Oh, and if you just want to put a really simple not-so-precise "mark" into the data, you can simply tap on the OpenBCI board. The tapping will be clearly picked up my the on-board accelerometer, whose data is included in the EEG data stream back to the PC.
I'm planning on using this technique for putting a marker in the data for important things like "OK, now I'm ready...after this point, it'll be *real* EEG data, not just me messing around with the setup".
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http://openbci.com/forum/index.php?p=/discussion/118/stimulus-integration/p1