NtDirect.dll

[WHICKED]

As I understand from the documentation, it is possible to subscribe and utilize the NTDirect.dll or the Client DLL to stream bid/ask trades to an external program.

My question pertains to creating a listener that functions as a receiver for updates from this DLL. instead of creating a 'timer' to check every X amount of time, is there a mechanism that can be created that listens to the DLL and when a new marketdata information is received it passes it to the listener and from there the external program does what it needs/wants with that information?

[NinjaTrader_Jim]

Hello WHICKED,

Thanks for your question.

From the DLL Interface, we have SubscribeMarketData() to subscribe to Market Data, and MarketData() to receive those updates. There is not any additional functionality offered. You could consider using a timer in your application to check for updates through the API, and if the price changes from the last time you called MarketData(), you could signal your application to process that change.

Please let us know if we can be of further assistance.