Traders' Roundtable

Thanks for the google search tip c.f.. Works like a charm!

It looks like the C++ you're posting isn't "really" C++, but rather a hybrid of C++ and C. (The tip-off includes header files with the .h suffix and use of a character array rather than an STL construct.) I suggest picking up a good C++ book that's NOT a C book and doesn't waste your time with C where you really want to learn a useful sub-set of C++ and the STL:

Accelerated C++, Practical Prgramming by Example
Andrew Koenig, Barbara E. Moo

Chris,

FM LABS has C++ modules for what you’re trying to do. Their data handling module is excellent.

http://www.fmlabs.com/toolkit.htm

Dean Hoffman
www.hoffmantrading.com