TOSDataBridge v0.8 by jeog

TOSDataBridge

TOSDataBridge (TOSDB) is an open-source collection of resources for pulling real-time streaming data off of TDAmeritrade's ThinkOrSwim(TOS) platform, providing C, C++, Java and Python interfaces.

TOSDB uses TOS's antiquated, yet still useful, DDE feature, directly through the Windows API. The C / C++ interfaces are implemented as a shared library(DLL) that communicates with a back-end Windows Service. The Python and Java interfaces wrap this library in a more object-oriented, user-friendly format.

The core implementation is not portable, but the python interface does provides a thin virtualization layer over TCP. A user running Windows in a Virtual Machine, for instance, can expose the exact same python interface to a different host system running python3.

Requirements

Windows for the core implementation. The python interface is available to any system running python3.
TDAmeritrade's ThinkOrSwim(TOS) platform that exposes DDE functionality (the Window's verion)
VC++ 2012 Redistributable (included)

Quick Setup

tosdb-setup.bat will attempt to install the necessary modules/dependencies for you but you should refer to 'Installation Details' for a more detailed explanation
Be sure to know what build you need(x86 vs x64); it should match your system, all the modules you'll need, and your version of Python(if you plan on using the python wrapper), or your version of the Java Runtime(if you plan on using the java wrapper).

Core C/C++ Libraries
```
(Admin) C:\[...TOSDataBridge]\tosdb-setup.bat   [x86|x64]   [admin]   [session]
```
- [x86|x64] : the version to build (required)
- [admin] : does your TOS platform require elevation? (optional)
- [session] : override the service's attempt to determine the session id when exiting from session-0 isolation. The tos-databridge-engine.exe[] binary needs to run in the same session as the ThinkOrSwim platform. Most users shouldn't worry about this unless they plan to run in a non-standard environment (e.g an EC2 instance). An explanation of Sessions, Desktops, and Stations. (optional)
```
Example 1: C:\TOSDataBridge\> tosdb-setup.bat x86 
Example 2: C:\TOSDataBridge\> tosdb-setup.bat x64 admin 
Example 3: C:\TOSDataBridge\> tosdb-setup.bat x64 admin 2 
```
Python Wrapper (optional)
```
C:\[...TOSDataBridge]\python\python setup.py install
```
- Core C/C++ libs (above) must be installed first to use the (non-virtual) interface
- tosdb/_tosdb.py is generated automatically by setup.py

Java Wrapper (optional)

Warning - in development; see docs
Core C/C++ libs (above) must be installed first
java/tosdatabridge.jar should be included (source is in java/src if you want/need to build)

Quick Start

You may need to white-list some of these files (specifically tos-databridge-engine-[x86|x64].exe) in your Anti-Virus software before proceeding.
Start the service:
```
(Admin) C:\> SC start TOSDataBridge
```
(consider having the service begin automatically on startup to avoid this step in the future; see #9 in 'Installation Details' .)
Log on to your TOS platform

For C/C++:

Include tos_databridge.h header in your code
Use the library calls detailed in C/C++ API
Link with tos-databridge-[0.8]-[x86|x64].dll
Build
Run

For Python:

import tosdb
(view tutorial)

For Java:

add java/tosdatabridge.jar to your classpath
see docs for an intro to the API, or the source(java/src) for the details
Compile
Run

License & Terms

TOSDB is released under the GNU General Public License(GPL); a copy (LICENSE.txt) should be included. If not, see http://www.gnu.org/licenses. The author reserves the right to issue current and/or future versions of TOSDB under other licensing agreements. Any party that wishes to use TOSDB, in whole or in part, in any way not explicitly stipulated by the GPL, is thereby required to obtain a separate license from the author. The author reserves all other rights.

This program is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License for more details.

By choosing to use the software - under the broadest interpretation of the term "use" - you absolve the author of ANY and ALL responsibility, for ANY and ALL damages incurred; including, but not limited to, damages arising from the accuracy and/or timeliness of data the software does, or does not, provide.

Furthermore, TOSDB is in no way related to TDAmeritrade or affiliated parties; users of TOSDB must abide by their terms of service and are solely responsible for any violations therein.