TRAX: DTN RealTime System
TRAX: DTN RealTime's core service module is a complete feed driver that runs in the background as
a service on Windows 2000 or Windows XP. The service handles the direct interface to the DTN satellite
receiver, maintains an in-memory real time database and can automatically capture market data.
The core service provides simplified APIs to access real time data through several
high-performance interfaces. The included SDK provides application programmers example source code
and access to these APIs.
Applications run as separate processes and TRAX doesn't require special DLLs (Dynamic Link Library) or
modules to link to. Also, multiple applications can easily access and use TRAX simultaneously.
Application Programming Interfaces include:
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Socket Interface - Receive streaming market data over TCP/IP sockets
Memory Interface - Access real time data in shared memory
Files - Minute Bar (csv) files. Captured binary tick files available for back testing.
COM Interface - For Visual Basic and other COM supported languages
RTD Server - Access data in Excel 2002 spreadsheets without programming
Third Party - Various third party applications
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DTN RealTime is delivered from a satellite receiver over Ethernet using the PassThru protocol.
PassThru is flexible and efficient, but can
require significant programming effort to accurately process the low-level, compressed data format.
The TRAX: DTN RealTime feed driver Core Service provides a rich set
of higher level APIs and functionality needed for high performance market applications. These APIs allow you to tap
into DTN's vast real time data content without knowledge or concern of PassThru.
The TRAX: DTN RealTime Control Program is used to control and monitor the core service. The Control Program
can be closed and opened as needed without affecting the TRAX core service.
More...
The TRAX: DTN RealTime Application Programming Interfaces (APIs) give application programmers and users
of Excel high performance access to the DTN RealTime feed.
Socket Interface -
Receive trades, quotes, minute bars and market events through the socket interface as they occur. No polling required.
Memory Interface - Scan the entire market - every stock and futures contract - through
the shared memory interface. Real time data is maintained in shared memory making it instantly available to applications.
Data Capture -
Automatically capture trades, quotes and bars for back testing, charting and other post processing activities.
COM Interface -
Use the COM (Component Object Model) Interface to access market data from Visual Basic applications or other programming languages supporting COM.
Excel RTD Server -
Microsoft® Excel 2002 real-time data (RTD) interface
is the preferred means of receiving real time data in Excel spreadsheets replacing Dynamic Data Exchange (DDE). With the included RTD server
simply use the RTD function in a cell, for example: =RTD("RtdTrax.Server",,"CSCO","LAST")
Data Filtering - Receive more or less market data depending on your needs with
data filtering and event registration. Receive the whole market or limit data to selected DTN databases
or watch lists.
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