I'm trying to code a program in sterling that handles multiple symbols. I have downloaded the sample API programs from sterling, but the sample ones don't have that functionality. Was wondering if someone would be able to send me something, like a shell that I can take a look at. I'm not too familiar with VB
you may wish to see tradelink for an example of using sterling with multiple symbols : http://tradelink.googlecode.com it's open source so you can checkout the sterling code if you want, or you can just write in tradelink which is far easier and will save you many hassels in sterling Code: public class MyResponse :ResponseTemplate { override void Reset() { // request symbols on startup sendbasket(BasketImpl.FromFile("mysymbols.txt")); } override void GotTick(Tick k) { // ticks arrive for symbols, hit bid or take ask until we have a position if (_pt[k.symbol].isFlat && k.hasAsk) sendorder(new LimitOrder(k.symbol,true,k.ask,100)); else if (_pt[k.symbol].isFlat && k.hasBid) sendorder(new LimitOrder(k.symbol,false,k.bid,100)); } PositionTracker _pt = new PositionTracker(); override void GotFill(Trade fill) { _pt.Adjust(fill); } override void GotPosition(Position p) { _pt.Adjust(p); } }
Suggest you check out Tradelink: http://code.google.com/p/tradelink/ You can record data, play it back, write an ATS (called a 'Response') that subscribes to tick data on multiple symbols. It integrates with Sterling.