I have a working custom RTD server that interfaces a data vendor API (Spark) to receive live stock price information. It is written in C# and uses ExcelDNA to make data available via an Excel add-in. The RTD server code is not from a template product, however was written by trained software developer.
Currently the RTD server only retrieves data from the two of the API's structs; Stock and StockInfo. I would like to extend the add-in's functionality to retrieve data from three additional API's structs: Depth, DepthLevel and DepthDetail.
I would also like to add extra functionality to includes returning a value (indicating higher or lower) calculated from the current and previous value in a data feed. Return the higher/lower value for a defined period of time only then return to a default neutral state.
for example; using the "last" field
- if the current last price is higher the than previous last price return 1 for 3 seconds, then return to a default value of 0
- if the current last price is lower the than previous last price return -1 for 3 seconds, then return to a default value of 0
I would like to make available for the "last", "bid" and "ask" fields in the Stock struct
Details about the Spark API and the data available are here [login to view URL]
Information about ExcelDNA is available here [login to view URL]
The RTD server code is attached. I use Excel 2010 (32 bit) on the Windows 7 (64 bit) platform.
Important considerations: at the moment if the Excel Add-in is left running for too long (with a live market) the RAM Excel uses rises above 1.4GB and Excel crashes. I don't want this to extra data/functionality to contribute further to that. If you can see why it happens and suggest a fix, even better.
Dear benspostbox,
I've read project description and did research on Spark API and code you provided. I've also registered for free trial on Iguana2 site but credentials won't work with the API. So test account is needed for further advance.
hi,
I have checked the code provided in the text file.
I can integrate the spark API into your program. you will have to provide me te complete code as of now.
I will than add the required modules into it.
thanks
I am a hard code programmer for more than 5+ years. I am very new to freelancing. Currently looking forwarded work as a freelance. Surely I can complete you project.