pproapi
Differences
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| Both sides previous revisionPrevious revisionNext revision | Previous revision | ||
| pproapi [2023/11/27 11:11] – [Register] hammed | pproapi [2024/01/10 09:08] (current) – [CancelOrder] hammed | ||
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| **Notes:** | **Notes:** | ||
| - | * For IMBALANCE / OSTAT / ORDEREVENT / PAPIORDER, messages pass the region parameter | + | * For OSTAT / ORDEREVENT / PAPIORDER, messages pass the region |
| + | * For IMBALANCE / SCRIPTS, messages pass the market | ||
| * For L1, L2, or TOS data, messages must pass the symbol parameter | * For L1, L2, or TOS data, messages must pass the symbol parameter | ||
| * Lv1 and Tos are deprecated but still available, please update your scripts to use L1 and TOS, respectively | * Lv1 and Tos are deprecated but still available, please update your scripts to use L1 and TOS, respectively | ||
| Line 147: | Line 148: | ||
| < | < | ||
| - | ==Scripts (SCRIPTS)=== | + | ===Scripts (SCRIPTS)=== |
| This command registers the API to register scripts. This will require you to set an output, and after doing so will create a file where all the scripts will be written. | This command registers the API to register scripts. This will require you to set an output, and after doing so will create a file where all the scripts will be written. | ||
| + | |||
| + | Example: | ||
| + | |||
| + | < | ||
| + | |||
| ====SetOutput==== | ====SetOutput==== | ||
| Line 160: | Line 166: | ||
| Syntax: | Syntax: | ||
| - | < | + | < |
| Example: | Example: | ||
| Line 168: | Line 174: | ||
| ===Notes=== | ===Notes=== | ||
| - | * For IMBALANCE / OSTAT / ORDEREVENT / PAPIORDER, messages pass the region parameter. | + | * For OSTAT / ORDEREVENT / PAPIORDER |
| + | * For IMBALANCE, messages pass the market | ||
| * For L1, L2, or TOS data, must pass the symbol parameter. | * For L1, L2, or TOS data, must pass the symbol parameter. | ||
| * ' | * ' | ||
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| ====Imbalance (IMBALANCE)==== | ====Imbalance (IMBALANCE)==== | ||
| - | Example: < | + | Example: < |
| This command registers the API to receive all Imbalance data. | This command registers the API to receive all Imbalance data. | ||
| - | Messages for IMBALANCE must pass the region | + | Messages for IMBALANCE must pass the market |
| **Note:** NASDAQ and NYSE information is dynamic, while TSX/TSX-V information is static. AMEX information is not available at this time. | **Note:** NASDAQ and NYSE information is dynamic, while TSX/TSX-V information is static. AMEX information is not available at this time. | ||
| Line 460: | Line 467: | ||
| < | < | ||
| - | < | + | < |
| ===Notes=== | ===Notes=== | ||
| - | * For IMBALANCE messages, define | + | * For IMBALANCE messages, define |
| * Regional data centers: 1 = NewJersey, 2 = London, 3 = Hong Kong, 4 = Sydney | * Regional data centers: 1 = NewJersey, 2 = London, 3 = Hong Kong, 4 = Sydney | ||
| * For L1, L2, or TOS data, define symbol | * For L1, L2, or TOS data, define symbol | ||
| Line 739: | Line 746: | ||
| * < | * < | ||
| * < | * < | ||
| + | * < | ||
| ===Notes=== | ===Notes=== | ||
pproapi.1701101492.txt.gz · Last modified: 2023/11/27 11:11 by hammed