Aggregator strategy definitions are treated as instruments. Before you can launch your Aggregator strategy, you first need to fetch its definition as detailed in Working with Instruments. Specifically, you follow the same steps as you would to fetch an exchange native instrument, except you: Once you have the instrument corresponding to your Aggregator strategy definition, you […]
Synthetic spread definitions are treated as instruments. Before you can launch your synthetic spread, you first need to fetch its definition as detailed in Working with Instruments. Specifically, you follow the same steps as you would to fetch an exchange native instrument, except you: Fetching Autospreader Spread Definitions The following code snippet demonstrates how to fetch […]
TT provides the following strategy engines: Autospreader Autospreader® is a server-class product that executes user-defined synthetic spreads. Each co-location facility contains a pool of common (“gen-pop”) Autospreader servers. The instrument that you specify in the first leg of your spread definition will determine the co-location facility in which it will be executed. For example, if you specify […]