concept_UserData

UserDataSample1.cpp

C++ Java Python

#define _CRT_SECURE_NO_WARNINGS
#include <stdio.h>
#include "NxCoreAPI.h"
#include "NxCoreAPI_Wrapper_C++.h"

NxCoreClass NxCore;

int __stdcall OnNxCoreCallback(const NxCoreSystem* pNxCoreSys,const NxCoreMessage* pNxCoreMsg)
{
    // message handler function.
    switch(pNxCoreMsg->MessageType)
    {
        // Process Symbol Spin and Symbol Change add messages
        case NxMSG_SYMBOLCHANGE:
            if(pNxCoreMsg->coreData.SymbolChange.Status != NxSS_ADD)
                return NxCALLBACKRETURN_CONTINUE;
        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)
            {
                const NxTime& t = pNxCoreMsg->coreHeader.nxExgTimestamp;
                const NxCoreTrade& nt = pNxCoreMsg->coreData.Trade;
                // Print a line with trade details.
                printf("Trade Msg - %02d:%02d:%02d.%03d  Symbol=%s, Price=%0.4f, Size=%d\n",
                        t.Hour,t.Minute,t.Second,t.Millisecond,
                        pNxCoreMsg->coreHeader.pnxStringSymbol->String,
                        NxCore.PriceToDouble(nt.Price,nt.PriceType),
                        nt.Size);
            }
            break;
    }
    // Continue running the tape
    return NxCALLBACKRETURN_CONTINUE;  
}

int main(int argc, char** argv)
{
    if (!NxCore.LoadNxCore("NxCoreAPI64.dll") &&
        !NxCore.LoadNxCore("NxCoreAPI.dll"))
    {
        fprintf(stderr, "loading library failed\n");
        return -1;
    }
    NxCore.ProcessTape(argv[1], 0, NxCF_EXCLUDE_CRC_CHECK | NxCF_EXCLUDE_QUOTES | NxCF_EXCLUDE_QUOTES2 | NxCF_EXCLUDE_OPRA, 0, OnNxCoreCallback);
    return 0;
}

import net.nanex.NxCoreClass;
class UserDataSample1 extends NxCoreClass{

    @Override
    public int OnNxCoreCallback(NxCoreSystem nxCoreSys, NxCoreMessage nxCoreMsg) {
        switch (nxCoreMsg.MessageType)
        {
        // Process Symbol Spin and Symbol Change add messages
        case defines.NxMSG_SYMBOLCHANGE:
            if(nxCoreMsg.coreData.SymbolChange.Status != defines.NxSS_ADD)
                return defines.NxCALLBACKRETURN_CONTINUE;
        case defines.NxMSG_SYMBOLSPIN:
            // First check to see if this is an equity symbol type....
            if (nxCoreMsg.coreHeader.pnxStringSymbol.String.charAt(0)=='e')
            {
                // Check to see if this is one of the stocks we are interested in. 
                // If it is, set UserData1 to 1.
                if (nxCoreMsg.coreHeader.pnxStringSymbol.String.equals("eAAPL")||
                    nxCoreMsg.coreHeader.pnxStringSymbol.String.equals("eIBM")||
                    nxCoreMsg.coreHeader.pnxStringSymbol.String.equals("eGE"))
                {
                    nxCoreMsg.coreHeader.pnxStringSymbol.UserData1=1;
                    System.out.println(String.format(
                        "Interest Set for %s\n",nxCoreMsg.coreHeader.pnxStringSymbol.String));
                }
            }
        break;
            case defines.NxMSG_TRADE:
                // If UserData1 is set then we are interested in this symbol....
                if (nxCoreMsg.coreHeader.pnxStringSymbol.UserData1 != 0)
                {
                    NxTime t = nxCoreMsg.coreHeader.nxExgTimestamp;
                    NxCoreTrade nt = nxCoreMsg.coreData.Trade;
                    // Print a line with trade details.
                    System.out.println(String.format(
                        "Trade Msg - %02d:%02d:%02d.%03d  Symbol=%s, Price=%.4f, Size=%d",
                        t.Hour,t.Minute,t.Second,t.Millisecond,
                        nxCoreMsg.coreHeader.pnxStringSymbol.String,
                        PriceToDouble(nt.Price,nt.PriceType),
                        nt.Size));
                }
                break;
        }
        return defines.NxCALLBACKRETURN_CONTINUE;
    }
    
    public static void main(String args[]) {
        UserDataSample1 nxCore = new UserDataSample1();

        if (nxCore.LoadNxCore("NxCoreAPI64.dll") != 0){
            nxCore.ProcessTape(args[0], 0, defines.NxCF_EXCLUDE_CRC_CHECK | defines.NxCF_EXCLUDE_QUOTES | defines.NxCF_EXCLUDE_QUOTES2 | defines.NxCF_EXCLUDE_OPRA, 0);
        }
        else
            System.out.println("loading library failed");
    }
}

import NxCore

tapePath = ""

def OnNxCoreCallback(NxCoreSys, NxCoreMsg):
    #Process Symbol Spin and Symbol Change add messages
    if ((NxCoreMsg.MessageType == NxCore.NxMSG_SYMBOLCHANGE and NxCoreMsg.coreData.SymbolChange.Status != NxCore.NxSS_ADD) or 
        NxCoreMsg.MessageType == NxCore.NxMSG_SYMBOLSPIN):
        ch = NxCoreMsg.coreHeader
        t = NxCoreSys.nxTime
        # First check to see if this is an equity symbol type....
        if NxCoreMsg.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 (NxCoreMsg.coreHeader.pnxStringSymbol.String == "eAAPL" or
                NxCoreMsg.coreHeader.pnxStringSymbol.String == "eIBM" or
                NxCoreMsg.coreHeader.pnxStringSymbol.String == "eGE"):
                NxCoreMsg.coreHeader.pnxStringSymbol.UserData1=1
                print("Interest Set for {}\n".format(NxCoreMsg.coreHeader.pnxStringSymbol.String))
    elif NxCoreMsg.MessageType == NxCore.NxMSG_TRADE:
        # If UserData1 is set then we are interested in this symbol....
        if NxCoreMsg.coreHeader.pnxStringSymbol.UserData1 != 0:
            t = NxCoreMsg.coreHeader.nxExgTimestamp
            nt = NxCoreMsg.coreData.Trade
            # Print a line with trade details.
            print(
                "Trade Msg - {:02d}:{:02d}:{:02d}.{:03d}  Symbol={}, Price={:.4f}, Size={}".format(
                t.Hour,t.Minute,t.Second,t.Millisecond,
                NxCoreMsg.coreHeader.pnxStringSymbol.String,
                NxCore.PriceToFloat(nt.Price,nt.PriceType),
                nt.Size))
    return NxCore.NxCALLBACKRETURN_CONTINUE

if NxCore.LoadNxCore("NxCoreAPI64.dll"):
    NxCore.ProcessTape(tapePath, 0, 0, NxCore.NxCF_EXCLUDE_CRC_CHECK | NxCore.NxCF_EXCLUDE_QUOTES | NxCore.NxCF_EXCLUDE_QUOTES2 | NxCore.NxCF_EXCLUDE_OPRA, OnNxCoreCallback)
else:
    print("loading library failed")

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