int a = 2;
var b[a];

or

const int a = 2;
var b[a];

= Syntax Error.

Shouldn't at least the second way work, is it not possible to set the dimension of an array by a constant/variable?

Thanks, Sphin

To create dynamic arrays, you need to allocate a contiguous memory area. The malloc() function should get you out of trouble I think.

GCC actually can create dynamic arrays on the stack, but thats not supported by most of the compilers.
You should use malloc as suggested.

What application could allocating memory have for automated trading?

Ah okay, many thanks!