none
Using C# to collect and calculate quotes RRS feed

  • Question

  • Hi guys,

    i have access to several trading platforms that allows me to see real time quote and data on the market.  Some provide DDE and some allow me to use API.  

    My goal is to model a strategy between two stocks using 5 minutes data (between 9:30-9:35:59, 9:36-9:39:59, 9:40- 9:44:59 and so forth)

    So I need to: 

    1) Collect last traded price, volume, time.

    2) Best way / example how to connect the API / DDE to C#?


    I would like to have some insight where to start and what would be the best way to achieve it.  Any help or source would be appreciated.


    Please do not forget to click “Vote as Helpful” if the reply helps/directs you toward your solution and or "Mark as Answer" if it solves your question. This will help to contribute to the forum.

    Tuesday, June 11, 2013 3:04 PM

Answers

  • The term "API" can be ambiguous, but I'll assume you are saying they can provide you a DotNet library.  Here is a tutorial from Microsoft on how libraries work.  The part where they  create a library doesn't apply to your question, but it still might be helpful for understanding.

    DDE is a pretty outdated technology.  If you insist on trying to use it in Dotnet this might get you off the ground: http://blogs.artinsoft.net/Mrojas/archive/2009/06/10/DDE-in-NET.aspx

    Also take a look at this: http://ndde.codeplex.com/


    Tuesday, June 11, 2013 9:30 PM
  • The best way to use the API will depend on each particular API.  Basically, you need to get a hold of the documentation for each API and any samples that may be available, read and understand the material and then write your own code.  An alternative may be to employ the owners of the API to write the code for you or perhaps train you on how to do so.

    Paul Linton

    Tuesday, June 11, 2013 9:39 PM

All replies

  • The term "API" can be ambiguous, but I'll assume you are saying they can provide you a DotNet library.  Here is a tutorial from Microsoft on how libraries work.  The part where they  create a library doesn't apply to your question, but it still might be helpful for understanding.

    DDE is a pretty outdated technology.  If you insist on trying to use it in Dotnet this might get you off the ground: http://blogs.artinsoft.net/Mrojas/archive/2009/06/10/DDE-in-NET.aspx

    Also take a look at this: http://ndde.codeplex.com/


    Tuesday, June 11, 2013 9:30 PM
  • The best way to use the API will depend on each particular API.  Basically, you need to get a hold of the documentation for each API and any samples that may be available, read and understand the material and then write your own code.  An alternative may be to employ the owners of the API to write the code for you or perhaps train you on how to do so.

    Paul Linton

    Tuesday, June 11, 2013 9:39 PM