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

Submitting Orders

To submit an order and start receiving order/fill updates, you:

Create an instance of ttsdk::OrderPtr class and call the ttsdk::CreateOrder() method passing an InstrumentPtr reference that defines the instrument for which you want to submit an order.
If you have derived a class from ttsdk::IOrderEventHandler to receive order / fill events for specific solicited orders, call the Subscribe() method of the OrderPtr instance passing an instance of the event handler.
Create an instance of ttsdk::OrderProfile and fill in the order’s parameters.
Call the SendNew() method of the OrderPtr instance passing the OrderProfile instance.

The following code snippet demonstrates an example of this process.



ttsdk::OrderProfile profile_;
ttsdk::OrderPtr order_;
OrderObserver orderObs_;

void SubmitOrder(ttsdk::InstrumentPtr instrument, double price, double qty)
{
    order_ = ttsdk::CreateOrder(instrument);
    if (!order_)
    {
        std::cout << "Order creation failed." << std::endl;
        return;
    }

    order_->Subscribe(orderObs_);

    profile_.request_id++;
    profile_.account_id = 12345;
    profile_.side = ttsdk::OrderSide::Buy;
    profile_.price = price
    profile_.quantity = qty;
    profile_.type = ttsdk::OrderType::Limit;
    profile_.tif = ttsdk::TimeInForce::Day;
    order_->SendNew(profile_);
}

The OrderProfile class has a member named LeaveOnRestart. It is set to true by default. If you are writing a TT Application Server, setting this to false will result in the order being deleted after your application is restarted.

TT CORE SDK

Submitting Orders

Previous:

Receiving Only Specific Solicited Order / Fill Events

Next:

Modifying Orders