Getting data from IQfeed or Esignal API into a C++ container/array

[januson]

Quote from directionless:

Don't even have to do that in .NET; you can just import the COM interface and add your delegate to their event properties for the callback. Truly lazy-mode -- it's great.

And what about aggregations and volume distribution, stability and high performance?

Thinking you are being a bit too much positive

 

[directionless]

Quote from januson:

And what about aggregations and volume distribution, stability and high performance?

Thinking you are being a bit too much positive

You get what you pay for. To date, I have not found a software package that does everything I want.

 

[januson]

Quote from directionless:

You get what you pay for. To date, I have not found a software package that does everything I want.

We are not talking about software packages, but about developing a system from scratch... and exactly at that point, you are being a bit ignorant for all the other things apart than some API that can give you realtime ticks.

 

[m.paquette]

Hello everyone,

I've developed and released to the open source community with the aim to be the more efficient, a C# IQFeed socket client. Have a look at the project. I'll develop all the features needed to support all the IQFeed functionalities.

https://github.com/mathpaquette/IQFeed.CSharpApiClient

Your feedbacks are welcome!
Mathieu