QCOLLECTOR_CLIENT_PORTFOLIO_LIST_REQUEST - Send this message to request a list of the QCollector portfolios. When QCollector receives this message it will save a list of portfolio information to a data file (see example below) in the QCollector application data folder. Set LParam to the window handle (HWnd) where you want the portfolio list request complete message to be sent. WParam is not used.

When you submit a client data request to QCollector you need to include the portfolio name or portfolio folder for which the data request applies. You can retrieve this information with this message. It isn't necessary to request the portfolio list before every client data request but if you encounter an error you might want to send this message to refresh your list because a user could delete or rename a portfolio.

QCOLLECTOR_PORTFOLIO_LIST_REQUEST_COMPLETE - QCollector will send this message to the HWnd that requested the portfolio list. LParam is an Atom holding one string value - the full path and file name for the portfolio list data file, which will be located in the local application data folder. QCollector deletes the Atom when SendMessage returns. On receipt of this message your application can read the portfolio list file to get information about QCollector portfolios required for client data requests.

The data in the portfolio list file saved by QCollector is plain text with one line for each portfolio formatted as follows:

Each field value is separated with the vertical bar ("|") character. An example portfolio list file could be:

My Stocks|A|C:\Data\MyStocks
MetaStock1|M|C:\MsData\MetaStock1
T&S|A|C:\Data\T&S

QCOLLECTOR_CLIENT_PORTFOLIO_ITEMS_REQUEST Send this message to QCollector to retrieve a list of all items in a QCollector portfolio. The name or folder path for the QCollector portfolio you want to read must be set as Atom in WParam. (See portfolio list request message above to retrieve a list of QCollector portfolios.) Set LParam to the window handle (HWnd) where you want the portfolio item list request complete message to be sent.

When QCollector receives this message it will create a list for the portfolio items including the symbol, interval, title and data file name for each item, and save the list to a temp file in the QCollector application data folder. This list is particularly useful for Ascii format portfolios because it allows users to select an item by symbol or title rather than just by file name.

QCOLLECTOR_PORTFOLIO_ITEMS_REQUEST_COMPLETE - QCollector sends this message to the HWnd that requested the portfolio items list. LParam is an Atom holding one string value - the full path and file name for the portfolio item list temp file, which will be located in the local application data folder. QCollector deletes the Atom when SendMessage returns.

The data in the portfolio item list file is plain text with one line for each item formatted as follows:

Symbol - for that item.

Interval - D, W, M, Y for Daily, Weekly, Monthly, and if applicable, Yearly, or a number for intraday minutes. '0' for time and sales data items.

Title - Company name or description for the item.

Data file name - the data file for the item (no path, use the portfolio folder).

Spare - for future use.

Each field value is separated with the vertical bar ("|") character. An example portfolio item list:

IBM|15|International Business Machines|IBM_15.csv|0
MSFT|1|Microsoft Corporation|MSFT_1.csv|0
ADBE|DAILY|Adobe Systems Incorporated|ADBE_D.csv|0

QCOLLECTOR_CLIENT_REALTIME_SYMBOL_LIST_REQUEST - Send this message to QCollector to retrieve a list of all items in the QCollector timed updates list (QCollector timed updates data files for symbols in on a timed interval.). When QCollector receives this message it will save the symbol, interval and title for each item to a file in the QCollector application data folder. LParam holds the HWnd where you want the real time symbol list request complete message sent. WParam is not used. Your application can read the information from this file when it receives the real-time symbol list request complete message below.

QCOLLECTOR_REALTIME_SYMBOL_LIST_REQUEST_COMPLETE - QCollector sends this message to the HWnd that requested the list. LParam is an Atom holding one string value - the full path and file name for the list data file. QCollector deletes the Atom when SendMessage returns. On receipt of this message your application can read the list file to get information about all the items in the QCollector timed updates list.

The data in the list file saved by QCollector is plain text with one line for each item formatted as follows:

{symbol}|{interval)}|{title}

Each field value is separated with the vertical bar ("|") character. For example:

ADBE|5|Adobe Systems Incorporated
INTC|D|Intel Corporation

Action messages include client data request messages and messages to remove items from the timed udpates list.

Client data request messages are sent from your application to QCollector to retrieve data for a symbol. Each data request must include a QCollector portfolio name or portfolio folder path, so you should request the portfolio list (see above) from QCollector at least once before sending a data request.

When QCollector processes a client data request it will create a new item in the QCollector portfolio unless an item matching the symbol and interval (and in the case of Ascii data files, file name) is found to already exist in that portfolio. If a matching item is found in the target portfolio QCollector will simply bring the data file for the existing item up to date and then send the data request complete message.

When adding a new item to a portfolio, QCollector looks for any saved default portfolio item properties, and if found, will use them to create a new item. If the user hasn't saved any default item properties the item will be added to a portfolio with the default portfolio properties. Saved default properties can include whether or not to store volume or open interest in the data file, start and end session times, etc. In most cases this will not change any essential formatting of the data in the data files.

QCOLLECTOR_CLIENT_DATA_REQUEST - Send this message to QCollector to request data for a symbol. WParam must hold the Atom with the formatted data request string. Set LParam to the HWnd where you want the data request complete message to be sent.

The data request string must be formatted as follows, but all on one line:

{ID string}|{symbol}|{interval}|{days back}|
  {collect now (0,1)}|{add to timed updates (0,1)}|{spare(0)}|
  {portfolio name or portfolio folder path}

ID string - user defined. This string will be returned with the data request complete message. Your application can use this string value to track multiple data requests if required. Set to '0' if not required.

Symbol - submitted to the data feed servers.

Interval - D, W, M, Y for Daily, Weekly, Monthly, and if applicable, Yearly, or a number for intraday minutes. Use '0' for time and sales data items (see note below).

Days back - calendar days back to start data file. If zero, then start at beginning of current day.

Collect now - 1 to collect data for the item immediately, else 0. If '0' then the item will be added to QCollector portfolio (if it doesn't already exist) without data being collected. Items may be added this way when offline.

Timed updates - 1 to add symbol to timed updates list, else 0. When '1' the symbol will be added to the timed updates list. Timed updates can be running, paused, or stopped. If timed updates are running, the data file for this item will now be updated in real-time.

Spare - (0) for future use.

Portfolio name or portfolio folder path - a new item will added to the specified QCollector portfolio using the properties included in the data request.

Each field value is separated with the vertical bar ("|") character.

If the data request interval is '0' (zero), and the target portfolio is a time and sales data Ascii portfolio, QCollector will create a new item in the portofolio if no existing item matches the data request. If the user has saved default properties for time and sales data items they will be used when adding the new item to the portfolio. Otherwise, a new time and sales item for the symbol will be created that collects trade price and size only.

If the data request uses a non-zero value for the interval, and the target portfolio is a time and sales portfolio, the data request will fail.

When sending an Atom to QCollector always use SendMessage, never PostMessage. QCollector will read the Atom immediately and you should delete the Atom when SendMessage returns.

Return Values

Returns 1 if QCollector successfully received and parsed the message. The data request has been sent to the servers and your app will receive the data request complete message when the data is ready.

Returns -1 if there was a problem with the format of the submitted request. No data request complete message will be sent back to your application. Further information about the problem may be found in the QCollector Event Log.

Returns 0 if QCollector never received the message. No data request complete message will be sent back to your application.

Formatted client data request example 1:
Details: Request daily data for $INDU, going back 100 days. Collect the data immediately and save in portfolio folder named "C:\Data\Indexes". Do not add to timed updates list.

   0148855|IBM|D|100|1|0|0|C:\Data\Indexes

Formatted client data request example 2:
Details: Request 5 minute intrade data for IBM, going back 10 days. Collect the data immediately and save in portfolio named "My Stocks". Add portfolio item to timed updates list.

  0|IBM|5|10|1|1|0|My Stocks

QCOLLECTOR_DATA_REQUEST_COMPLETE - QCollector sends this message to your application when a previously submitted data request has completed, meaning the data file has been updated and is ready for reading. LParam is the Atom with string information for the previous request. WParam is not used.

The Atom data string will be formatted as follows:

{ID string}|{full path and file name to the data file}

ID string - user defined, as was set when request was submitted.

Full path and file name to the updated data file in the portfolio folder specified by the client data request.

Example:

  014588|C:\Data\Stocks\IBM_5.csv

Note: You should not assume there will be data in the data file, or even that the data file will exist. A symbol may have been submitted for which no data was available, such as an expired futures contract, or a defunct stock symbol, or a symbol for which the user's account is not enabled. Further information about failed data requests may be found in the QCollector Event Log.

QCOLLECTOR_CLIENT_REMOVE_REALTIME_SYMBOL_REQUEST - Send this message to QCollector to have an item removed from the QCollector timed updates list. WParam must hold the Atom with the formatted request string. There is no "request complete" message so LParam is not used. SendMessage will return 1 if the request succeeds.

The request string must be formatted as follows:

{symbol}|{interval}

Symbol for security

Interval - D, W, M, Y for Daily, Weekly, Monthly, and if applicable, Yearly, or a number for intraday minutes. Use 0 for time and sales data items.

QCOLLECTOR_CLIENT_CLEAR_REALTIME_SYMBOLS - Send this message to QCollector to clear all items from the QCollector timed updates list. There is no "request complete" message; SendMessage will return 1 if the request succeeds.

QCOLLECTOR_REGISTER_FOR_FILE_UPDATES - Send this message to QCollector to register to receive the file update notification messages. LParam holds the window handle you want QCollector to send the messages to.

QCOLLECTOR_UNREGISTER_FOR_FILE_UPDATES - Send this message to QCollector when you no longer want to receive file update notification messages. LParam holds the window handle to unregister.

QCOLLECTOR_FILE_UPDATE - After all data files have been updated on a timed update cycle QCollector will send this message out once for each file that was updated. LParam is a handle to a Global Atom that contains info in text format about the file that was updated. The Atom text string includes the symbol, the record interval, and the fully qualified path and data file name for the security that was updated. A comma and a semi-colon are used as separator characters. Your application can parse this string to get the separate pieces of information. See the examples following.

QCOLLECTOR_ALL_FILES_UPDATED - QCollector sends this message to each registered client just once after all data files have been updated in the timed update cycle, and after all individual file update notification messages have been sent. LParam holds the number of data files that were updated.

Applications must register these four messages with Windows by calling the RegisterWindowMessage API function. QCollector also registers these messages with Windows. The example projects show how this is done.

Example 1: An ASCII format data file named "MSFT_5.CSV" in folder "C:\Data\Ascii\Stocks\" stores data for symbol "MSFT" in records with 5 minute bars. When the file is updated on a timed update by QCollector the text in the global Atom sent by QCollector will be "MSFT,5;C:\Data\Stocks\MSFT_5.CSV"

Example 2: A MetaStock format data file in a folder named "C:\Data\MS\Stocks\" stores data for a security with symbol "ADBE". The data is stored in a file named "F6.dat" and the record interval is Daily. The text in the global Atom sent by QCollector will be "ADBE,D;C:\Data\MS\Stocks\F6.dat".

Important! After receiving these messages, do not delete the Atom by calling GlobalDeleteAtom; QCollector will do that when the message handling function returns.

QCOLLECTOR_REGISTER_FOR_LAST_RECORD_UPDATE - Sends this message to QCollector to register to receive the last record update notification messages. LParam holds the window handle you want QCollector to send the messages to.

QCOLLECTOR_UNREGISTER_FOR_LAST_RECORD_UPDATE - Send this message to QCollector when you want to stop receiving the last record update notification messages. LParam holds the window handle to unregister.

QCOLLECTOR_LAST_RECORD_UPDATE - When QCollector updates the data files on a timed update cycle it saves a text string with information about the last data record that was updated. For all data files this text string begins with the symbol, the interval, and the data file name (no path) all delimited with tab characters. For MetaStock format data files the rest of the string is the date, time, open, high, low, close and volume values of the last data record with all fields again delimited by tab characters. For ASCII format data files the rest of the string is the exact text of the last record in the ASCII data file which will include whatever delimiter characters are specified for use in that particular portfolio. This also applies to advanced time and sales data files.

After all the data files have been updated on the timed update cycle QCollector sends out one last record update message for each data file that was updated, to each client registered to receive the messages. The message LParam is a handle to a Global Atom that contains the data string the updated file.

Example 4: QCollector updates a data file named "IBM_5.CSV" storing five minute interval records in comma-separated ASCII format. The QCOLLECTOR_LAST_RECORD_UPDATE message is sent to subscribed applications each time the data file is updated on the timed update cycle. The text extracted from the global Atom sent with the message could be "IBM{tab}5{tab}IBM_5.CSV{tab}05/19/2002,10:30:00,112,112.5,111.5,112.25,23500".

Important: For MetaStock format data files the date format used in the QCOLLECTOR_LAST_RECORD_UPDATE message will be the ShortDateFormat set in the user's Windows Regional settings. The time format will always be "hh:mm:ss" without regard to the user's regional settings. All messages for ASCII format symbols use the date and time as stored in the last record of the data file. For all messages the date and time are the date and time for the last data record updated and not the current date and time. If the record interval for the data file being updated is Daily or greater the time will be "00:00:00" and should be ignored. Daily record intervals will be identified with a "D" in the second field, weekly will be "W", quarterly will be "Q", yearly will be "Y".

Important: Do not delete the Windows Global Atom by calling GlobalDeleteAtom; QCollector will do that when the message handling function returns.