Jcl,

I want to read continuous quotes from a file to feed Zorro script making calculation off e.g. 10min bars in RT, but without sending orders to a broker.

I have studied your HFT simulation example with NxCore, but need to clarify some things.
1. For Zorro to have price fields available internally, does it have to be a 'broker plug-in'?

2. How does one generally use and implement a callback() function? Which function in the Broker plugin should call it? There is no documentation.

3. In NxCore example callback() returns 1. Does this have any meaning?

4. If I set ticks read from a file via priceQuote() - like in an NxCore example - would Zorro then automatically build bars and fill in its internal t6 structs?

5. if (4) is Yes, then If a price in PriceQuote() is negative, it is considered Bid. Would Zorro automatically calculate Spread and fill it in the t6 struct?

5. Can I set fields of a t6 structs in the callback() directly? Would be great to have a function like PriceQuote but for *.t6.

Your any other advice is greatly appreciated.