Use this MT4 script that exports the data in ASCII format in real-time.

Place the file: MT2Wave59.ex4 into directory:

\MetaTrader 4\experts\indicators


The ASCII files will be written to directory:

\MetaTrader 4\experts\files\FXASCII


Direct W59 to that folder and it should load the data, update the chart by pressing Ctrl+k.

If you don't want to keep pressing Ctrl+k, try the following Macro:

1) download software MACROEXPRESS 3.9 here http://www.macros.com/download.htm
2) follow the file "read me" inside the mxp folder to crack it
3) install MACROEXPRESS
4) open MACROEXPRESS and go to file-import to import my macro WAVE59MACRO.mex
5) open wave59 and open chart from folder metatrader
6) with wave59 in active window,push down CTRL+A (is the same ctrl+k) only one time in order to activate macro
7) from this time,macro is active and chart will update
8) scroll down MACROEXPRESS in the toolbar,so only wave59 is active

If you want read the macro's characteristic, you must doubble click wave59macro and go on PROPERTIES.
1) SET HOTKEY...if you want change ctrl+A
2) SET SCHEDULE.... if you want change update timing refresh (I put 1 second)
3) SCOPE....if you want change the program target (obviously I put wave59)