API Documentation

////////////////////////////////////////////////////////////////////////////////
//// UserDataSample1.cpp                                                    ////
//// Sample App for NxCore in C/C++                                         ////
//// Author: Jeffrey Donovan                                                ////
//// Date: 10-29-10                                                         ////
////////////////////////////////////////////////////////////////////////////////
//// Demonstrates:                                                          ////
//// 1) Using the SYMBOLSPIN message to filter symbols at startup.          ////
//// 2) Setting UserData1 for quick determination of symbols interested in. ////
//// 3) Processing trades for only the symbols we are interested in.        ////
////////////////////////////////////////////////////////////////////////////////
//// To Read as Written:                                                    ////
//// Tab Size: 4  Indent Size: 2, Keep Tabs                                 ////
////////////////////////////////////////////////////////////////////////////////
#include "stdio.h"
    
#include "NxCoreLoadLib.h"  // NxCore DLL Load Library
    
// Forward define for callback
int __stdcall OnNxCoreCallback(const NxCoreSystem* pNxCoreSys,const NxCoreMessage* pNxCoreMsg);
    
// Main Entry Point for app.	
int main(int argc, char* argv[])
{
    printf("NxCore C UserDataSample1 Start.\n");
    
    // If we can load the NxCore DLL
    if (LoadNxCore("NxCoreAPI.dll"))
    {        
      printf("NxCoreAPI.dll Loaded.\n");
	// If a tape filename was passed in command line argument,
	// call ProcessTape with that argument. Use control flags
	// to eliminate Level1 quotes, Level2 quotes and all OPRA
	// quotes.
  	if (argv[1])
        pfNxCoreProcessTape(argv[1],
                            NULL,
                            (NxCF_EXCLUDE_QUOTES | NxCF_EXCLUDE_QUOTES2 | NxCF_EXCLUDE_OPRA),
				 	        0,OnNxCoreCallback);
	else
        pfNxCoreProcessTape("",
                            NULL,
                            (NxCF_EXCLUDE_QUOTES | NxCF_EXCLUDE_QUOTES2 | NxCF_EXCLUDE_OPRA),
				 	        0,OnNxCoreCallback);
                    
      // Unload NxCore DLL
      UnloadNxCore();
    }
    printf("NxCore C UserDataSample1 Stop.\n");
    
    // Exit app
    return 0;
}
    
//------------------------------------------------------------
int __stdcall OnNxCoreCallback(const NxCoreSystem* pNxCoreSys,const NxCoreMessage* pNxCoreMsg)
{
    
 // If this is an NxCore Status message pass it to the status
  // message handler function.
  switch(pNxCoreMsg->MessageType)
  {
	// Process a status message
      case NxMSG_STATUS:
    
	     // Print the specific NxCore status message
           switch( pNxCoreSys->Status ) 
           {
	        case NxCORESTATUS_COMPLETE:printf("NxCore Complete Message.\n");break;
               case NxCORESTATUS_INITIALIZING:printf("NxCore Initialize Message.\n");break;
               case NxCORESTATUS_ERROR:printf("NxCore Error.\n");break;
           }
	     break;
    
       // Process SymbolSpin to initially set/filter symbols. 
       // This message is sent once at the start of the tape for each symbol.
	case NxMSG_SYMBOLSPIN:
    
	     // First check to see if this is an equity symbol type....
	     if (pNxCoreMsg->coreHeader.pnxStringSymbol->String[0]=='e')
    	     {
		   // Check to see if this is one of the stocks we are interested in. 
		   // If it is, set UserData1 to 1.
		   if ((strcmp(pNxCoreMsg->coreHeader.pnxStringSymbol->String,"eAAPL")==0)||
			 (strcmp(pNxCoreMsg->coreHeader.pnxStringSymbol->String,"eIBM")==0)||
			 (strcmp(pNxCoreMsg->coreHeader.pnxStringSymbol->String,"eGE")==0))
		   {
			 pNxCoreMsg->coreHeader.pnxStringSymbol->UserData1=1;
			 printf("Interest Set for %s\n",pNxCoreMsg->coreHeader.pnxStringSymbol->String);
		   }
     	     }
	     break;
    
       // Process a trade message
       case NxMSG_TRADE:
    
	      // If UserData1 is set then we are interested in this symbol....
	      if (pNxCoreMsg->coreHeader.pnxStringSymbol->UserData1)
		{
		  // Print a line with trade details.
		  printf("Trade Msg - %02d:%02d:%02d  Symbol=%s, Price=%0.4f, Size=%d\n",
			     pNxCoreMsg->coreHeader.nxExgTimestamp.Hour,pNxCoreMsg->coreHeader.nxExgTimestamp.Minute,pNxCoreMsg->coreHeader.nxExgTimestamp.Second,
			     pNxCoreMsg->coreHeader.pnxStringSymbol->String,
			     pfNxCorePriceToDouble(pNxCoreMsg->coreData.Trade.Price,pNxCoreMsg->coreData.Trade.PriceType),
		         pNxCoreMsg->coreData.Trade.Size);
		}
	       break;
  }
	  
  // Continue running the tape
  return NxCALLBACKRETURN_CONTINUE;  
}