Reading Price from Thinorswim with Visual C++

This Video Shows Visual C++ reading SPY price from Thinkorswim (TOS) Trading platform, directly from RAM.



Anybody has a different approach?

 

https://developer.tdameritrade.com/

 

Will this work for Thinkorswim Canada?

 

ToS supports RTD (real time data). So for example you can get live quotes in Excel by adding RTD calls:

=RTD("tos.rtd",,"LAST","AAPL") in Excel will fetch the last trade price for AAPL

This will work as long as ThinkOrSwim is running.

Similarly, you can implement an RTD client in software. I created one in Visual Studio C# and it fetches real-time prices from my ToS platform. This will accomplish what you're looking for.

PM me if you want more details.

 

Thank you for your reply,

Im familiar with RTD, but certain things mainly Barnumber,TickNumber are not possible to read with RTD/Excel (Tell me how otherwise)

My goal to calculate ticks per second to time the beginning of the move.
Thank you again for offering help, will talk to you later.

Here what I already tried with RTD:

 

Tdameritrade API dont work with TOS!

 

I have some result , I was able to read Price from TOS using C++
Check this link:

 

Is it possible to develop and compile Visio Addins with the free Visual Studio Code/Community versions?

Visual Studio Professional 2017 is pretty expensive compared to all the free high quality tools for JavaScript development out there, or is it possible to get it at a better price than over 1000?

 

How did you locate/obtain the lpBaseAddress? I'm just starting with C++ and struggling to find the specific address. I'm not interested in using any thirdparty tools ie: Cheat Engine. (not sure if it would even work.)
Thanks!