The GetInstrument() function provides overloaded forms that let you identify instruments using different sets of criteria. These are listed below along with code snippets showing their use. Fetch by instrument id ttsdk::Instrument::ResponseCode respCode; uint64_t id = 3899904826036563588; ttsdk::InstrumentPtr instrument = ttsdk::GetInstrument(id, respCode); if (!instrument) { std::cout Fetch by market ID, product name, product type and […]
The SearchInstruments() function provides the ability for you to find instruments using custom search criteria. The following code snippet demonstrates this approach: ttsdk::Instrument::ResponseCode respCode; std::string markets = “CME”; std::string query = “CL”; ttsdk::InstrumentSearchResultsPtr instRes = SearchInstruments( query.c_str(), markets.c_str(), respCode); for (size_t i = 0; i GetNumResults(); i++) { InstrumentResultPtr instPtr = instRes->GetResult(i); std::cout GetAlias()
The Instrument class provides the data as it relates to a given tradable security. Its members include methods such as: virtual double GetTickValue() const noexcept = 0; virtual double GetTickSize() const noexcept = 0; virtual int64_t GetTickNum() const noexcept = 0; virtual int64_t GetTickDenom() const noexcept = 0; virtual double GetPointValue() const noexcept = 0; […]