Ok. Let me make this simpler. What I am asking is ....
1. If we manage to get tick data ... and
2. If we get Ask|Bid, Ask|Bid Qty(size) at LTP .... and
3. We push each record to Amibroker like this
Open = LTP, High = Ask Price, Low = Bid Price, Close = LTP, Volume = LTQ or Last Trade Qty...