The signature of the methods to which event handler delegates point takes the form: The first argument is a reference to the request object. As it is passed as a System.Object, you must cast it to the appropriate type of the request object before using it. The following example shows how to cast the request sender […]
TT .NET SDK provides the following classes to access market data. This class can be used to subscribe for market data for Autospreader and Aggregator instruments as well.
The TT .NET SDK delivers live market updates to the application through subscriptions associated with the types of data. As with all subscriptions, you must create the subscription object, set any options, register for events, and start the subscription. Note: In Client Side mode, inside market data (best bid, best, ask, etc.) is coalesced at […]
TT’s Options trading tools provide traders with all the tools they need to view and analyze option markets, identify opportunities, and assess position risk. TT’s Advanced Options Package is an add-on that enables options analytics and other powerful tools for viewing and trading options. If you are permissioned for this feature, you can also access the options chain through […]
Process for creating price subscriptions To create a price subscription and start receiving updates, you: Warning : TT strongly recommends users maintain their price subscriptions. To prevent issues, users must avoid unsubscribing and immediately resubscribing to market updates. Subscribing for market data Typically, you start a price subscription for an Instrument when TT .NET SDK fires the Update […]
Working with the Price class For efficiency, TT .NET SDK processes and stores prices as integer values. However, you can represent price in different formats, such as Double or String, and in styles such as Ticks. You also might want to perform mathematical calculations with these prices. TT .NET SDK exposes this functionality in the Price object. […]
Subscribing for time and sales data Time and Sales subscriptions follow the same pattern as other subscriptions within TT .NET SDK. You create the TimeAndSalesSubscription, attach the event handler, and then start the subscription, as shown in the following example. Creating the subscription event handler Because many trades can occur within a short time span, when […]