You can dowload the ADK in ambroker's web site. On top of that, 
storing binary data is just standard C function write, 
assuming you already have the historical bid/ask as an array.
YOu havent mentioned what kind of historical level 1 database you 
have, and you'll have to work out how to get that into memory. But if 
you are using GetRTData, you'll need to write it as soon as you get it.
--- In [email protected], "clay_croft" <dtz...@...> wrote:
>
> Thank you Paul. Very useful. I am quite interested in the dll way. 
> Where can I get more information?
>


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