TT CORE SDK

Introducing TT Core SDK Product Architecture Prerequisites and Licensing Developer Support Logging

Authenticating a TT Core SDK Application Initializing an Application Initializing an Application with Order Book Download

Working With Instruments

Fetching a Single Instrument Searching for Instruments The Instrument Class

Subscribing for Market Data

Working with Price Subscriptions Working with Time and Sales Subscriptions Extracting Market Data Values Extracting Time and Sales Values About Price and Tick Notations TT Implementation of Prices and Ticking

Working with Orders and Fills

Working with Order and Fill Events Receiving Solicited and Unsolicited Order / Fill Events Receiving Only Specific Solicited Order / Fill Events Submitting Orders Modifying Orders Request IDs Downloading Fills Position Reserve (PR) Orders

Creating a TT Application Server

Introduction Initializing a Server Application Processing External Algo Requests Using Position Reserve Orders Creating An Algo Definition Deploying An Algo Definition Responding to External Algo Requests

Appendix

Market Enums

Click here to access the

TT CORE SDK Reference Manual

Introducing TT Core SDK

TT Core SDK includes a C++ / Linux Application Programming Interface (API) that provides developers with a single, normalized interface for interacting with all exchanges supported by Trading Technologies.

Specifically, applications can:

Download Instruments
Subscribe for Prices
Route Orders
Receive Order Updates and Fills

Customer applications built with TT Core SDK reside inside the TT ecosystem. As such, use of the TT Core SDK requires a dedicated Linux server leased from TT.

Please contact your TT representative for details.

TT CORE SDK

Introducing TT Core SDK

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Product Architecture