Support Board
Date/Time: Tue, 26 Nov 2024 13:43:17 +0000
Post From: DTC client implementation in C#-some pointers needed
[2014-02-26 00:47:37] |
User57650 - Posts: 50 |
Thank you for the answer regarding not relaying non-last-qualified trades. I assume you will not relay those trades via DTC for any underlying data feed, not just IQFeed. As far as ejtrader post. I plan on providing Sierra with the code I wrote for DTC client in C#-fully functional client in C# that can connect/reconnect to the relay server, receive and process market data (level1 and market depth). This should enable anyone doing development in C# to quickly use it/extend to to their needs as I have defined a C# equivalent of a number of C++ message structs, which can serve as template for further development for trading functionality etc. |