I'm considering subscribing to TradeStation and transfer some or all of my accounts from thinkorswim. I am a c++ programmer and like the idea of extending the EasyLanguage for my own applications. I'm not interested in joining the programmer network which requires paying higher data fees.
It sounds like tskit.dll comes with the platform but I need the header files (e.g. tskit.tlh and one other). Can someone tell me if the tskit.tlh file is part of the tradestation installation? Also does anyone know whether you can create dll libraries that can be used in tradestation without joining the programmers network?
The example that you give is from the the EasyLanguage call to the dll. What I'm looking at is from the perspective of the C++ code that creates the dll. It communicates through the tskit.dll which is an interface to EasyLanguage.
The first line of the C++ code must contain the following:
After further reading of the TradeStation SDK documentation it appears that I only need the tskit.dll and not the two header files. To determine if tskit.dll is included int the standard TradeStation software would only require someone to search the program directory where TradeStation is installed and see if the tskit.dll is in one of the subdirectories.
This is optional. tskit.dll provides an interface for directly referencing TS data without explicitly going through EL. You can however use a DLL function in EL to send your TS data to the DLL like this:
DefineDLLFunc: "C:\data.DLL", int, "sendprice", double;
value1 = sendprice(close); // provides your DLL with the closing price of data1
So you can create your own DLL (that exports functions using the __stdcall calling convention) and it'll work. You don't necessarily have to use the tskit.dll to get data from TS.