T4 API 4.3 is being discontinued. Please use T4 API 4.7 instead.If you need to access the CME 2yr Note contract then T4 API 4.3 will no longer be able to access that contract when the price format changes on 12th January 2019. The 2yr Note contract will only be accessible via the T4 API 4.7 after that date.If you do NOT need access to the CME 2yr Note contract then T4 API 4.3 will continue to work until 31st December 2019, after that it will no longer work.This document outlines how to use the T4 API 4.0. The API consists of a set of objects in a Microsoft .Net Framework DLL and is included within the Simulator client install available
here.
For detailed descriptions of individual classes, methods and properties please see here.To develop to the API you need a development tool that fully supports Microsoft .Net Framework 4.0, such as Microsoft Visual Studio .Net 2010. To assist development we have a simulator system that provides market depth and execution 24x5, regardless of real market hours. From the API’s perspective the simulator works exactly the same as the live system.
Note: At this time the T4 API is in Microsoft .Net Framework 4.0. You should ensure that you have the latest Service Packs and hotfixes for Framework installed.
Note: Attempting to connect to the system via any other method than through the T4API is not allowed.
IMPORTANT: Do
NOT parse, build, or predict unique identifiers of any system object or message. If you question your implementation please contact support@ctsfutures.com and we would be happy to explain. Unique identifier formats can change at any time. Many are based off data provided by the exchange. Examples would be Market.MarketID and Contract.ContractID.
This document refers to ‘Prices’ and ‘Ticks’ throughout. These are not the same and if the API method or property says ‘Ticks’ then it needs the value in ticks and not a display price. This is particularly important with CBOT price formats (32nds etc) where the number of Ticks and the Price are completely different for the same value.
Getting Started
Market Data
Getting Account and Order Data
Submitting Orders
Gettting Historical Chart Data
Upgrading from .Net 2.0 API
For detailed descriptions of individual classes, methods and properties please see here.