Problems with Time & Sales in C++

[agreissman]

Is it possible to get a C++ example of using GetRequestTimeSales()? Preferably a command line driven program to pull a stock for a specific day or daycount to a file?

The VB examples are not well documented.

1. Why do the examples flip the sign of the index when calling GetGetTimeSalesBar()?

2. Why do they use GetGetNumTimeSalesRtBars(), but ignore the value from GetGetNumTimeSalesBars()?

The operation of the Time & Sales functionality in the Desktop API appears to be erratic at best.

[AChan]

We currently do not have a C++ sample which demonstrates T&S usage.

As for the T&S functionality, it can be used to obtain both historical tick data as well as real-time data. You receive an OnTimeSalesChanged event either when historical data or when real-time data arrives. In the case for our VB sample, it only demonstrates how to handle real-time data. Basically, you need to keep track of how many real-time bars you received previously, compare it with how many real-time bars you get currently. The reason why the indexes are inverted is because the most recent real-time bar is at index 0.

Previous RT bars: 50
Current RT bars: 100

To not display previous 50 bars, you are actually displaying
-(100-50) up to 0 (50 new bars)