Aggregator
Aggregator strategy definitions are treated as instruments. Before you can launch your Aggregator strategy, you first need to fetch its definition as detailed in Working with Instruments. Specifically, you follow the same steps as you would to fetch an exchange native instrument, except you:
- Set the market name to "AGGREGATOR".
- Set the product type to "Synthetic".
- Set the product name to "AGGREGATOR".
- Set the alias to the user-defined name associated with the Aggregator strategy.
Once you have the instrument corresponding to your Aggregator strategy definition, you can subscribe for market data and route orders for these instruments by following the same steps as you would for an exchange native instrument.