Seems you have some unresolved externals. Check the link error preceding the 1120 error to see what externals cause the problem. Since the gaze data is displayed in the console it seems it is not a problem with the EyeX dlls.
Found this on MSDN: https://msdn.microsoft.com/en-us/library/z98k84c3.aspx
Please, also read through the EyeX license agreement. You should not store gaze data to file using EyeX.