Class InstrumentLookup

Inheritance
object
UserEventHandler
InstrumentLookup
InstrumentLookupSubscription
Implements
Inherited Members
Namespace: tt_net_sdk
Assembly: tt-net-api.dll
Syntax
public class InstrumentLookup : UserEventHandler, IDisposable

Constructors

InstrumentLookup(Dispatcher)

Used to lookup/create a user defined strategy in conjunction with CreateStrategy()

Declaration
public InstrumentLookup(Dispatcher dispatcher)
Parameters
Type Name Description
Dispatcher dispatcher

InstrumentLookup(Dispatcher, InstrumentKey)

Lookup an instrument by alias using an InstrumentKey

Declaration
public InstrumentLookup(Dispatcher dispatcher, InstrumentKey instrumentKey)
Parameters
Type Name Description
Dispatcher dispatcher
InstrumentKey instrumentKey

InstrumentLookup(Dispatcher, MarketId, ProductType, string, string)

Lookup an instrument by product and alias

Declaration
public InstrumentLookup(Dispatcher dispatcher, MarketId marketId, ProductType productType, string productName, string alias)
Parameters
Type Name Description
Dispatcher dispatcher
MarketId marketId
ProductType productType
string productName
string alias

InstrumentLookup(Dispatcher, ProductKey, string)

Lookup an instrument by product and name (not alias)

Declaration
public InstrumentLookup(Dispatcher dispatcher, ProductKey key, string name)
Parameters
Type Name Description
Dispatcher dispatcher
ProductKey key
string name

Properties

Alias

Declaration
public string Alias { get; }
Property Value
Type Description
string

ContractName

Declaration
public string ContractName { get; }
Property Value
Type Description
string

Instrument

Declaration
public Instrument Instrument { get; }
Property Value
Type Description
Instrument

MarketId

Declaration
public MarketId MarketId { get; }
Property Value
Type Description
MarketId

ProductName

Declaration
public string ProductName { get; }
Property Value
Type Description
string

ProductType

Declaration
public ProductType ProductType { get; }
Property Value
Type Description
ProductType

Methods

CreateStrategy(List<StrategyLegDefinition>, Account, MarketId, ComboCode)

Find or create a strategy on the given market for the given legs. The subType param is optional as some exchanges will figure it out from the leg information. Please note it is required for Eurex so if the ComboCode if it is not known, please try ComboCode.NonStandardCombination and see if the exchange will figure out the proper code.

Declaration
public void CreateStrategy(List<StrategyLegDefinition> legs, Account account, MarketId marketId, ComboCode subType = ComboCode.NotSet)
Parameters
Type Name Description
List<StrategyLegDefinition> legs
Account account
MarketId marketId
ComboCode subType

Dispose()

Declaration
public virtual void Dispose()

Get()

Declaration
public ProductDataEvent Get()
Returns
Type Description
ProductDataEvent

GetAsync()

Declaration
public void GetAsync()

Events

OnData

Declaration
public event EventHandler<InstrumentLookupEventArgs> OnData
Event Type
Type Description
EventHandler<InstrumentLookupEventArgs>

Implements