Run this as a strategy it will generate an ASCII text file:
FileAppend("c:\TSData\" + GetSymbolName + "-" + NumToStr(BarInterval,0) + ".dat",
NumToStr(Month(Date),0) + "/" +
NumToStr(DayOfMonth(Date), 0) + "/" +
NumToStr(1900+Year(Date), 0) + "," +
NumToStr(Time, 0) + "," +...