The futures broker give quote API for user by VC++ or VC# (In asia , not USA )
but this is not good way for end user.
because the API ver. update every time , the user must modify plugin-in (DLL) again for new funtion or even frome vc++ change to vc# (because new API not support VC++ any more)
so The futures broker has new idea is : (because they receive too much Customer complaints) :
API ( RT quote: ticker level data ) ----> TXT FILE <------ any program ( etc AB , R , python )
API (Order) <------ EXE FILE <------ any program ( etc AB , R , python )
the ticker data like below (time -- price --- volume )
22:49:31.60,10712,2 22:49:31.60,10712,1 22:49:31.98,10711,3 22:49:32.84,10711,1 22:49:35.47,10711,5 22:49:36.72,10711,1 22:49:39.49,10711,1 22:49:39.84,10711,8 22:49:47.21,10711,5 22:49:47.48,10711,2 22:49:47.59,10711,1
If you put the TXT FILE in ram-disk , it is not slow
so my problem is :
to write a loop to read last line from the TXT FILE (RT , it is updating now)
is very easy , but how to put the data to AB is very hard.
I read ASCII sample code in ADK .
it seems must read data in
PLUGINAPI int GetQuotesEx( LPCTSTR pszTicker, int nPeriodicity, int nLastValid, int nSize, struct Quotation *pQuotes, GQEContext *pContext )
but the TXT FILE it is updating now , if the loop in GetQuotesEx()
It is wrong.
Could you tell me have any sample code it is easy tell me how to let ticker data (updating)
to AB ?