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What I wonder is if it's easy to pass data from the console to the host programs (other than Altera)
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Altera do not provide a simple method for user-coded software to interface to their USB-Blaster components, i.e., what you would like is a shared library you could call into that would play nicely with simultaneous operation of SystemConsole, SignalTap II, and other Quartus software.
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or maybe I should run them in the console. Is it possible? How? And as I don't care a communication from the host to the design (only from the design to the host), can't I use a simpler way of doing it?
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The solutions I show in the tutorial above involve running a server in SystemConsole, and then using a TCP/IP connection from your custom code.
If you do not care about running Altera's software in parallel with your code, you can use the FTDI driver to access the USB-Blaster directly. Although that involves decoding Altera's custom (and undocumented) protocols.
Cheers,
Dave