Downloading Fills
For efficiency reasons, TT Core SDK does not hold fills in memory. If you need to access past fills, you: The following code snippet demonstrates an example of this process.
Modifying Orders
Once an order has been submitted, you can subsequently change it by: The following code snippet demonstrates an example of this process. Once an order has been submitted, you can subsequently change it by: The following code snippet demonstrates an example of this process.
Position Reserve (PR) Orders
When an order is placed via TT Core SDK, it is routed to the TT risk system. If it passes the necessary risk checks, it is then routed to a TT component called the Order Connector which then routes it to the exchange. If it does not pass the necessary risk checks, it is rejected. […]
Receiving Only Specific Solicited Order / Fill Events
To receive specific solicited order / fill events, you need to: A sample implementation of class derived from ttsdk::IOrderEventHandler is demonstrated in the following code snippet.
Receiving Solicited and Unsolicited Order / Fill Events
To receive solicited and unsolicited order / fill events, you need to: An OnAccountDownloadEnd event is fired when an account is ready to be used for trading. And an OnOrderBookDownloadEnd event is fired when all accounts are ready. The following code snippet demonstrates an example of this process.
Request IDs
When an application submits a new order or changes an existing order, the TT Core SDK stores the request ID provided with the request. The request IDs are then passed back in the event callbacks (ExecutionReport::GetRequestId()) to allow developers to determine which order request that a given event is in response to. When an application […]
Submitting Orders
To submit an order and start receiving order/fill updates, you: The following code snippet demonstrates an example of this process. The OrderProfile class has a member named LeaveOnRestart. It is set to true by default. If you are writing a TT Application Server, setting this to false will result in the order being deleted after your application is restarted.
Working with Order and Fill Events
After the TT Core SDK initialization begins, it downloads: the accounts belonging to the user the orders associated with each account the positions associated with each account TT Core SDK synchronizes the Order Book and positions by account. As such, any given account can be used to trade without needing to wait for all accounts […]