MT_gateway™

Version 4.34 Documentation

06/06/2006

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

COPYRIGHT NOTICE

 

All information in this document and related software whether technical or non-technical shall be the exclusive property of PACT (a.k.a. Partners for Advanced Careers in Technology), Brooklyn, New York. The recipient may use this ONLY in conjunction with the mT_Gateway™ package. Failure to observe this shall be construed as violation of copyright rules.


Important:

General Philosophy of SDK Usage and Implementation Message

 

The myTrack SDK is specifically designed to be event driven. It is not intended to be a frequently or continuously polled “database”.

 

A number of the SDK community seem to be building applications that  ignore  the event driven features. Instead of subscribing to updates on a security they will with high frequency, issue quote requests. Others appear to make repeated requests for order status, rather than awaiting the order execution message. The effect of this misuse of the SDK is to drain resources from the systems serving all of the SDK user community. It is analogous to Denial of Service attacks on web servers. We’ve experienced such scenarios over the past months.

 

We ask those of you who may now recognize the fact that their code falls into this category, to move to re-mediate the problem. If you need assistance, we are happy to help.

 

We have put in place monitoring systems to identify sources of this misuse going forward. It will allow us to notify those of SDK community that may not realize that their software is misbehaving.


 

Table of Contents

 

Overview... 8

New Broker message types (rev. 4.00) 8

Control. 8

Installation.. 9

Demo programs: 9

Getting Started.. 9

general support. 9

General Features.. 11

Function getVersion.. 11

Function Init. 11

Function DeInit. 12

Function Connect. 12

Event GotDisconnect. 12

Event GotError.. 13

Class msgError. 13

Function RequestLogon.. 13

Event GotLogonResponse. 13

Class msgLogon. 13

Function Requestlogoff. 14

Event GotLogoffResponse. 14

Function getStats. 14

Type mtStats. 14

Function logStart. 15

Enum mtLogLevel 15

Function logEnd.. 15

Function RequestQuote. 15

Event GotQuote. 16

Type msgQuote. 16

Function RequestCompositeData.. 17

Event GotCompositeData. 18

Function RequestBackground.. 18

Event GotBackground. 18

Type msgBackground. 18

Function RequestTicks. 19

Event GotTick. 19

Type msgTick. 19

Event GotMiscUpdate. 20

Type msgMiscUpdate. 20

Event GotNewsUpdate. 20

Function RequestTickHistory.. 21

Event GotTickHistory. 21

Type msgTickHistory. 21

Function RequestTickHistoryTime. 22

Function RequestTodaysLog (aka: Time & Sales) 22

Enum mtPageFlag. 22

Event GotTodaysLog. 22

Function RequestYesterdaysLog.. 23

Event GotYesterdaysLog. 23

Function RequestHistory.. 23

Event GotHistory. 24

Type msgHistory. 24

Class historyItem.. 24

Function RequestOptionData.. 25

Event GotOptionData. 25

Type msgOptionData. 25

Function RequestOptionLinks. 26

Event GotOptionLinks. 27

Type msgOptionLinks. 27

Function RequestFutureData.. 27

Event GotFutureData. 27

Type msgFutureData. 27

Function RequestVolatility.. 28

Event GotVolatility. 28

Function RequestNasdaqLevelII 29

Event GotNasdaqLevelII 29