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tradestation SDK

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  #1 (permalink)
johnsondel
Traverse City MI
 
Posts: 4 since Jan 2013
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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?

Thank

D Johnson

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  #3 (permalink)
 Outlier 
Germany
 
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I don't think you need any specific SDKs. It's just a matter of conducting DLL calls. You first declare an external DLL function in TS like this:

DefineDLLFunc: "C:\TWSLINK2.DLL",int, "CONNECT",
LPSTR,{sHost}
int,{iport}
int,{startingClientID}
int;{timeout}

and then make the call in TS like this:

value1 = CONNECT("",7496,1,50);

In this example, the first integer was the return variable that's now in value1. You can leave that out if you need no return and just make the call like this in EL:

CONNECT("",7496,1,50);

It should work right away with any DLLs that can be called.

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  #4 (permalink)
johnsondel
Traverse City MI
 
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Response to Outlier:

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:

#import "C:\Program Files\TradeStation 8.1 (Build 3006)\Program\tskit.dll" no_namespace

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.

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  #5 (permalink)
 ejtrader 
Portland, OR
 
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tskit.dll - It's available with default install of TS - under program folder.

C:\Program Files (x86)\TradeStation 9.1\Program\tskit.dll

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  #6 (permalink)
 Outlier 
Germany
 
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johnsondel View Post
It communicates through the tskit.dll which is an interface to EasyLanguage.

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.

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  #7 (permalink)
johnsondel
Traverse City MI
 
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Thanks for looking it up.

Also, I think that you need to reference tskit.dll if you need to call a C++ function contained in a custom dll from EasyLanguage. I need to look at the SDK documentation again.

D. Johnson

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Last Updated on January 20, 2013


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