Hi Scott
I'll upload the code to my website when I get home tonight. I have a sample function which uses the MSFL1_GetDataRec() function to retrive all price data for a particular security.
Unfortunately the MSFL2_GetMultipleDataRecs() function doesn't work. So I have to make multiple calls to MSFL1_GetDataRec(), but the performance isn't noticably different.
I'm not sure why MSFL2_GetMultipleDataRecs() doesn't work. I pass the function an array of price record structs but it doesn't populate them.
Brandan - Not sure if you have come across this problem in your dealings with .NET?
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As for benefits to compling a C# app instead of C++6, where do I start! ![Smile [:)]](/emoticons/emotion-1.gif)
Its main benefits are that it is very simple to write in (comparable with Visual Basic) and the code runs almost as fast as C++ (approx 1.1 seconds for every 1 second in C++).
For me, writing a function of medium complexity in C++ would take 4 times longer than in C# purely as C# environment is so much easier to use and bug handling/fixing is a dream compared to C++. I now spend more time thinking about trading logic rather than technical programming issues.
I was sceptical of .NET before, it looked like there were lots of incompatibility issues with unmanaged code. However I've found that not to be the case.
C# / .NET has a namespace called InteropServices which allows you to call C# dlls from C++ code.
I use a C++ MSX dll wrapper so that my C# dll can interface with Metastock.
Regards
Craig