I'm trying to determine what data fields TT's API offers. Specifically, does it offer the current most active contract? For example, if I type "GCA Comdty" into Bloomberg, it spits out GCQ7. And if it doesn't offer any sort of most active contract function, does it offer trailing volume or open interest of the various expirations so that we can at least make the automation of trading the most active contract as simple as possible? Or do we just have to bite the bullet and create a rule for each and every contract based on the calendar? In addition, I'm curious if the API offers a field with initial margin requirement. Thanks for any info. polr
try asking this on the tt user forum. they get back pretty quick with good direction. http://forums.tradingtechnologies.com/
Thank you very much! I thought the forum was at the DevNet site. No wonder I couldn't find it. Thanks again.