dxFeed API
C and .NET APIs
With dxFeed C and .NET APIs you can start receiving your market events writing only several lines of code.
Name
System Requirements
Source
Documentation
dxFeed .NET API Example
using (var con = new NativeConnection("demo.dxfeed.com:7300", connection => { }))
{
using (var sub = con.CreateSubscription(EventType.Quote, new EventPrinter()))
{
sub.AddSymbols("IBM", "GOOG", "AAPL", "SPY");
Console.WriteLine("Press enter to stop");
Console.ReadLine();
}
}
dxFeed C API Example
#include <stdio.h>
#include <time.h>
#include "DXFeed.h"
void print_timestamp(dxf_long_t timestamp) {
wchar_t timefmt[80];
struct tm* timeinfo;
time_t tmpint = (time_t)(timestamp / 1000);
timeinfo = localtime(&tmpint);
wcsftime(timefmt, 80, L"%Y%m%d-%H%M%S", timeinfo);
wprintf(L"%ls", timefmt);
}
void listener(int event_type, dxf_const_string_t symbol_name, const dxf_event_data_t* data, int data_count,
void* user_data) {
wprintf(L"%Quote{symbol=%ls, ", symbol_name);
dxf_quote_t* q = (dxf_quote_t*)data;
wprintf(L"bidTime=");
print_timestamp(q->bid_time);
wprintf(L" bidExchangeCode=%c, bidPrice=%f, bidSize=%i, ", q->bid_exchange_code, q->bid_price, q->bid_size);
wprintf(L"askTime=");
print_timestamp(q->ask_time);
wprintf(L" askExchangeCode=%c, askPrice=%f, askSize=%i, scope=%d}\n", q->ask_exchange_code, q->ask_price,
q->ask_size, (int)q->scope);
}
int main(int argc, char* argv[]) {
dxf_connection_t con;
dxf_subscription_t sub;
dxf_create_connection("demo.dxfeed.com:7300", NULL, NULL, NULL, NULL, NULL, &con);
dxf_create_subscription(con, DXF_ET_QUOTE, &sub);
dxf_const_string_t symbols2[] = {L"IBM", L"GOOG", L"AAPL", L"SPY"};
dxf_attach_event_listener(sub, listener, NULL);
dxf_add_symbols(sub, symbols2, sizeof(symbols2) / sizeof(symbols2[0]));
wprintf(L"Press enter to stop");
getchar();
dxf_close_subscription(sub);
dxf_close_connection(con);
return 0;
}