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

Working with Order and Fill Events

After the TT Core SDK initialization begins, it downloads:

the accounts belonging to the user
the orders associated with each account
the positions associated with each account

TT Core SDK synchronizes the Order Book and positions by account. As such, any given account can be used to trade without needing to wait for all accounts to be ready.

If you want to receive order / fill events for all solicited and unsolicited orders, you need to use the ttsdk::IOrderBookEventHandler interface.

If you want to receive order/fill events for only those orders that you choose, you need to use the ttsdk::IOrderEventHandler interface.

TT CORE SDK

Working with Order and Fill Events

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TT Implementation of Prices and Ticking

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Receiving Solicited and Unsolicited Order / Fill Events