WLPro 5 COM(OLE) Automation
Author: pallavsarma
Creation Date: 8/5/2008 7:23 PM
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pallavsarma

#1
Hi WL5 Experts
Will WLPro 5 include COM(OLE) Automation sometime in the future?If yes, is there a timeline? I extensively use the OLE Automation features in WL4, so WL5 will not be very useful for me without OLE Automation.
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Eugene

#2
If you illustrate why would you need to automate WL5, then we could probably sort it out.
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pallavsarma

#3
I use the WL3 COM interface to connect to Matlab to do advanced calculations
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Cone

#4
I don't understand why you would want to call the WL3 COM library from WL5? Why not just use WL3 COM the way you're doing it now?

Anyway, here's a COM Interop example that Eugene already created.
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Eugene

#5
It seems to me that he'd like to approach just the opposite: "drive" the COM interface of WL5 (if it existed) from MatLab. And if I get it right, Fidelity didn't provide one (please tell me why would the designers need to enable COM interop in a brand new fully managed .NET 2.0 application?).

I haven't researched it but it seems like the StreamingQuoteManager interface could be the place to look.
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pallavsarma

#6
Thanks Cone and Eugene,
I guess Fidelity will be phasing out WL4 in a few months, and thats why I would like to be able to use the WL3 COM library or its equivalent with WL5.
I am not a very experienced programmer, and Eugene, from your reply, it seems that I should be able to connect my Matlab code to WL5 even without a COM interface, because WL5 is a NET 2.0 application? If yes, how do I go about doing so?
Where can I find more information about the StreamingQuoteManager?
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Eugene

#7
Hi Pallav,

QUOTE:
I am not a very experienced programmer, and Eugene, from your reply, it seems that I should be able to connect my Matlab code to WL5 even without a COM interface, because WL5 is a NET 2.0 application?


My reply shouldn't be interpreted as "you don't need COM, there's an interface that's going to help you link them". I have no experience with MatLab but believe it's a COM application, therefore you'll likely need to build some wrapper like this article suggests:

1..2..3 ways of integrating MATLAB with the .NET

QUOTE:
Where can I find more information about the StreamingQuoteManager?

Currently, Fidelity has not published any description of the interface. I'll mark it as a to do item to see if we can get ahead with it.
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pallavsarma

#8
Hi Eugene,
Thanks very much for your help. I went through the above article, but the article discusses how to access Matlab functionality from a .NET application using Matlab's COM interface. I dont think this will solve my problem, as I need to access Quote Manager from Matlab, and it seems to me the only solution is a WL5 COM interface?
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Eugene

#9
I guess you could build a callable wrapper around the right .NET interface (unfortunately we don't have the docs at the moment as Fidelity is reviewing all of them) to call from COM-limited environment . That's why it's called COM Interop - it's about interoperability. There are tons of information on COM interop, here are just two pieces:

Calling .NET From COM
Call Into The .NET Framework From Existing Visual Basic 6.0 Apps
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pallavsarma

#10
Hi Eugene,
DO you have an idea when these docs will be available? Also the timeframe for WL4 phaseout?
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Eugene

#11
Hi Pallav,
QUOTE:
DO you have an idea when these docs will be available?
No. It's up to Fidelity.
QUOTE:
Also the timeframe for WL4 phaseout?
No. If it should happen then it will be announced.
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pallavsarma

#12
Hi Eugene,
Thanks very much for your comments. Am I to conclude from the above that there are no plans to include something like the WL3 COM interface in WL5+? If so, I guess I will have to start looking at other vendors (such as IB who provide a COM interface to their trading software), as without the ability to connect to my Matlab code, WL5+ would not be of much use to me.
Thanks
Pallav
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Eugene

#13
QUOTE:
Am I to conclude from the above that there are no plans to include something like the WL3 COM interface in WL5+?

I'm not aware of a plan but you're welcome to request Fidelity directly on this one, because they listen to their customers. On the other side, chances are that, with the interface description or an example on your hand, you could build that COM interface yourself by making a wrapper for the .NET interface (see links above).
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pallavsarma

#14
Hi Eugene, What is the status of the StreamingQuoteManager, is any documentation available now?
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Eugene

#15
Please contact Fidelity directly, requesting to make the API documentation open to the public.