those experienced with GENESIS API please help me

Discussion in 'Automated Trading' started by H.W, Jul 27, 2008.

  1. H.W


    Now I am developing an auto-trading system with genesis api in c++. I have some questions about the api and maybe they are easy to you. Please give me some suggestions. My questions as follows,
    1. How can I get the last trading price/open price for a given ECN directly? For example, NYSE?
    2. Now I get data from struct prints, but I found that the system always get the data late than the realtime. For example, we always get 9:31 data at 9:32. Why?
    3. I want to develop a filter to choose stocks from all the 3000+ NYSE stokcs automatically. I can't create all the stocks at the same time. So I must create one first, then get data and check it, at last delete it, check all the stocks like this one by one. But there is a problem that I don't know how to get the data(Open price, first trade volume and so on.) I need immediately I create the stock object. Most of the data structs are NULL at that moment. How can I do?

    Any help would be much appreciated
    Thanks very much.
  2. does anyone know these answers?