This project is a very simple console app. that accesses and displays data from a stock futures brokerage. They have a .NET API that allows access to their market data.
Later, I am going to design a much more complicated program using that API . For now, I simply want to be able to see what the returned data looks like.
## Deliverables
The deliverable will be a functioning zipped project that I can load in the appropriate .NET express edition.
This project is a very simple console app. that accesses and displays data from a stock futures brokerage. They have a .NET API that allows access to their market data. Later, I am going to design a much more complicated program using that API . For now, I simply want to be able to see what the returned data looks like.
The program must do the following:
1) Subscribe to contract "ESZ8".
2) Handle OnTicksReceived event:
Save all ticks (prices only) into a single ArrayList beginning with the current session StartTime. Then, write all arraylist members to console.
--note: This event is only handled once - when the program starts - it is getting historical data.
--note: Ticks are price changes
3) Handle OnPriceChanged event:
Write Price (LastPrice) and Volume at that Price (LastVol) to the console.
--note: This event fires every time price changes.
4) Handle OnDOMChangedevent:
write the Time (LastUpdate) AND write the List of BidLevels to the console
--note: DOM is means 'depth of market'. It is designed to show the bids at less or equal to the current price. So, if the current price is 1000 the list returned will show bids at 1000, bids at 999.75, the bids at 999.50 etc.
--note: The contract we are interested in, 'ESZ8', trades in .25 increments
--note: This event fires every time DOM data changes.
The API documentation can be found here: [login to view URL]
--note they have a forum that has some good info on the API
--note: you will have to sign up to get a test account: [login to view URL]
This program can be done in VB or C# (please indicate in your bid).
## Platform
This program can be done in VB or C# (please indicate in your bid).