For all the experts out there, could you please shed some light for me on this seemingly easy question.. I would like to be able to use the structSTIQuoteSnap command to pull in Bid/Ask data for any symbol. What should the code structure be? Thank you guys in advance.
if you need a working example of how to do this including source code, you may check out the tradelink project. it implements what you are trying to do for 10+ brokers including sterling, is totally free and includes the source code. http://tradelink.googlecode.com
I forgot to mention that I am trying to do this with Vb 2010.. but wow that's a great project you've got there tradelink.
structSTIQuoteSnap isn't a command. It is the format of the data you receive from a OnSTIQuoteUpdate event. To get quotes use the RegisterQuote method. I think Sterling's website has some working examples as well. and btw, if you want the bid/ask more than once, ie. not a snapshot, you need to use the OnSTIQuoteUpdate event and struct.
I noticed I had a typo in the first line. It should read: structSTIQuoteSnap isn't a command. It is the format of the data you receive from a OnSTIQuoteSnap event.