Hello,
I’d like to build a q program reading data provided by a financial platform (metatrader 4) configured as “DDE Server” (Dynamic Data Exchange protocol).
How can I setup a DDE reading program in q?
Cheers
Francisco
that’s tough..
q is using select() to do i/o multiplexing even on windows and dde is a kind of gui thing (more or less) based on function callbacks.
even the console input in windows version is a tcp socket to the main q thread.
you have 2 options:
-
a dll loaded in q to handle the dde stuff
-
a helper app that will handle the dde and will send the data to kdb.
The second option is obvious to implement using the k.h and c.o.
The first one is more complicated as you need to create a thread and communicate with the main q thread over a socket.
Felix
Thanks,
Well, I see that I’m trying to bite off more than I can chew.
Cheers
Francisco