API Documentation

struct NxCoreStateOHLCTrade {
    unsigned __int64 TotalVolume;
    unsigned int     TickVolume;
    unsigned char    PriceType;
    unsigned char    PriceFlags;
    unsigned char    ConditionFlags;
    unsigned char    VolumeType;
    int              Open;
    int              High;
    int              Low;
    int              Last;
    int              NetChange;
    int              Price;
    int              Threshold;
    int              Tick;
    int              TradeSize;
};

#define _CRT_SECURE_NO_WARNINGS
#include <windows.h>
#include <stdio.h>
#include "NxCoreAPI.h"
#include "NxCoreAPI_class.h"    
  
NxCoreClass nxCoreClass;    
  
NxString *getSymbol(const NxCoreMessage* pNxCoreMsg,char *Symbol)
{
    // Is this a valid option?    
    if ((pNxCoreMsg->coreHeader.pnxStringSymbol->String[0]=='o')&&(pNxCoreMsg->coreHeader.pnxOptionHdr))
    {
        // If pnxsDateAndStrike->String[1] == ' ', then this symbol is in new OSI format. 	
        if (pNxCoreMsg->coreHeader.pnxOptionHdr->pnxsDateAndStrike->String[1]==' ')	
        {
            sprintf(Symbol,"%s%02d%02d%02d%c%08d",
                    pNxCoreMsg->coreHeader.pnxStringSymbol->String,
                    pNxCoreMsg->coreHeader.pnxOptionHdr->nxExpirationDate.Year-2000,
                    pNxCoreMsg->coreHeader.pnxOptionHdr->nxExpirationDate.Month,
                    pNxCoreMsg->coreHeader.pnxOptionHdr->nxExpirationDate.Day,
                    (pNxCoreMsg->coreHeader.pnxOptionHdr->PutCall == 0) ? 'C' : 'P',
                    pNxCoreMsg->coreHeader.pnxOptionHdr->strikePrice);
        }
        // Otherwise the symbol is in old OPRA format.
        else
        {
            sprintf(Symbol,"%s%c%c",
                    pNxCoreMsg->coreHeader.pnxStringSymbol->String,
                    pNxCoreMsg->coreHeader.pnxOptionHdr->pnxsDateAndStrike->String[0],
                    pNxCoreMsg->coreHeader.pnxOptionHdr->pnxsDateAndStrike->String[1]);
        }    
  
        // Return nx date-strike string ptr
        return pNxCoreMsg->coreHeader.pnxOptionHdr->pnxsDateAndStrike;
    }    
  
    // Not an option, just copy the symbol and return nx string ptr
    strcpy(Symbol,pNxCoreMsg->coreHeader.pnxStringSymbol->String);    
  
    return pNxCoreMsg->coreHeader.pnxStringSymbol;
} 
    
  
int __stdcall nxCoreCallback(const NxCoreSystem* pNxCoreSys, const NxCoreMessage* pNxCoreMessage)
{
    switch (pNxCoreMessage->MessageType)
    {
        case NxMSG_EXGQUOTE:
        {
            const NxCoreHeader& ch = pNxCoreMessage->coreHeader;
            const NxTime&       t  = pNxCoreSys->nxTime;    
  
            // Get the symbol and the correct string pointer
            char symbol[23];
            NxString* nx = getSymbol(pNxCoreMessage,symbol);    
  
            NxCoreStateOHLCTrade nt;    
  
            // get the state data for current OHLC 
            int rc = nxCoreClass.GetStateData((char*) &nt, sizeof(nt), NxSTATETYPE_OHLCTRADE, 0, 0, nx);
            if (rc != 0)
            {
                break;
            }    
  
            // print state data			
            printf("%.2d:%.2d:%.2d.%.3d %s Price(%ld @ %.2lf) O(%.2lf) H(%.2lf) L(%.2lf) C(%.2lf) V(%I64d) Net(%.2lf)\n",
                                (int) t.Hour, (int) t.Minute, (int) t.Second, (int) t.Millisecond,
                                symbol, nt.TradeSize, nxCoreClass.PriceToDouble(nt.Price, nt.PriceType),
                                nxCoreClass.PriceToDouble(nt.High,      nt.PriceType),
                                nxCoreClass.PriceToDouble(nt.Low,       nt.PriceType),
                                nxCoreClass.PriceToDouble(nt.Last,      nt.PriceType),
                                nxCoreClass.PriceToDouble(nt.Open,      nt.PriceType),
                                nt.TotalVolume,
                                nxCoreClass.PriceToDouble(nt.NetChange, nt.PriceType));    
  
            break;
        }
    }    
  
    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;
    }
    nxCoreClass.ProcessTape(argv[1], 0, NxCF_EXCLUDE_CRC_CHECK, 0, nxCoreCallback);
    return 0;
}