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

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TT CORE SDK Reference Manual

Product Architecture

TT Core SDK allows developers to write applications that communicate with the TT infrastructure and the exchanges to which it connects. Specifically, applications can download instruments, subscribe for market data, route orders, and receive order / fill updates.

Applications written using TT Core SDK must be deployed to, and run on, a bare metal server provided by TT. These servers are not only configured for the best possible performance, they are also fitted with specific hardware to ensure that they are properly secured.

TT CORE SDK

Product Architecture

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Introducing TT Core SDK

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Prerequisites and Licensing