• Вручную, выбрав пункт меню Рабочего места QUIK Система / Заказ данных /
  Поток котировок...и указав необходимые параметры и инструменты на
  классе;
  

function main()
   op = io.open("D:\\market_orders\\orders_op.csv","w")
   io.output(op)
   op:write("code;strike;time;q_bid;bid;offer;q_offer;theor_price;go_sell;go_buy;exp_date\n")
   message("SCRIPT IS RUNNING!")
    while IsRun do
   end
end


function OnParam( class, sec )
   if class =="SPBOPT" then
      ttime = getParamEx(class,  sec, "CHANGETIME")
      tq_bid = getParamEx(class,  sec, "BIDDEPTH")
      tbid = getParamEx(class,  sec, "BID")
      toffer_l = getParamEx(class,  sec, "OFFER")
      tq_offer = getParamEx(class,  sec, "OFFERDEPTH")
      strike = getParamEx(class,  sec, "STRIKE")
      theor = getParamEx(class,  sec, "THEORPRICE")
      exp = getParamEx(class,  sec, "EXPDATE")
      gobuy = getParamEx(class,  sec, "BUYDEPO")
      gosell = getParamEx(class,  sec, "BGONP")
      op:write(sec,";",tonumber(strike.param_value),";",tonumber(ttime.param_value),
             ";",tonumber(tq_bid.param_value),";",tonumber(tbid.param_value),
             ";",tonumber(toffer_l.param_value),";",tonumber(tq_offer.param_value),
             ";",tonumber(theor.param_value),
             ";",tonumber(gosell.param_value),";",tonumber(gobuy.param_value),
             ";",tonumber(exp.param_value),"\n")
   end
end