Working With Instruments

The GetInstrument() function provides overloaded forms that let you identify instruments using different sets of criteria. These are listed below along with code snippets showing their use.

Fetch by instrument id

Fetch by market ID, product name, product type and instrument alias 

Note: The instrument alias parameter must match the string displayed in TT and TT Desktop, where it is called the “contract alias”. The instrument alias parameter for Autospreader and Aggregator instruments must match the name with which it was created.

The SearchInstruments() function provides the ability for you to find instruments using custom search criteria. The following code snippet demonstrates this approach:

The Instrument class provides the data as it relates to a given tradable security. Its members include methods such as:

It also provides methods for performing arithmetic operations on prices, including: