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I know that TradeStation can invoke custom DLL functions from within an EasyLanguage document.

At the moment I need to create a stand-alone VisualC++ application which should obtain both real-time and historical market data via TS. Is there any TS API to do it? It looks like tssdk doesn't contain related functionality. I've tried to import ORDAM.dll from TS installation files, but there is no help information about the ORDAM's objects, so I don't know if I may use it.

I've found TradeStation WebAPI description, however it's not exactly what I want, because it doesn't allow Password authentication.

And yes, I have TradeStation's data only account and TradeStation 9.0 installed.

Code-Apprentice
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Rom098
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  • Why do you need password authentication with the WebAPI? If you're trying to solve the problem of logging in without interaction, use the refresh tokens! They persist between your application's sessions. – John Jelinek Nov 06 '13 at 12:45
  • @JohnJelinek If I understand correctly, I need to run a browser from within the application to log in WebAPI the first time, and a user must answer all the secret questions. Seems not very handy, I think. – Rom098 Nov 14 '13 at 10:15
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    The WebAPI implements OAuth2 for authentication. As part of the spec, this is a required flow when using the Authorization Code grant type: http://tools.ietf.org/html/rfc6749#section-1.3.1. This ensures that an application created by a 3rd-party does not capture customer credentials, which would be a significant security risk. There are other grant types as well, but Authorization Code is the most commonly used one by 3rd party apps, not unlike with other APIs like Facebook, Twitter, etc. – John Jelinek Nov 16 '13 at 01:33
  • John, could you please take a look and answer? http://stackoverflow.com/questions/21433729/authorization-code-grant-type-in-desktop-mfc-application – Rom098 Jan 29 '14 at 14:19

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