TT CORE SDK
2.0.1.1
TT CORE SDK documentation
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Here is a list of all variables with links to the classes they belong to:
- a -
account_id :
ttsdk::AccountConnectionStatus
,
ttsdk::OrderProfile
,
ttsdk::Position
,
ttsdk::PositionReserveBucket
all_snaps_ready :
ttsdk::PriceSnap
alternate_epoch_transact_time_nano :
ttsdk::TimeSales::Trade
alternate_last_traded_price :
ttsdk::TimeSales::Trade
alternate_last_traded_quantity :
ttsdk::TimeSales::Trade
app_key_secret :
ttsdk::TTSDKOptions
ask_counterparty_id :
ttsdk::TimeSales::Trade
asks :
ttsdk::PriceSnap
- b -
bid_counterparty_id :
ttsdk::TimeSales::Trade
bids :
ttsdk::PriceSnap
buy_average_price :
ttsdk::Position
buy_quantity :
ttsdk::Position
buySide :
ttsdk::PositionReserveBucket
- c -
clearing_acct_override :
ttsdk::OrderProfile
client_time :
ttsdk::PriceSnap
close_price :
ttsdk::PriceSnap
code :
ttsdk::ExtendedRejectionInformation
colocation :
ttsdk::OrderProfile
conflation_no :
ttsdk::PriceSnap
connections :
ttsdk::AccountConnectionStatus
contract_price :
ttsdk::Position
cost :
ttsdk::ExtendedRejectionInformation::ExceedsMaxCredit
count :
ttsdk::AccountConnectionStatus
,
ttsdk::ExportValues
,
ttsdk::PriceSnap::DepthSnap
,
ttsdk::TimeSales
cum_last_trade_quantity :
ttsdk::PriceSnap
- d -
deviation :
ttsdk::ExtendedRejectionInformation::ExceedsPriceReasonability
direct :
ttsdk::PriceSnap
display_quantity :
ttsdk::OrderProfile
- e -
enable_epiq :
ttsdk::TTSDKOptions
enable_pnl :
ttsdk::TTSDKOptions
enable_synthetics :
ttsdk::TTSDKOptions
environment :
ttsdk::TTSDKOptions
epoch_transact_time_nano :
ttsdk::PriceSnap
,
ttsdk::TimeSales::Trade
event_type :
ttsdk::PriceSnap
,
ttsdk::TimeSales
exceeds_long_short :
ttsdk::ExtendedRejectionInformation
exceeds_max_credit :
ttsdk::ExtendedRejectionInformation
exceeds_max_family_position :
ttsdk::ExtendedRejectionInformation
exceeds_max_instrument_position :
ttsdk::ExtendedRejectionInformation
exceeds_max_order_size :
ttsdk::ExtendedRejectionInformation
exceeds_max_product_position :
ttsdk::ExtendedRejectionInformation
exceeds_price_reasonability :
ttsdk::ExtendedRejectionInformation
exchange_seq_no :
ttsdk::PriceSnap
,
ttsdk::TimeSales::Trade
exchange_time :
ttsdk::PriceSnap
exchange_transact_time_ns :
ttsdk::TimeSales::Trade
expire_date :
ttsdk::OrderProfile
exportValues :
ttsdk::ExportValues
- f -
filledQty :
ttsdk::PositionReserveBucket::BucketSide
filter_accounts :
ttsdk::TTSDKOptions
- h -
high_price :
ttsdk::PriceSnap
- i -
id :
ttsdk::AccountConnectionStatus::Connection
,
ttsdk::ExportValues::ExportValue
implied :
ttsdk::PriceSnap
implied_quantity :
ttsdk::PriceSnap::DepthSnap::DepthLevel
implieds_source :
ttsdk::PriceSnap
ind_ask :
ttsdk::PriceSnap
ind_bid :
ttsdk::PriceSnap
ind_price :
ttsdk::PriceSnap
ind_quantity :
ttsdk::PriceSnap
ind_settle :
ttsdk::PriceSnap
indicator :
ttsdk::TimeSales::Trade
instruction :
ttsdk::OrderProfile
instrument :
ttsdk::Position
,
ttsdk::PositionReserveBucket
instrument_id :
ttsdk::Position
,
ttsdk::PositionReserveBucket
,
ttsdk::PriceSnap
,
ttsdk::TimeSales
- l -
last_trade_price :
ttsdk::PriceSnap
,
ttsdk::TimeSales::Trade
last_trade_quantity :
ttsdk::PriceSnap
,
ttsdk::TimeSales::Trade
lbm_affinity :
ttsdk::TTSDKOptions
leave_on_restart :
ttsdk::OrderProfile
leg_account_ids :
ttsdk::OrderProfile
leg_instrument_id :
ttsdk::ExtendedRejectionInformation
levels :
ttsdk::PriceSnap::DepthSnap
log_to_console :
ttsdk::TTSDKOptions
long_short :
ttsdk::ExtendedRejectionInformation::ExceedsLongShort
low_price :
ttsdk::PriceSnap
- m -
market :
ttsdk::AccountConnectionStatus::Connection
market_state :
ttsdk::PriceSnap
MAX_CONNECTIONS :
ttsdk::AccountConnectionStatus
max_credit :
ttsdk::ExtendedRejectionInformation::ExceedsMaxCredit
MAX_DEPTH_LEVEL :
ttsdk::PriceSnap
max_deviation :
ttsdk::ExtendedRejectionInformation::ExceedsPriceReasonability
MAX_EVENTS :
ttsdk::ExportValues
,
ttsdk::TimeSales
max_long_short :
ttsdk::ExtendedRejectionInformation::ExceedsLongShort
max_percent_deviation :
ttsdk::ExtendedRejectionInformation::ExceedsPriceReasonability
max_position :
ttsdk::ExtendedRejectionInformation::ExceedsMaxFamilyPosition
,
ttsdk::ExtendedRejectionInformation::ExceedsMaxInstrumentPosition
,
ttsdk::ExtendedRejectionInformation::ExceedsMaxProductPosition
max_size :
ttsdk::ExtendedRejectionInformation::ExceedsMaxOrderSize
maxClipSize :
ttsdk::PositionReserveBucket::BucketSide
minimum_quantity :
ttsdk::OrderProfile
- n -
name :
ttsdk::UserParameter
native_currency_open_pnl :
ttsdk::Position
native_currency_pnl :
ttsdk::Position
native_currency_realized_pnl :
ttsdk::Position
net_position :
ttsdk::Position
no_connection :
ttsdk::ExtendedRejectionInformation
num_algo_threads :
ttsdk::TTSDKOptions
num_order_threads :
ttsdk::TTSDKOptions
num_price_threads :
ttsdk::TTSDKOptions
- o -
open_average_price :
ttsdk::Position
open_interest :
ttsdk::PriceSnap
open_pnl :
ttsdk::Position
open_price :
ttsdk::PriceSnap
order_count :
ttsdk::PriceSnap::DepthSnap::DepthLevel
order_debug_logging :
ttsdk::TTSDKOptions
order_stimulus_received :
ttsdk::OrderPrcQtyProfile
,
ttsdk::OrderProfile
order_tag_default_id :
ttsdk::OrderProfile
otc_type :
ttsdk::TimeSales::Trade
- p -
params :
ttsdk::OrderProfile
parent_id :
ttsdk::PositionReserveBucket
percent_deviation :
ttsdk::ExtendedRejectionInformation::ExceedsPriceReasonability
pnl :
ttsdk::Position
pnl_calc_type :
ttsdk::TTSDKOptions
position :
ttsdk::ExtendedRejectionInformation::ExceedsMaxFamilyPosition
,
ttsdk::ExtendedRejectionInformation::ExceedsMaxInstrumentPosition
,
ttsdk::ExtendedRejectionInformation::ExceedsMaxProductPosition
positionLimit :
ttsdk::PositionReserveBucket::BucketSide
price :
ttsdk::OrderPrcQtyProfile
,
ttsdk::OrderProfile
,
ttsdk::PriceSnap::DepthSnap::DepthLevel
price_config_check :
ttsdk::TTSDKOptions
price_subscription_id :
ttsdk::OrderPrcQtyProfile
,
ttsdk::OrderProfile
price_wait_ms :
ttsdk::TTSDKOptions
- q -
qualifier :
ttsdk::TimeSales::Trade
quantity :
ttsdk::OrderPrcQtyProfile
,
ttsdk::OrderProfile
,
ttsdk::PriceSnap::DepthSnap::DepthLevel
- r -
realized_pnl :
ttsdk::Position
reject_id :
ttsdk::ExtendedRejectionInformation
reject_id_type :
ttsdk::ExtendedRejectionInformation
request_id :
ttsdk::OrderPrcQtyProfile
,
ttsdk::OrderProfile
- s -
sdk_instance_id :
ttsdk::TTSDKOptions
sdk_time :
ttsdk::PriceSnap
secondary_reject_id :
ttsdk::ExtendedRejectionInformation
sell_average_price :
ttsdk::Position
sell_quantity :
ttsdk::Position
sellSide :
ttsdk::PositionReserveBucket
sender_sub_id :
ttsdk::OrderProfile
seq_no :
ttsdk::PriceSnap
server_price_time :
ttsdk::OrderPrcQtyProfile
,
ttsdk::OrderProfile
server_time :
ttsdk::PriceSnap
settlement_price :
ttsdk::PriceSnap
settlement_time :
ttsdk::PriceSnap
side :
ttsdk::OrderProfile
simulated :
ttsdk::PriceSnap
size :
ttsdk::ExtendedRejectionInformation::ExceedsMaxOrderSize
sod_price :
ttsdk::Position
sod_quantity :
ttsdk::Position
sod_type :
ttsdk::Position
spin_price_core :
ttsdk::TTSDKOptions
spin_price_thread :
ttsdk::TTSDKOptions
status :
ttsdk::AccountConnectionStatus::Connection
- t -
text :
ttsdk::OrderProfile
text_a :
ttsdk::OrderProfile
text_b :
ttsdk::OrderProfile
text_c :
ttsdk::OrderProfile
text_tt :
ttsdk::OrderProfile
tif :
ttsdk::OrderProfile
trade_side :
ttsdk::TimeSales::Trade
trades :
ttsdk::TimeSales
trigger_price :
ttsdk::OrderProfile
type :
ttsdk::OrderProfile
,
ttsdk::UserParameter
- u -
use_indicative_pnl :
ttsdk::TTSDKOptions
use_onload :
ttsdk::TTSDKOptions
user_disconnect_action :
ttsdk::OrderProfile
- v -
v_bool :
ttsdk::ExportValues::ExportValue
,
ttsdk::UserParameter
v_double :
ttsdk::ExportValues::ExportValue
,
ttsdk::UserParameter
v_int :
ttsdk::ExportValues::ExportValue
,
ttsdk::UserParameter
v_price :
ttsdk::UserParameter
v_string :
ttsdk::ExportValues::ExportValue
,
ttsdk::UserParameter
v_timestamp :
ttsdk::ExportValues::ExportValue
,
ttsdk::UserParameter
v_uint :
ttsdk::UserParameter
volume :
ttsdk::PriceSnap
- w -
workingPosition :
ttsdk::PositionReserveBucket::BucketSide
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1.10.0