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Application Level

There are two ways to receive TradeCaptureReport messages:

  • Query for historical data.
  • Subscription for real-time data.

Both ways can be used with or without filters.

To specify filtering parameters TradeCaptureReportRequest message is used.

Note Note

Relationship between filters is "AND".

Example
C#
using OnixS.CmeStpHandler;

// This request filter for all NYMEX products with "NG" or "NA" IDs, and negates NYMEX products with "CL" ID.
TradeCaptureReportRequest request = new TradeCaptureReportRequest();

request.Instruments.Add(new RequestInstrument() { SecurityExchange = SecurityExchange.Nymex });
request.Instruments.Add(new RequestInstrument() { SecurityExchange = SecurityExchange.SecurityID = "-CL" });
request.Instruments.Add(new RequestInstrument() { SecurityExchange = SecurityExchange.SecurityID = "NG,NA" });
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