Code Examples
Real-Time Stock Scans with Visual Basic
If you're new to Visual Basic, here's an online tutorial that
will help you learn your way around in Visual Basic 6.0.
This example shows how to use Visual Basic 6.0 to scan the TRAX shared memory for stocks in real-time. This example
scans for Top Volume Leaders - stocks trading the highest volume today. The scan
filters out stocks trading below $2 and those that have traded less than 100,000 shares today.
Download source code for this example.
Here's a screen shot:
Accessing real-time data in the TRAX shared memory areas is one of the primary benefits in
using TRAX. TRAX automatically updates the shared memory area where your application programs
can access the data instantly. The data records are arranged in a simple memory array
structure.
Once you learn the basics of accessing the shared memory, you'll be able write some very
powerful real-time scans.
Initialization
Let's start with the Form_Load subroutine. This routine is called when the main form of
the example program first loads. We perform some initialization steps here to gain access to the
TRAX shared memory and setup the decimal multiplier table.
Gaining access to a shared memory file takes a few simple Windows API calls. The Windows API functions
are declared in the example project's ApiStuff.bas file. The Windows API calls that we make use of are
CreateFile, CreateFileMapping, MapViewOfFile, UnmapViewOfFile, CloseHandle and CopyMemory. For more
details on using Windows API calls from Visual Basic see this
page.
Here's the complete Form_Load subroutine:
Private Sub Form_Load()
Dim lpsec As SECURITY_ATTRIBUTES
Dim FileName As String
FileName = "C:\Program Files\Trax\memory\stock"
' Open shared memory file
hFile = CreateFile(FileName, GENERIC_READ, FILE_SHARE_READ Or FILE_SHARE_WRITE Or_
FILE_SHARE_DELETE, lpsec, OPEN_EXISTING, FILE_ATTRIBUTE_READONLY, 0)
If hFile <> INVALID_HANDLE_VALUE Then
' Create the file mapping
hMap = CreateFileMapping(hFile, lpsec, PAGE_READONLY, 0, 0, 0)
If hMap <> 0 Then
' Get pointer to memory
SharedMem = MapViewOfFile(hMap, FILE_MAP_READ, 0, 0, 0)
End If
End If
If SharedMem = 0 Then
lblStatus = "Could not open shared memory file " & FileName
End If
DecimalMultiplier(0) = 1#
DecimalMultiplier(1) = 0.1
DecimalMultiplier(2) = 0.01
DecimalMultiplier(3) = 0.001
DecimalMultiplier(4) = 0.0001
DecimalMultiplier(5) = 0.00001
DecimalMultiplier(6) = 0.000001
DecimalMultiplier(7) = 0.0000001
DecimalMultiplier(8) = 0.00000001
End Sub
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Decimal fields in TRAX shared memory records are
actually of type Long (4 byte values) that must be multiplied by a decimal multiplier
to arrive at the actual decimal value. For instance the LastTradePrice field in the
shared memory may have the value 245000 and a DecimalCode of 4. This means that we must
multiply the value 245000 by 0.0001 to arrive at $24.50.
The Decimal Multiplier table is an array that makes translating the Decimal fields
of the shared memory records very easy. We declare the table as a global array in the example
program making it easy to access from any routine in the module:
Dim DecimalMultiplier(8) As Double
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The code in the Form_Load subroutine above simply initializes the DecimalMultiplier array
for use later in the program.
Real-Time Scanning
Now we're ready to do a scan. In the example we have designed a form with a button to start
a scan. When this button is pressed, the routine btnScan_Click will be called.
This routine will start at the beginning of the TRAX shared memory record array, and examine
data from each record. If the data is within the bounds of the scan parameters, it will save
a pointer to the shared memory record and the Volume in a separate array. This array will be
used to sort the records from highest to lowest and put the top 20 stocks into
a ListView control for display.
The scanning loop of the btnScan_Click subroutine is shown here:
' Store the volume from each record in an array to be sorted
Do While ListCount < MaxCount
' Copy shared memory record to structure
CopyMemory Record, ByVal MemPointer, RecordLen
If (Record.Symbol(0) <> 0) Then
' Save Volume and pointer to memory record
Multiplier = DecimalMultiplier(Record.DecimalCode)
Value = Record.LastTradePrice * Multiplier
If Value > 2# And Record.Volume > 100000 Then
RecordArray(ListCount).Value = Record.Volume
RecordArray(ListCount).Index = MemPointer
ListCount = ListCount + 1
End If
Else
Exit Do ' end of list when symbol is empty
End If
MemPointer = MemPointer + RecordLen
ScanCount = ScanCount + 1
Loop
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Each record of TRAX shared memory is copied into a local record structure using the CopyMemory
Windows API function so that the record fields can be easily accessed by Visual Basic.
The loop starts at the beginning of TRAX shared memory and checks for a record where the Symbol
field is zero indicating that the end of table has been reached. As long as the end hasn't been
reached, the routine gets the
Multiplier value from the table and multiplies the LastTradePrice field to obtain the last
traded price.
If the price is greater than $2 and the volume is greater than 100,000 shares,
the Volume and the pointer to the TRAX shared memory record is saved for later. Caching
the pointer to the shared memory record will allow us to access the data once again when
populating the ListView control after the result records are sorted.
The rest of the routine (not
shown) sorts the results and populates the ListView control with the top 20 volume stocks.
Using this simple example, you can develop your own specialized scans of the 86 available
real time TRAX shared memory record fields.
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