Does anyone know how I can receive data through the API? All the manuals seem to only indicate how I can send orders and connect; I don't see anything about accessing the data. Specifically I want to reference the time and sales data and the market depth data. Do I need to use a separate program like Realtick for the data or can I use Genesis' proprietary data? If I can use Genesis' data, please tell me how to access it with the API. Thanks.
Genesis API - Getting Data
- Thread starter NY0BScalper
- Start date
Bart Simpson?
getting the Genesis data is actually quite simple. Which version do you know. I'm using the C++ one. if you need to get data you should create a class derived from GTStock..
class CMyStock : public GTStock
then you create a stock by using this...
m_session.CreateStock(A STOCK);
you get the data by using a realtime event handler, like
OnGotLevel1();
but I'm still in the dark of how to get level 2 data and use it
class CMyStock : public GTStock
then you create a stock by using this...
m_session.CreateStock(A STOCK);
you get the data by using a realtime event handler, like
OnGotLevel1();
but I'm still in the dark of how to get level 2 data and use it