Passing on OHLC quotes are pretty straightforward (because of the inbuilt DLL that comes with AB) but how do you get hold of other tons of data points offered by TWS's API such as IV%, etc.?
I am after a guide or step by step "how-to" reference for writing C++ DLLs or EXEs in order to interact with one application's TCP Sockets (or APIs) and pass it on to components of a different application. In this case the Sockets or APIs are of IB's TWS and the other application is AB.
@josh1 and other seniors have written such applications where they have successfully created a server-client interface between Nest and Amibroker for real-time data feed. I was trying to decipher their source code but for me its like reading a novel without knowing the letters. I am interested to learn the core technology behind such fascinating endeavors.
Any guidance would be of much assistance. Thank you!