Syntax
typedef int (__stdcall *NxCoreProcessTape) (const char* pszFilename, const char* pBaseMemory, unsigned int controlFlags, int UserData, NxCoreCallback stdcallback);
#define cszNxCoreProcessTape "sNxCoreProcessTape"
int __stdcall ProcessTape(const char* filename,
const char* baseMemory,
unsigned int controlFlags,
int userData,
NxCoreCallback callbackFunction);
Parameters
Specifies the full path filename name of the NxCore Tape (or real-time stream, or state file) to process.
| If | Then |
|---|---|
| "" or NULL | Loads real-time tape from NxCoreAccess executable's memory, requires NxCoreAccess.exe running |
| Path to tape file | Loads specified historical tape, does not require NxCoreAccess.exe running |
| Path to state file | Loads specified state, figures out the proper real-time or historical tape from the state, may require NxCoreAccess.exe running if state of real-time tape |
baseMemory
Specifies the base memory address for NxCore to process
data.
It is recommended that you pass a value of zero in this parameter.
(for additional details about baseMemory and it's usage
click
here)
controlFlags
Specify zero or more of one of the following control flags that will remain in effect for the entire processing of the NxCore Tape.
| #define | Value | Action |
|---|---|---|
| NxCF_EXCLUDE_QUOTES | 0x00000001 | Exclude Exchange Quotes |
| NxCF_EXCLUDE_QUOTES2 | 0x00000002 | Exclude MMQuotes |
| NxCF_EXCLUDE_OPRA | 0x00000004 | Exclude all option from OPRA (US) |
| NxCF_FAVOR_NBBO | 0x00000008 | Used by Nanex internally to process master tapes. No effect on regular tapes. |
| NxCF_MEMORY_ADDRESS | 0x04000000 | If set, memory is allocated (if possible) at the address specified by the 2nd parameter to ProcessTape (pBaseMemory) |
| NxCF_EXCLUDE_CRC_CHECK | 0x08000000 | Exclude CRC checking |
userData
The value of user data is copied to NxCoreSystem.UserData and is available to reference or change during your callback function.
callbackFunction
The callback function that will be called for all messages when processing the NxCore Tape.
Return Value
Returns one of the following values as defined in NxCoreAPI.h
| #define in NxCoreAPI.h | Int | Description |
|---|---|---|
| NxAPIERR_NO_ERROR | 0 | Tape completed normally |
| NxAPIERR_USER_STOPPED | 1 | NxCALLBACKRETURN_STOP was returned from callback function |
| NxAPIERR_NOT_CALLBACK_THREAD | -1 | Function was called from thread other than callback thread |
| NxAPIERR_BAD_PARAMETERS | -2 | Parameters are incorrect |
| NxAPIERR_EXCEPTION | -3 | An exception occurred |
| NxAPIERR_OPEN_TAPE_FILE_FAILED | -4 | Could not open the file specified as parameter 1 |
| NxAPIERR_INITIALIZE_MEMORY_FAILED | -5 | Could not initialize memory. This can occur when calling processTape with a saved state file and the memory address used to save the state has been used by another dll or within your process. |
| NxAPIERR_NOLISTED_EXG | -6 | Symbol spin -- listed exchange does not exist in current tape |
| NxAPIERR_NOSYMBOLS_FOR_LSTEXG | -7 | Symbol spin -- no symbols of the type (options/not options) for the exchange specified |
| NxAPIERR_NOSESSION_FOR_SYMBOL | -8 | Symbol spin -- no session or session does not have data type |
| NxAPIERR_NODATATYPE_FOR_SESSION | -9 | Symbol spin -- There's a session, but no trade/quote/mmquote data for session |
| NxAPIERR_NODATA_FOR_REPEXG | -10 | Symbol spin -- MMQuotes. There is session data, but no entry for the specified rep. exg |
| NxAPIERR_ZEROED_DATA_FOR_SESSION | -11 | Symbol spin -- there is a session, but data is all zero |
| NxAPIERR_SAVE_STATE_IN_PROGRESS | -12 | Save state -- a state save is currently in progress |
| NxAPIERR_NOT_SUPPORTED | -13 | General error |
| NxAPIERR_INITALLOC_ERROR | -14 | Startup initial allocation error |
| NxAPIERR_NSODALLOC_ERROR | -15 | Startup pNxSOD allocation error |
Here's an example of processing a tape
#define _CRT_SECURE_NO_WARNINGS
#include <windows.h>
#include <stdio.h>
#include <NxCoreAPI.h>
#include <NxCoreAPI_class.h>
NxCoreClass nxCoreClass;
struct XYZ
{
int counter;
XYZ() : counter(0);
};
int __stdcall nxCoreCallback(const NxCoreSystem* pNxCoreSys, const NxCoreMessage* pNxCoreMessage)
{
XYZ *xyz = (XYZ*) pNxCoreSys->UserData;
xyz->counter++;
return NxCALLBACKRETURN_CONTINUE;
}
int main(int argc, char** argv)
{
if (!nxCoreClass.LoadNxCore("NxCoreAPI.dll") &&
!nxCoreClass.LoadNxCore("C:\\Program Files\\Nanex\\NxCoreAPI\\NxCoreAPI.dll"))
{
fprintf(stderr, "Can't find NxCoreAPI.dll\n");
return -1;
}
XYZ xyz;
nxCoreClass.ProcessTape("", 0, NxCF_EXCLUDE_CRC_CHECK, (int) &xyz, nxCoreCallback); // realtime
// or
nxCoreClass.ProcessTape("C:\\NxCoreData\\20081105.CA.nxc", 0, NxCF_EXCLUDE_CRC_CHECK, (int) &xyz, nxCoreCallback); // tape
// or
nxCoreClass.ProcessTape("C:\\NxCoreData\\20081105.CA.1000.nxs", 0, NxCF_EXCLUDE_CRC_CHECK, (int) &xyz, nxCoreCallback); // state
return 0;
}