Subscribing for market data

The TT .NET SDK delivers live market updates to the application through subscriptions associated with the types of data. As with all subscriptions, you must create the subscription object, set any options, register for events, and start the subscription.

Note: In Client Side mode, inside market data (best bid, best, ask, etc.) is coalesced at 35ms and full market depth is coalesced at 80ms. In Server Side mode, market data is uncoalesced.

Note: In Server Side mode, market data subscriptions are throttled at 500 per second and applications are limited to making no more than 15,000 market data subscriptions.

Note: In Server Side mode, applications are limited to making market data subscriptions from no more than 4 unique markets.

• Market data subscription classes
• Working with price subscriptions
• Working with time and sales subscriptions
• Working with prices and quantities
• More about prices
• Working with options
• Managing subscription events