we wanted to download only trade records from an exchange.For few exchanges data is huge and we are not uisng quotes. is there anyway to do it or we have to download complete exchange file and process them for trade records
Downloading the complete exchange file is the easiest method.
Although TRTH has " Stored & scheduled" workflow, where you can define a custom report containing the trade ticks only. The custom report will not automatically update the instrument list when new instruments are added to the exchange.