Внешняя DLL + CreateDataSource + Lua - стек

tds = {}
function SubscribeAllTrades(classcode, seccode, loadalltradesafternum)    
   local gcsck = GetClassSecCodeKey(classcode, seccode)

   if gcsck == "" then
      return 0
   else         
      if tds[gcsck] == nil then      
         local ds = CreateDataSource(classcode, seccode, INTERVAL_TICK)
         if ds == nil then return 0 end
         ds:SetEmptyCallback()
         sleep(50)
         ds:Close()
         ds = nil
         ds = CreateDataSource(classcode, seccode, INTERVAL_TICK)
         ds:SetEmptyCallback()
         sleep(50)
         ds:Close()
         ds = nil
         ds = CreateDataSource(classcode, seccode, INTERVAL_TICK)
         ds:SetEmptyCallback()   
         tds[gcsck] = ds
         ds = nil
         sleep(100)
      end
      local str = tostring(tds[gcsck]:Size())   
      PrintDbgStr(str)         
      return 1      
   end         
end
 

bool QSubscribeAllTrades(lua_State *L, const string classcode, const string seccode, unsigned int loadalltradesafternum)
{
   lua_getfield(L, LUA_GLOBALSINDEX, "SubscribeAllTrades");
   lua_pushstring(L, classcode.c_str());
   lua_pushstring(L, seccode.c_str());   
   lua_pushnumber(L, loadalltradesafternum);
   lua_call(L, 3, 1);
   long R = (int)lua_tointeger(L, -1);
   lua_pop(L, 1);      
   return (R == 1);
}