tos-rtd-c

Thinkorswim Real Time Data in C

A lightweight COM client for accessing real-time market data from ThinkOrSwim's RTD server.

Requirements

• Windows Operating System - This application uses Windows-specific COM technology
• ThinkOrSwim Desktop Application - Must be running for the RTD server to be available
• Visual Studio or LLVM Clang or MinGW GCC - For compiling the application

Compilation

To compile the application:

clang -Wall -O2 -o rtd_client.exe rtd_client.c -lole32 -loleaut32 -luuid -luser32 -DUNICODE -D_UNICODE

gcc -Wall -O2 -o rtd_client.exe rtd_client.c -lole32 -loleaut32 -luuid -luser32 -DUNICODE -D_UNICODE

Command Line (Developer Command Prompt):
cl rtd_client.c /O2 /W4 /DUNICODE /D_UNICODE /link ole32.lib oleaut32.lib uuid.lib user32.lib

Features

• Connect to ThinkOrSwim's RTD server to receive real-time market data
• Track various data topics (LAST, BID, ASK, VOLUME, etc.)

Usage

1. Start the ThinkOrSwim desktop application

2. Run the RTD client executable

   Powershell: ./rtd_client
   
   Command Prompt: rtd_client
   

3. Enter symbol and topic.

4. At anytime press "Enter" to change symbol or exit.

Example Topics

• LAST - Last trade price
• BID - Current bid price
• ASK - Current ask price
• VOLUME - Trading volume
• LAST_SIZE - Size of last trade
• GAMMA- Option gamma

Example Session

RTD Client - Real-time Market Data Viewer

Enter stock symbol: AAPL
Enter data topic (LAST, BID, ASK, etc): LAST

[13:45:22.124] AAPL = 167.28