4 (known as Tick Data Suite).
Unfortunately the date formart of the CSV file for Stocksharp is not compatible with Tick Data Suite and needs to be in either of the following formats:
2012-11-24 12:34:56.789" or "24.11.12 12:34:56.789
So I am wondering is there a way to write a parser that converts the date to a format such as those described above instead of using a numeric time stamp which StockSharp currently uses.
Any help on this would be much appreciated.