How can I create a Java application that reads those CACHE files: 00h_ticks.bi5 ? I want to create some artificial inteligence trainer... and dont want to download CSV files. Have more than 3gb of those .bi5 files.
There is an API to do it easier? If not, how can I read it?
How can I create a Java application that reads those CACHE files: 00h_ticks.bi5 ?
It's not possible. Instead, you can write a strategy, that from an onTick() function saves all your interested data. And run it from the Historical Tester for a specific period, instrument, etc.