The Market class represents a tradable market, the TT .NET SDK class represents a tradable product and the Instrument class represents a tradable entity. You cannot create these objects directly. Instead, you must submit a request to fetch this data. By using this model, TT .NET SDK ensures that an instrument’s details are valid before subscribing for prices or submitting orders.
Steps for fetching a single instrument To fetch a single Instrument, you: Instantiating the InstrumentLookup class The InstrumentLookup class provides several overloaded constructors that let you identify instruments using different sets of criteria. These are listed below along with code snippets showing their use. Synchronous fetch Once an InstrumentLookup object has been created, you can simply call the Get() method to perform […]
To fetch all instruments for a single product, you: Instantiating the InstrumentCatalog class The InstrumentCatalog class provides several constructors that let you identify a product using specific criteria. The following code snippet shows how to instantiate an InstrumentCatalog object for the CME ES Future product. Note Synchronous fetch Once an InstrumentCatalog object has been created, you can simply call the Get() method to […]
TT .NET SDK provides the ability to construct exchange-tradable, user-defined strategies and then submit them to the exchange to be listed. The legs of these strategies can be options, futures, or spreads depending on the exchange. For an overview of creating strategies in TT, refer to the Strategy Creation Overview in the Trade help. Note: Currently, TT […]
All markets supported by TT are listed in the MarketId enumeration. Note: The market name for Autospreader instruments is “ASE” and the market name for Aggregator instruments is “AGGREGATOR”. You can also access the full list of markets supported by TT via the MarketCatalog member variable of the TTAPI class. The MarketCatalog class has a member variable named Markets which is a Dictionary of Market instances. The Market class provides several […]
Fetching all products for a given market To fetch all products for a given market, you: Instantiating the ProductCatalog class The ProductCatalog class provides the following constructors that let you identify a market using specific criteria. The following code snippet illustrates how to instantiate this class using a MarketId. Synchronous fetch Once an ProductCatalog object has been created, you can […]
Steps for searching instruments by Query To search for an Instrument, you must perform the following tasks: Instantiating the InstrumentSearcher class The InstrumentSearcher class provides several ways via constructors that let you search instruments by text query using different sets of filters. These are listed below along with code snippets showing their use. Synchronous search Once an InstrumentSearcher object […]
The Instrument class provides the data as it relates to a given tradable entity. Its members include: The InstrumentDetails class provides all of the detailed properties of an instrument. Some of its members include: The InstrumentKey struct is a simple collection of the instrument’s descriptive information. Its constructors and members include: Note that the InstrumentId is only populated if the instance is constructed […]
The ProductDataEvent enumeration defines all of the possible reasons that a lookup of the instrument will succeed or fail. These include: Enum value Description Valid for… Found Instrument was found Asynchronous and synchronous fetching RequestFailed General failure to fetch instrument (asynchronous fetching) Asynchronous and synchronous fetching NotAllowed User is not configured for permissions for this instrument’s market […]
The Market class represents a tradable market, the TT .NET SDK class represents a tradable product and the Instrument class represents a tradable entity. You cannot create these objects directly. Instead, you must submit a request to fetch this data. By using this model, TT .NET SDK ensures that an instrument’s details are valid before subscribing for prices or […]