C++ RequestTimeSales returns NULL handle

[giaru1]

In the following example, a request for timesales returns a null handle, but the request for daily history returns a valid handle.

TimeSalesFilter f;
f.sSymbol =S2B(ax_symbol);
f.lNumDays=1;
f.bQuotes=1;
f.bTrades=1;
f.bFilterPrice=0;
f.bFilterVolume=0;
f.bFilterTradeExchanges=0;
f.bFilterQuoteExchanges=0;
f.dMinPrice=0;
f.dMaxPrice=0;
f.lVolume=0;
f.sQuoteExchangesList=S2B("");
f.sTradeExchangesList=S2B("");
m_hHistory2 = (*m_piHooks)->GetRequestTimeSales(&f);

m_hHistory = (*m_piHooks)->GetRequestHistory(S2B(ax_symbol), "D", btBARS,2,-1,-1);

[TGafford]

COM Interface Requires CString/BSTR Initialization

Hi Giaru,

I looked into your code and the C++ sample. C++ and the COM interface require a little more work than VB.

You must initialize each field that has a BSTR value. It's safest to supply a value for each field. Try the following code:

#1: Modify S2B in EventSink.h as follows:

inline BSTR S2B(CString s) {
return s.AllocSysString();
}


#2: Ensure each field is assigned a proper value

TimeSalesFilter f;

f.sSymbol = S2B(ax_symbol);
f.bQuotes = TRUE;
f.bTrades = TRUE;
f.lNumDays = 1;
f.bFilterPrice = FALSE;
f.bFilterVolume = FALSE;
f.bFilterQuoteExchanges = FALSE;
f.bFilterTradeExchanges = FALSE;
f.dMaxPrice = 0;
f.dMinPrice = 0;
f.lVolume = 0;
f.sQuoteExchangesList = S2B("");
f.sTradeExchangesList = S2B("");

// I think the S2B function may not have worked
// properly before. I think S2B("") didn't operate as
// expected.

m_hHistory2 = (*m_piHooks)->GetRequestTimeSales(&f);




I will look at the documentation to detemine if it also needs to be updated.

I hope this helps,

- Todd -

[giaru1]

Your code improvements did seem to help. I am now getting about 5 OnTimeSalesChanged events. Each time I am running the following code and being told that I have zero bars to read.

It is also not clear to me how to know when I have gotten all the data I requested, so I can release the handle.


void CMainDlg::ES_OnTimeSalesChanged(long l) {
long lNumBars;
long lNumRtBars;
TimeSalesData baritem;

lNumBars = 0;
lNumRtBars = (*m_piHooks)->GetGetNumTimeSalesRtBars(m_hHistory2);
lNumBars = (*m_piHooks)->GetGetNumTimeSalesBars(m_hHistory2);
for (long i = -(lNumBars-1); i <= 0; i++) {
baritem = (TimeSalesData)((*m_piHooks)->GetGetTimeSalesBar(m_hHistory2, i));
}



}

[giaru1]

My mistake. I missed the following change, and it fixed the problem:

inline BSTR S2B(CString s) {
return s.AllocSysString();
}