Or you can setup variables to "keep" the prices and when the market goes in-play will "translate" to a .csv file.
I have a trigger to copy the prices at 10min, 7min, 4min and 30secs before the off.... And the Start_price too....
See if it works to you.... Remember to put the software monitoring 12min before the off.... And this trigger don´t work in TimeMachine, only with real markets....