How to include ForexConnect API on Win32
Brief
The article discusses how to use ForexConnect API in C++ on Win32.
Details
To use ForexConnect API in your C++ application, you should:
Place your application program in the same directory
where supporting dlls are located (usually the bin folder
containing expat.dll, fxmsg.dll, gstools2.dll,
etc.)
For example, if folder C:\Program Files\Candleworks\ForexConnectAPI\bin contains these libraries,
post-built event command line can look like this: 
copy "C:\Program Files\Candleworks\ForexConnectAPI\bin\*.dll" "$(TargetDir)"
Alternatively, you can build you application in the directory containing supporting dlls.
Add the include subfolder of the directory where ForexConnect API is installed
to additional include directories of the project.
So if ForexConnect API is installed to C:\Program Files\Candleworks\ForexConnectAPI,
add the directory C:\Program Files\Candleworks\ForexConnectAPI\include
as additional include directory.
Add lines:
#include <windows.h>#include "ForexConnect.h"
to file stdafx.h.
Add lib subfolder of the directory where ForexConnect API is installed
to additional library directories of the project.
So if ForexConnect API is installed to C:\Program Files\Candleworks\ForexConnectAPI,
add the directory C:\Program Files\Candleworks\ForexConnectAPI\lib
as additional library directory. 
Add ForexConnect.lib as additional dependency for the linker input.
Note: ForexConnect API interfaces uses  ASCII strings so
Character Set of Configuration Properties will be "Not set".